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Gretl

May 26, 2018

GNU Regression, Econometrics, and Time-series Library

GNU Regression, Econometrics and Time-series Library

Features

  • A wide variety of least-squares-based estimators including two-stage least squares.
  • Easy, intuitive interface.
  • Single commands to launch things like augmented Dickey-Fuller test, Chow test for structural stability, Vector Autoregression.
  • Reads own format ascii data files, Comma Separated Values files, BOX1 files, own format binary databases allowing mixed data frequencies and series lengths and RATS 4 databases. Includes a US macro database and a perl script to create a database off economagic.com. See also the gretl data page.
  • Output models as LaTeX files, in tabular or equation format not very flexible yet.
  • Integrated scripting language enter commands either via the gui or via scripts.
  • Command loop structure for Monte Carlo simulations.
  • GUI controller for fine-tuning Gnuplot graphs.
  • Link to GNU R for further data analysis.

WWW http//gretl.sourceforge.net/