gretl

Version1(as of 5/21/2015)
PlatformsWindows, Mac, Linux
LicenseOpen Source
CategoryProductivity
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Rating:3.4  |  5 Votes

Main Features

  • Support for data formats such as CSV, Excel, Gnumeric worksheets
  • Command loop structure
  • Time series methods, including GARCH, VARs, VECMs, and ARIMA
  • Function packages that can be installed for additional capabilities
  • Active user community

Software Overview

gretl is a cross-platform, open source software package used for econometric analysis. It can also be used as a standalone program or with other applications, such as Octave, Ox, and X-12_ARIMA. gretl stands for Gnu Regression, Econometrics, and Time-series Library.

The program supports a variety of data formats such as CSV, Microsoft Excel, and its own XML data files. The program can also output models as LaTeX files, whether it be in equation or tabular format. Some of the application's features include ARIMA and GARCH time series methods, a command loop structure, and user-made function packages that can be installed to provide additional capabilities.

gretl is a tool used to calculate and model econometric data and is often used in the classroom to teach students. It provides support for many data formats, helpful functionality, and an active user community. And although it's not as polished a product as a commercial application, it is still a capable solution for econometric analysis.

Primary File Type

file  icon.GDTgretl Datafile

Supported File Types

ExtensionFile Type
.GDTgretl Datafile
.GDTBgretl Binary Datafile
.INPgretl Script File
Updated 5/21/2015