/usr/share/gretl/scripts/ps9-10.inp is in gretl-common 2016a-1.
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# Model A
ols 2 0 3
# Model B
add 4 6 7 8
# save residuals as ut
genr ut = $uhat
# Model C
omit 7 8
# autocorrelation test on Model C
modtest -a
# correlogram of ut
corrgm ut
# estimate by corc
ar1 2 0 3 4 6 7 8
# estimate by hilu
ar1 2 0 3 4 6 7 8 --hilu
# general order ar
ar 1 3 4 ; 2 0 3 4 6 7 8
# obtain forecasts
fcast 1989.1 1990.4 yf
# set sample range
smpl 1989.1 1990.4
# print forecasts
print 2 yf
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