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.
- 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.
- Limited dependent variables: logit, probit, tobit, sample selection, interval regression, models for count and duration data, etc.
- 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. gretl offers the ability to save the current data set in a format suitable for analysis using R; to launch an R session with the current gretl data set automatically loaded into R’s workspace; to embed R scripts within gretl scripts; and, more.
- An expanding range of contributed function packages, written in hansl.
- MIDAS support.
- 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, Catalan, Galician, Portuguese, Russian, Ukrainian, Turkish, Czech, Traditional Chinese, Albanian, Bulgarian, Greek, Japanese and Romanian as well as English.
- Cross-platform support: Linux, Mac OS X, and Windows operating systems.
Support: Manual, Mailing Lists
Developer: Allin Cottrell, Riccardo Lucchetti
License: GNU GPL v2
gretl is written in C. Learn C with our recommended free books and free tutorials.
Return to Scientific Home Page | Return to Econometrics Home Page | Return to Statistical Analysis Home Page
|The largest compilation of the best free and open source software in the universe. Each article is supplied with a legendary ratings chart helping you to make informed decisions.|
|Hundreds of in-depth reviews offering our unbiased and expert opinion on software. We offer helpful and impartial information.|
|Replace proprietary software with open source alternatives: Google, Microsoft, Apple, Adobe, IBM, Autodesk, Oracle, Atlassian, Corel, Cisco, Intuit, and SAS.|
|Machine Learning explores practical applications of machine learning and deep learning from a Linux perspective. This is a new series.|
|New to Linux? Read our Linux for Starters series. We start right at the basics and teach you everything you need to know to get started with Linux.|
|Essential Linux system tools focuses on small, indispensable utilities, useful for system administrators as well as regular users.|
|Linux utilities to maximise your productivity. Small, indispensable tools, useful for anyone running a Linux machine.|
|Surveys popular streaming services from a Linux perspective: Amazon Music Unlimited, Myuzi, Spotify, Deezer, Tidal.|
|Saving Money with Linux looks at how you can reduce your energy bills running Linux.|
|Home computers became commonplace in the 1980s. Emulate home computers including the Commodore 64, Amiga, Atari ST, ZX81, Amstrad CPC, and ZX Spectrum.|
|Now and Then examines how promising open source software fared over the years. It can be a bumpy ride.|
|Linux at Home looks at a range of home activities where Linux can play its part, making the most of our time at home, keeping active and engaged.|
|Linux Candy reveals the lighter side of Linux. Have some fun and escape from the daily drudgery.|
|Getting Started with Docker helps you master Docker, a set of platform as a service products that delivers software in packages called containers.|
|Best Free Android Apps. We showcase free Android apps that are definitely worth downloading. There's a strict eligibility criteria for inclusion in this series.|
|These best free books accelerate your learning of every programming language. Learn a new language today!|
|These free tutorials offer the perfect tonic to our free programming books series.|
|Linux Around The World showcases usergroups that are relevant to Linux enthusiasts.|
|Stars and Stripes is an occasional series looking at the impact of Linux in the USA.|