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/usr/share/gretl/scripts/misc/convolve.inp is in gretl-common 1.9.14-2.

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# define two polynomials
a = { 1, 0.5,    0, 0 }'
b = { 1, 0.3, -0.8, 0 }'
# perform the transforms
f = fft(a ~ b)
# complex-multiply the two transforms 
fc = cmult(f[,1:2], f[,3:4]) 
print fc
# compute the coefficients of c = a * b via the inverse transform
c = ffti(fc)
print c