Is a cross-platform software package for econometric analysis, written in the C programming language. It is free, open-source software. gretl is a software tool developed for users who frequently work with econometric analysis, by providing them with a bunch of useful features. gretl runs on a low-to-moderate amount of CPU and system memory, so it shouldn't interfere with the runtime of active processes.

Is a cross-platform software package for econometric analysis, written in the C programming language. It is free, open-source software. gretl is a software tool developed for users who frequently work with econometric analysis, by providing them with a bunch of useful features.

It is possible to show data set values, get summary statistics, build a frequency distribution or box plot, edit attributes and values, as well as to add a log and to define new variables.

Features

Easy intuitive interface (now in French, Italian, Spanish, Polish, German, Basque, Portuguese, Russian, Turkish, Czech, Traditional Chinese, Albanian and Greek 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.
Limited dependent variables: logit, probit, tobit, interval regression, models for count and duration data, 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
Links to GNU R, GNU Octave and Ox for further data analysis

New Release
Add Ukrainian translation
Major revision of the user interface to the Kalman filter and state space modeling New function dropcoll() to expunge collinear terms from a list of series
lags() function: accept a vector for the first argument
New variable under the "set" command: "force_qr" forces the use of QR decomposition in the "ols" command
[ gretl release history ]

Hyperlink code:
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