[Gretl-users] ARIMA on electricity market prices

Hi (again), i am about to estimate an ARIMA model to hourly electricity price data. The data has cyclic characteristics at 24 hours and 168 hours (a week). I actually found this paper (http://www.uclm.es/area/gsee/JavierC/papers/01216141.pdf) where an ARIMA model was fitted to about the same electricity price data (same characteristics), but i am unable to transfer their results to gretl. Can anyone help me finding the right AR/MA/Differencing and seasonal orders for this data? I already loaded the data into gretl as hourly timeseries data, but i have no clue about choosing the right ARIMA orders to get anything remotely close to a good fit. The paper mentions the numbers 24 and 168 in their model but i can't enter anything above 10 as AR/MA orders and the seasonal orders are limited to 4 as well (assuming quarterly data?). But as i said, i'm not even sure if i need to enter numbers this big as the paper also mentions that the models only use the previous 5, respective 2 hours. Any questions regarding the data can be answered by looking at the above paper. My data is about exactly the same. Thanks. -- Oliver