/usr/share/gretl/scripts/ps11-3.inp is in gretl-common 2016a-1.
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1 2 3 4 5 6 7 8 9 10 11 12 13 14 | # PS11.3, for Example 11.3 on exponential smoothing
open data11-1
genr time
genr Y8 = TOTALEMP
# generate lamda X sub t for lambda = 0.2
genr X2 = TOTALEMP*0.2
# generate autoregressive series
genr Y8 = X2 + 0.8*Y8(-1)
genr Y3 = TOTALEMP
# generate lamda X_t for lambda = 0.7
genr X7 = TOTALEMP*0.7
# generate autoregressive series
genr Y3 = X7 + 0.3*Y3(-1)
print -o TOTALEMP Y8 Y3
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