Gnu Regression, Econometrics and Time-series Library ( GRETL)
Posted by Subhasis Bera on March 16, 2008
Is a cross-platform software package for econometric analysis, written in the C programming language. It is is free, open-source software. You may redistribute it and/or modify it under the terms of the GNU General Public License (GPL) as published by the Free Software Foundation.
Easy intuitive interface (now in French, Italian, Spanish, Polish, German and Portuguese as well as English)
A 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
Link to GNU R for further data analysis
Reads own format XML data files, Comma Separated Values files, Excel and Gnumeric worksheets, Stata .dta files, Eviews workfiles, JMulTi data files, own format binary databases (allowing mixed data frequencies and series lengths) RATS 4 databases and PC-Give databases. Includes a sample US macro database. See also the gretl data page.
The gretl manual comes in two PDF files, a User’s Guide and a Command Reference. English versions of these, formatted for U.S. letter-size paper, are included in the gretl source package and binary distributions. Gretl will access the other available versions — namely English (A4 paper), Italian and Spanish — on demand, via the Internet. You can also find the manual files here.