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.
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