Solved it. I went back to the config.log and fixed a few things that were out of place, installed a few things. Still had issues though, however I came across this post about fftw, that explains all the additional errors I was encountering when I tried to troubelshoot source of the source directly in the IDE : http://www.dsprelated.com/showmessage/2636/1.php I was all set to start casting all these mallocs returns everywhere when it clicked: I just needed to explicitly declare the "C" linkage to my C++ code: extern "C" { #include "libgretl.h" } For reference, many adapted C libraries have added this functionality as part of thier header macro guards. e.g #ifdef __cplusplus extern "C" { #endif ... /* body of header */ #ifdef __cplusplus } /* closing brace for extern "C" */ #endif Works now, the simple_client produces the desired output. Perhaps you may want to add this note for C++ users of the API, or comment it into the client sample. (or add it to the source in a future release if you're ambitious). Cheers, Joel Bycraft _________________________________________________________________ Game on: Challenge friends to great games on Messenger http://go.microsoft.com/?linkid=9734387

On Wed, 30 Jun 2010, Joel Bycraft wrote: Sorry this has taken a while. For general information on how gretl "lists" work see the "Lists" sub-section of the libgretl API docs (under the "Utilities" heading). Note that I've done quite a bit of work on these docs lately, though they're still very much incomplete and are unlikely to be completed any time soon. http://gretl.sourceforge.net/API/ You should refer to the help entry for the "arima" command in gretl to understand this. The specification of the arma list is given in detail there. (In general, where the API docs are obscure on a given function, and that function directly implements a gretl command, that's what you'll have to do.) Although there are other ways of doing this, for the present you're probably best constructing the list argument for arma by composing a string as per the help on arima, then calling gretl_list_from_string to convert it to an actual "list". For example: <C-code> const char *arma_spec = "1 2 ; 5"; int err = 0; int *list = gretl_list_from_string(arma_spec, &err); /* if err == 0, use the list ... */ free(list); /* once you're finished with it */ </C-code> In this example the AR order is 1, the MA order is 2, and the dependent variable is at position 5 in the "Z" data array. To add seasonal terms, again look at the "arima" help. The assumption in libgretl is that a two-dimensional data array Z (of type double **) lives somewhere in the calling program. With some libgretl functions it is sufficient to pass Z as an argument result = some_gretl_func(..., Z, ...); but with others you must pass its address: result = some_other_func(..., &Z, ...); The functions that require the address of Z are ones that may resize the Z array under some conditions: lsq is one such (it may add auxiliary series to the data array temporarily). The arma function, on the other hand, never resizes Z so it doesn't require the address. Note that whenever you see "***pZ" as a libgretl function parameter, the corresponding argument should be "&Z". (Well,of course you can call "Z" anything you like in your own program.) Just out of interest, do you have a specific reason to do ARMA modeling "the hard way", using libgretl yourself, rather than using gretl? Allin Cottrell