Gretl 1.8.7

Gretl is a cross-platform software package for econometric analysis, written in the C programming language.
GPL (GNU General Public License) 
3.4/5 27
Allin Cottrell
ROOT \ Science and Engineering \ Mathematics
3 Gretl Screenshots:
Gretl 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.

Here are some key features of "Gretl":

Easy intuitive interface (now in French, Italian, Spanish, Polish and German as well as English)
A wide variety of least-squares based estimators, including two-stage least squares and nonlinear least squares
Single commands to launch things like augmented Dickey-Fuller test, Chow test for structural stability, Vector Autoregressions, ARMA estimation
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


gtkextra (optional)
readline (optional)
gnome (optional)
libole2 (optional)
GMP (optional)

What's New in This Release:

Fix for 64-bit platforms: don't use "long" as the C counterpart of Fortran 77 "INTEGER"
Make the rcond function available for asymmetric matrices
Enable the $yhat accessor for fitted values in equation systems
Add Italian function help to Windows build
Weekly to monthly data compaction: respect the user's choice of compaction method, as claimed
Add trimr matrix function (as in Gauss)
Extend matrix "division" a la Gauss
Disallow user functions with the same name as a built-in function
Update several screenshots in User's Guide

Last updated on March 4th, 2010

#econometric analysis #data analysis #Integrated scripting language #Gretl #econometric #analysis #data

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What's new in Gretl 1.8.7:

  • GUI enhancement: add apparatus to help keep track of gretl windows
  • GUI menus: clean-up and consolidation
  • New command: "qqplot" (Quantile-Quantile plots)
  • Normal random samples: implement the Ziggurat method
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