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.
Hush some warnings issued in the GUI, plus several small GUI improvements.
Increase the default size of the script editor window.
dbnomics support: transition to using the v22 API.
Ban creation of named lists containing the semicolon separator, to ward off potential crashes.
"foreign" block with Julia: add --no-compile option.
"xtab" command: support TeX output and add some more formatting options.
"lad" command: add --no-vcv option.
SVM support: make this available on all platforms and drop the requirement of separately installed libsvm.
Fix bug: expansion of dataset via interpolation could fail under some conditions.
Fix bug: generation of random series via the GUI got broken.
Fix bug: "diff" command not always respecting a revised sample range.
Fix bug: the deseas() function stopped working when used with x12a/x13as.