On Tue, 25 Jan 2011, Bob McCall wrote: > I'm using gretl 1.9.3 and the dataset chomage.gdt. I tried to > set specific ar lags to 1 4 5 but Gretl added 10 ma terms at > lags 1 thru 10 in addition to the ar terms at lags 1 4 5. Thanks for the report. You're right, something has gone wrong with the parsing of ARIMA input when specific AR lags are requested. In particular, as you say, if you specify d=1 (differencing) in that context, you instead get a slew of MA lags.