gretl is an application that has been designed for econometric analysis. It is written in the C programming language and is also available for the MacOS X platform.
Key features include:
- Intuitive user interface.
- Multilingual support.
- A wide variety of estimators including: least squares, maximum likelihood, GMM; single-equation and system methods.
- Time series methods: ARIMA, a wide variety of univariate GARCH-type models, VARs and VECMs (including structural VARs), unit-root and cointegration tests, Kalman filter, etc.
- Limited dependent variables: logit, probit, tobit, sample selection, interval regression, models for count and duration data, etc.
- Panel-data estimators, including instrumental variables, probit and GMM-based dynamic panel models.
- Output models as LaTeX files, in tabular or equation format.
- Integrated powerful scripting language (known as hansl), with a wide range of programming tools and matrix operations.
- GUI controller for fine-tuning Gnuplot graphs.
- An expanding range of contributed function packages, written in hansl.
- Facilities for easy exchange of data and results with GNU R, GNU Octave, Python, Ox and Stata.
Supported formats include:
- Own XML data files.
- Comma Separated Values.
- 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.
gretl has language support for English, French, Italian, Spanish, Polish, German, Basque, Catalan, Galician, Portuguese, Russian, Turkish, Czech, Traditional Chinese, Albanian, Bulgarian, Greek, Japanese and Romanian.
Fix bug: the panel-statistic functions pmean() and psd() give wrong results when only the first observation of a cross-sectional unit differs from the others.
"foreign" support for R: try to handle non-ASCII filenames in the gretl.loadmat function.
Prevent crash on failure to access a single dbnomics series.
Correct index shown in an "out-of-bounds" error message.
Correct alignment in printing "note" for bundle member.
Support indexing into a list-member series (e.g. "L[i][t]")
Read Ctrl-G as "Find again" in find dialog box, and make search wrap silently.
Matrix "division": handle the reduced-rank case properly.