I am working on a research project with a professor of mine and I am trying to model the program we have written with GRETL. By that I mean I want to see if GRETL has all the same functionality and see if our numbers match up reasonably well. The feature list I am trying to emulate is as follows. 1. Box & Jenkins for PACF 2. Least Squares PACF from Box and Jenkins 3. Thetas for MA using Innovation Algorithm 4. AIC - Pena 5. BIC - Brock 6. SIC - Shum 7. AIC checking AR(p) Brockwell 8. Differencing 9. Yule Walker initial estimate 10. ARMA using Innovation Algorithm I have found some of the equivalents through playing around with the program. There are also several repeats of the functions that I omitted. Thanks for your time:) -- Josiah