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gretl

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.

 gretl 1.10.1

Price
Free to download

Size
7.3MB
License

GNU GPL v2

Developer
Allin Cottrell, Riccardo Lucchetti

Website
gretl.sourceforge.net

System Requirements
GTK+
libxml
lapack
fftw3
gnuplot
readline
GMP

Support:
gretl Manual, Mailing Lists, Gretl-users Archives, Using gretl for Principles of Econometrics, 3rd edition, gretlWeb, Assessing gretl's accuracy

Selected Reviews:
Journal of Statistical Software, Wiley InterScience, SourceForge Project Page

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

Return to Scientific Home Page | Return to Econometric Home Page

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.

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Last Updated Thursday, April 30 2015 @ 01:02 PM EDT


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