Dear Gretl Community, I would like to know how to reproduce an automatic X-12-ARIMA specification inside Gretl. I'll try to explain better... <hansl> open fedstl.bin data paynsa smpl 2000:01 </hansl> Using the GUI facilities to X-12-ARIMA (Menu -> Variable -> X-12-ARIMA Analysis) I get the following specification: "Final automatic model choice : (0 2 1)(0 1 1)" And I get the following model: <model> Estimation converged in   10 ARMA iterations,   31 function evaluations.  ARIMA Model:  (0 2 1)(0 1 1)    Nonseasonal differences: 2    Seasonal differences:    1                                               Standard  Parameter                    Estimate          Errors  -----------------------------------------------------  Nonseasonal MA                                       Lag  1                       0.4834         0.06713  Seasonal MA                                          Lag 12                       0.7977         0.05225 </model> So I use it with the "arima" command: <hansl> arima 0 2 1 ; 0 1 1 ; paynsa --nc --x-12-arima </hansl> This gives me the following result: <model> Modelo 3: ARIMA, usando as observações 2000:01-2014:04 (T = 172) Estimado usando X-12-ARIMA (Máxima verossimilhança exata) Variável dependente: (1-L)^2(1-Ls) paynsa              coeficiente   erro padrão      z       p-valor   ----------------------------------------------------------   theta_1     -0,545388     0,0619664     -8,801   1,35e-018 ***   Theta_1     -0,789758     0,0506616    -15,59    8,66e-055 *** </model> How can I exactly reproduce the model estimated by the X-12-ARIMA procedure?