gretl 2023b Full Description
Is a cross-platform software package for econometric analysis, written in the C programming language. It is free, open-source software. gretl is a software tool developed for users who frequently work with econometric analysis, by providing them with a bunch of useful features.
It is possible to show data set values, get summary statistics, build a frequency distribution or box plot, edit attributes and values, as well as to add a log and to define new variables.
Features:
Easy intuitive interface (now in French, Italian, Spanish, Polish, German, Basque, Portuguese, Russian, Turkish, Czech, Traditional Chinese, Albanian and Greek as well as English)
A wide variety of estimators: least squares, maximum likelihood, GMM; single-equation and system methods
Time series methods: ARMA, GARCH, VARs and VECMs, unit-root and cointegration tests, etc.
Limited dependent variables: logit, probit, tobit, interval regression, models for count and duration data, etc.
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
Links to GNU R, GNU Octave and Ox for further data analysis
Release notes:
New Release
- New command "kdplot": simple access to a kernel density plot for a single series
- New function typename(): return a string giving the type of the argument (can replace typeof() and typestr())
- "arima" command: implement built-in procedure for assessing lag orders, via new --lagselect option, and add GUI access
- "corr" command: add 1 percent critical value of correlation coefficient to the output
- "join" command: import descriptions of newly-added series, if present
- "gnuplot" command: add new options --inbuf and --outbuf to accept, respectively, input from a named string and output to a named string
- "smpl" command with the panel-data --time option: support the --replace modifier
- "outfile" command: insist on correct syntax for usage with the --tempfile option
- aggregate() function: support matrix input
- misszero() and zeromiss() functions: support matrix input
- SVAR addon: implement mixed (set-based and zero) restrictions
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gretl full changelog ]
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