gretl
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
GTK+.
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
econometrics program.
Features include:
- 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
graphs
- Links to R,
Octave
and Ox
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
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Last Updated Saturday, April 13 2013 @ 06:33 PM EDT
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