The GNU Regression,
Econometric and Time-Series Library (gretl) is a software package for
econometric analysis. It has a graphical user interface and can be used
together with X-12-ARIMA, TRAMO/SEATS, and R.
The package consists of libgretl (a shared library) which
provides various functions relating to econometric estimation, a
command-line client program, and a graphical user interface built using
Gretl offers an intuitive user interface; it is very easy to
get up and running with econometric analysis.
Libgretl is based on ESL, a standalone console based
- Easy, intuitive interface
- Wide variety of estimators: least squares, maximum
likelihood, GMM; single-equation and system methods
- Time series methods: ARMA, GARCH, VARs and VECMs, unit-root
and cointegration tests, etc.
- Output models as LaTeX files, in tabular or equation format
- Integrated scripting language: enter commands either via
the gui or via script
- Command loop structure for Monte Carlo simulations and
iterative estimation procedures
- GUI controller for fine-tuning Gnuplot
- Links to R,
for further data analysis
- Reads own format XML data files, Comma Separated Values
files (CSV), Excel and Gnumeric
worksheets, Stata .dta files, Eviews
workfiles, JMulTi data files, own format binary databases, RATS 4
databases, and PC-Give databases.
- Translations: French, Italian, Spanish, Polish,
German, Basque and Portuguese
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gretl also features in our 'Linux
Equivalents to Windows Software' section. The category
selector below allows you to filter the different types of software
included in that separate article.
Last Updated Thursday, April 30 2015 @ 01:02 PM EDT