[Gretl-users] Single ARIMA Command with Seasonal Differences

[Tom La Bone]

Greetings,

I have some quarterly data U1 (variable 1) I would like to model the data as
an ARIMA process. I take the first difference of U1 to create d_U1 (variable
3) and then take the first difference of d_U1 to create d_d_U1 (variable 4).
Finally, I take the seasonal difference to create sd_d_d_U1 (variable 5) and
try an ARIMA(0,0,1) model. The Gretl commands are:

  diff U1
  diff d_U1
  sdiff d_d_U1
  arima 0 0 1 ; 5 

I would like to do all of this in one command. I have tried a number of
different commands looking something like

  arima 0 2 1 ; 0 1 0 ; 1

but have been unable to get the same answers as I did doing the evaluation
step-by-step. Can someone suggest how I can go about doing this with one
command?

Tom