Grocer – econometric toolbox for Scilab

Grocer is an open source econometric toolbox particularly devoted to time series for Scilab, a matrix-oriented software similar to Gauss and Matlab.

This software is free, open source and performs most usual econometric tasks that commercial software perform ( single and multiple regression methods, diagnostic testing, VAR methods, unit roots and cointegration methods, Kalman filtering, etc). It contains a time series object, which allows all usual operations.

Moreover, Grocer contains functions, aimed at selecting the best linear model from a large information set, that no other software today perform, except for PC-gets.

Features include:

  • Ordinary least squares and various single equation methods
    (autocorelated models, instrumental variables, non linear least squares, robust methods,…).
  • Basic estimation with limited dependent variables: ordered logit and probit (with 2 or more variables); tobit; multivariate logit.
  • Specification tests (multicolinearity, autocorelation, heteroskedasticity, normality, predictive failure,…).
  • Simultaneous equations methods (SUR, two and three stage least squares,…).
  • VAR, VECM, VARMA and GARCH estimation.
  • Generalized Method of Moments (GMM).
  • Kalman filter and time varying parameters estimation.
  • Unit root tests (ADF, KPSS,…), panel unit roots and cointegration methods (CADF, Johansen,…).
  • Various business cycle tools: HP, Baxter-King and Christiano-Fitzgerald .filters, the Bry-Boschan-Harding-Pagan procedure for the datation of turning points, spectral analysis.
  • Basic panel data estimation: fixed and random effects, between estimation.
  • Static and Dynamic factor estimation.
  • Numerous time series disaggregation methods: Chow-Lin, Litterman, and more.

Support: Documentation
Developer: Eric Dubois, Emmnanuel Michaux
License: CECILL license

Return to Econometrics

Popular series
Free and Open Source SoftwareThe 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.
ReviewsHundreds of in-depth reviews offering our unbiased and expert opinion on software. We offer helpful and impartial information.
Alternatives to Proprietary SoftwareReplace proprietary software with open source alternatives: Google, Microsoft, Apple, Adobe, IBM, Autodesk, Oracle, Atlassian, Corel, Cisco, Intuit, and SAS.
GamesAwesome Free Linux Games Tools showcases a series of tools that making gaming on Linux a more pleasurable experience. This is a new series.
Artificial intelligence iconMachine Learning explores practical applications of machine learning and deep learning from a Linux perspective. We've written reviews of more than 40 self-hosted apps. All are free and open source.
Guide to LinuxNew 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.
Alternatives to popular CLI tools showcases essential tools that are modern replacements for core Linux utilities.
System ToolsEssential Linux system tools focuses on small, indispensable utilities, useful for system administrators as well as regular users.
ProductivityLinux utilities to maximise your productivity. Small, indispensable tools, useful for anyone running a Linux machine.
AudioSurveys popular streaming services from a Linux perspective: Amazon Music Unlimited, Myuzi, Spotify, Deezer, Tidal.
Saving Money with LinuxSaving Money with Linux looks at how you can reduce your energy bills running Linux.
Home ComputersHome computers became commonplace in the 1980s. Emulate home computers including the Commodore 64, Amiga, Atari ST, ZX81, Amstrad CPC, and ZX Spectrum.
Now and ThenNow and Then examines how promising open source software fared over the years. It can be a bumpy ride.
Linux at HomeLinux 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 CandyLinux Candy reveals the lighter side of Linux. Have some fun and escape from the daily drudgery.
DockerGetting Started with Docker helps you master Docker, a set of platform as a service products that delivers software in packages called containers.
Android AppsBest Free Android Apps. We showcase free Android apps that are definitely worth downloading. There's a strict eligibility criteria for inclusion in this series.
Programming BooksThese best free books accelerate your learning of every programming language. Learn a new language today!
Programming TutorialsThese free tutorials offer the perfect tonic to our free programming books series.
Linux Around The WorldLinux Around The World showcases usergroups that are relevant to Linux enthusiasts. Great ways to meet up with fellow enthusiasts.
Stars and StripesStars and Stripes is an occasional series looking at the impact of Linux in the USA.
Notify of

This site uses Akismet to reduce spam. Learn how your comment data is processed.

Inline Feedbacks
View all comments