<p>In gretl, the command</p>

<p>arima 1 3 ; y</p>

<p>will estimate an ARMA(1,3) model on y. However, the syntax </p>

<p>arima 1 2 3 ; y</p>

<p>will estimate an ARIMA(1,2,3) model on y, that is, an ARMA(1,3) model on y, differenced twice.</p>

<p>You also have ways to estimate models with seasonal filters etcetera. You'll want tpo have a look at:</p>

<ul>
<li>the help provided in the program abot the "arima" command, and</li>
<li>chapter 25 of the User's Guide.</li>
</ul>

<p>The User's Guide is accessible from within the program via the Help menu, or can be downloaded from <a href="http://sourceforge.net/projects/gretl/files/manual/" rel="nofollow">http://sourceforge.net/projects/gretl/files/manual/</a></p>

CC BY-SA 3.0
2015-08-31T21:32:16.200Z
2015-08-31T21:32:16.200Z
Jack Lucchetti
<p>What you do with the I-term in ARIMA is to make the series stationary, so an easy way to do this is to take the difference of the series (increasing the magnitude until you reach stationarity) and create a new series. Then use the ARMA-model on that.</p>

CC BY-SA 3.0
2015-08-27T09:56:08.457Z
2015-08-27T10:02:10.070Z
2015-08-27T10:02:10.070Z
John L.
<p>How to incorporate I parameter in GRETL application for ARIMA model?</p>

<p>Able to incorporate parameter AR and MA but not sure how to incoporate the I parameter?</p>

CC BY-SA 3.0
2015-08-27T15:33:16.413Z
Have you checked first Gretl's user guide, and then, did you e-mail the support gretl-users@lists.wfu.edu ? These are the primary sources for a definitely reliable answer.
Alecos Papadopoulos
<econometrics><time-series>
How to incorporate I parameter in GRETL application for ARIMA model?
Ashok
# How to incorporate I parameter in GRETL application for ARIMA model?

(Asked by: username_0 on 2015-08-27)

How to incorporate I parameter in GRETL application for ARIMA model?

Able to incorporate parameter AR and MA but not sure how to incoporate the I parameter?

**Tags:** econometrics, time-series

> **Comments:**
> **username_1**: Have you checked first Gretl's user guide, and then, did you e-mail the support gretl-users@lists.wfu.edu ? These are the primary sources for a definitely reliable answer.  

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## 2 answers

### Answer by username_2 on 2015-08-31. Score: 2

In gretl, the command

arima 1 3 ; y

will estimate an ARMA(1,3) model on y. However, the syntax

arima 1 2 3 ; y

will estimate an ARIMA(1,2,3) model on y, that is, an ARMA(1,3) model on y, differenced twice.

You also have ways to estimate models with seasonal filters etcetera. You'll want tpo have a look at:

* the help provided in the program abot the "arima" command, and
* chapter 25 of the User's Guide.

The User's Guide is accessible from within the program via the Help menu, or can be downloaded from <http://sourceforge.net/projects/gretl/files/manual/>


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### Answer by username_3 on 2015-08-27. Score: 1

What you do with the I-term in ARIMA is to make the series stationary, so an easy way to do this is to take the difference of the series (increasing the magnitude until you reach stationarity) and create a new series. Then use the ARMA-model on that.


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