gretl

gretl Screenshot
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  • Version: 2017d
  • Publisher: gretl.sourceforge.net
  • File Size: 25.26 MB
  • Date: Nov 11, 2017
  • License: Free
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gretl Download
Free Download gretl 2017d

gretl is an econometrics package, including a shared library, a command-line client program and a graphical user interface. Gnu Regression, Econometrics and Time-series Library. Econometric analysis made easy. It is an easy to use, complex software package designed to help you with the econometric analysis.

Features:
1. Easy intuitive interface (now in French, Italian, Spanish, Polish, German, Basque, Portuguese, Russian, Turkish and Czech as well as English)
2. A wide variety of estimators: least squares, maximum likelihood, GMM; single-equation and system methods
3. Time series methods: ARMA, GARCH, VARs and VECMs, unit-root and cointegration tests, etc.
4. Limited dependent variables: logit, probit, tobit, interval regression, models for count and duration data, etc.
5. Output models as LaTeX files, in tabular or equation format
6. Integrated scripting language: enter commands either via the gui or via script
7. Command loop structure for Monte Carlo simulations and iterative estimation procedures
8. GUI controller for fine-tuning Gnuplot graphs
9. Links to GNU R, GNU Octave and Ox for further data analysis

Data formats
Supported formats include: own XML data files; Comma Separated Values; Excel, Gnumeric and Open Document worksheets; Stata .dta files; SPSS .sav 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.

Gretl commands
The commands defined below may be executed interactively in the command-line client program or in the console window of the GUI program. They may also be placed in a "script" or batch file for non-interactive execution.
The following notational conventions are used below:
1. A typewriter font is used for material that you would type directly, and also for internal names of variables.
2. Terms in a slanted font are place-holders: you should substitute some specific replacement. For example, you might type income in place of the generic xvar.
3. The construction [ arg ] means that the argument arg is optional: you may supply it or not (but in any case don't type the brackets).
4. The phrase "estimation command" means a command that generates estimates for a given model, for example ols, ar or wls.

The license of this software is Free, you can free download and free use this application software.

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