Author Topic: gretl - Gnu Regression Econometrics & Timeseries Library - econometric analysis  (Read 1952 times)

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Software Santa

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gretl - the Gnu Regression, Econometrics and Time-series Library - Is a cross-platform software package for econometric analysis.

This Project WORKS on MAC OS X - with some major installation steps first - and ALSO has Links to the Macintosh versions of The X-12 ARIMA-SEATS Seasonal Adjustment Program.

Gnu Regression, Econometrics and Time-series Library

gretl text

Is a cross-platform software package for econometric analysis, written in the C programming language.  It 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, Basque, Catalan, Galician, Portuguese, Russian, Turkish, Czech, Traditional Chinese, Albanian, Bulgarian and Greek as well as English)
  • A wide variety of estimators: least squares, maximum likelihood, GMM; single-equation and system methods
  • Time series methods: ARIMA, GARCH, VARs and VECMs, unit-root and cointegration tests, Kalman filter, etc.
  • Limited dependent variables: logit, probit, tobit, heckit, interval regression, models for count and duration data, etc.
  • Output models as LaTeX files, in tabular or equation format
  • Integrated powerful scripting language
  • 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

 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.  See also the gretl data page.

« Last Edit: October 08, 2014, 11:38:36 PM by Software Santa »


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