[Gretl-users] Some questions about X-12-ARIMA

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Dear all:
 
Allin Cottrell, Dr RJF Hudson & John C. Frain, Thank you.
 
Maybe my questions were not expressed precisely. I make it clearer here.
 1. In your examples you are estimating the same seasonal ARIMA model usingthe 
same method (conditional ML) (a) via gretl itself and (b) via
X-12-ARIMA.
(Allin Cottrell)
 
1.So the X-12-ARIMA(1,1,1)(1,1,0) model I get is not 
the RegARIMA(1,1,1)(1,1,0) (RegARIMA defined by X-12-ARIMA – Reference Manual, 
Version 0.3. U.S. Census Bureau). 
Is it?
The options of Model/Time series/ARIMA/Using X-12-ARIMA in gretl 1.9.1 cvs 
doesn't mean running RegARIMA, 
it doesn't include the variables such as as number of working days, day of week 
effects, length of month etc .Is it?
 
2. How do I run RegARIMA in gretl 1.9.1 cvs? 
How do I input the variables such as number of working days, day of week 
effects, length of month etc 
as X-12-ARIMA – Reference Manual, Version 0.3. (U.S. Census Bureau) defining 
and show their outcome?
 
3. If  the X-12-ARIMA(1,1,1)(1,1,0) model I get is RegARIMA(1,1,1)(1,1,0), so 
it includes the variables above.  
Maybe the outcomes of ARIMA(1,1,1)(1,1,0) and X-12-ARIMA(1,1,1)(1,1,0) should 
be different, not the same.(I dont know)
 
In a word, Can I run RegARIMA in Gretl 1.9.1 cvs (Windows)?
Does the options of Model/Time series/ARIMA/Using X-12-ARIMA in gretl 1.9.1 cvs 
mean running RegARIMA?
 
Thanks a lot
                                          

Dear all:   Allin Cottrell, Dr RJF Hudson & John C. Frain, Thank you.   Maybe my questions were not expressed precisely. I make it clearer here.   1. In your examples you are estimating the same seasonal ARIMA model using the same method (conditional ML) (a) via gretl itself and (b) via X-12-ARIMA. (Allin Cottrell)   1.So the X-12-ARIMA(1,1,1)(1,1,0) model I get is not the RegARIMA(1,1,1)(1,1,0) (RegARIMA defined by X-12-ARIMA ¡V Reference Manual, Version 0.3. U.S. Census Bureau). Is it? The options of Model/Time series/ARIMA/Using X-12-ARIMA in gretl 1.9.1 cvs doesn't mean running RegARIMA, it doesn't include the variables such as as number of working days, day of week effects, length of month etc .Is it?   2. How do I run RegARIMA in gretl 1.9.1 cvs? How do I input the variables such as number of working days, day of week effects, length of month etc as X-12-ARIMA ¡V Reference Manual, Version 0.3. (U.S. Census Bureau) defining and show their outcome?   3. If  the X-12-ARIMA(1,1,1)(1,1,0) model I get is RegARIMA(1,1,1)(1,1,0), so it includes the variables above.  Maybe the outcomes of ARIMA(1,1,1)(1,1,0) and X-12-ARIMA(1,1,1)(1,1,0) should be different, not the same.(I dont know)   In a word, Can I run RegARIMA in Gretl 1.9.1 cvs (Windows)? Does the options of Model/Time series/ARIMA/Using X-12-ARIMA in gretl 1.9.1 cvs mean running RegARIMA?   Thanks a lot