/usr/share/gretl/scripts/misc/bjg.inp is in gretl-common 2016a-1.
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1 2 3 4 5 6 7 8 9 10 11 | # Box and Jenkins "Series G" (airline passengers)
# Example of mixed MA model
open bjg.gdt
# gretl native (conditional ML)
arima 0 1 1 ; 0 1 1 ; lg --nc --conditional
# X-12-ARIMA (also conditional)
arima 0 1 1 ; 0 1 1 ; lg --nc --x-12-arima --conditional
# gretl native (exact ML, Kalman filter)
arima 0 1 1 ; 0 1 1 ; lg --nc
# X-12-ARIMA (exact ML)
arima 0 1 1 ; 0 1 1 ; lg --nc --x-12-arima
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