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Is a cross-platform software package for econometric analysis, written in the C programming language. It is free, open-source software.You may redistribute it and/or modify it under the terms of the GNUGeneral Public License (GPL) as published bythe Free Software Foundation.

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gretl conference

The sixth biennial gretl conference took place in Naples on June 13-14, 2019; details here. Previous conferences took place in Athens (2017), Berlin (2015), Oklahoma City (2013), Toruń (2011) and Bilbao (2009). For further info see gretlconference.org. Our thanks go to all the organizers of these conferences.

Features

• Easy intuitive interface (now in French, Italian, Spanish, Polish, German, Basque, Catalan, Galician, Portuguese, Russian, Ukrainian, Turkish, Czech, Traditional Chinese, Albanian, Bulgarian, Greek, Japanese and Romanian as well as English)

• A wide variety of estimators: 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 andduration 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-tuningGnuplot graphs

• Facilities for easy exchange of data and resultswith GNU R, GNU Octave, Python, Julia, Ox and Stata

• Parallelization via MPI (details)

• Support for mixed time-series frequencies (MIDAS) (details)

• Support for machine learning via LIBSVM (details)

Besides gretl's core functionality, several addonsand numerouscontributed functionpackages are available. See Contributing to gretl below.

Data formats

Supported formats include: own XML data files; Comma SeparatedValues; Excel, Gnumeric and Open Document worksheets;Stata .dta files; SPSS .sav files; Eviews workfiles;JMulTi data files; own format binary databases (allowing mixed datafrequencies and series lengths), RATS 4 databases and PC-Givedatabases. Includes a sample US macro database. See alsothe gretl data page.

Download

Whether you're compiling from source or installing a pre-compiled binary,you may want/need to check out gretl's dependencies.

Gretl for MS Windows can be found here,and gretl for Mac OS X here.

The time-series analysis programs X-13-ARIMA and TRAMO/SEATS are available in a form suitable for use with gretl on Linux, as follows.

Look here for system requirements and installation guide.

Gnuplot

Gretl calls gnuplot to generate graphs. We require gnuplotversion 5.0 (released in January 2015) or higher. Seegnuplot.sourceforge.net.The gretl packages for MS Windows and OS X include a gnuplot versionthat works well with gretl. Reasonably current Linux distributions shouldalso offer a suitable version of the program.

Manual

The gretl manual comes in three PDF files, a User's Guide,a Command Reference and a Hansl primer. Englishversions of these, formatted for U.S. letter-size paper, are includedin the gretl source package and binary distributions. Gretl willaccess other available versions on demand, via the Internet. You canalso find the manual fileshere.

In addition theGretl Command Reference andGretl Function Reference areavailable in HTML format.

Getting help, reporting bugs

If you use gretl you may wish to join thegretl-users mailing list.This is a moderate-volume list where people request and offer help, discussnew features and so on.There's also a gretl-announce list;this is a read-only list which sends out announcements on the occasion of new releases ofgretl.

You can submitbug reportsandfeature requestsusing the SourceForge Tracker system.

Contributing to gretl

Do you have ideas or code that you'd like to contribute to gretl? If so,we'd be very pleased to hear from you. You should probably join thegretl-devel mailinglist.

The most obvious way of contributing your expertise to gretl development is by writing a function package (using gretl's scripting language, hansl). You can see a listing of current packages here. A quick Guide to producing function packages is available (thanks, Stefano Fachin!).

If by any chance you're a C coder then contributions to the underlying gretl library would also be welcome. The only non-negotiable requirement on C code that can be contributed to gretl is that you must be willing to have it appear under the GNU General Public License (GPL), that is, you must be comfortable with having the source released.

Git access and browsing

You can find the gretl git repositoryhere.Notes on basic usage of git are availablehereand full documentation atgit.scm.com.

Acknowledgements

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First of all, thanks to Ramu Ramanathan (1936-2013). Ramanathan wasProfessor of Economics at UCSD and author of IntroductoryEconometrics. Gretl's origins lie in Ramanathan'sopen-sourcing of the C code for his econometrics program 'ESL'.

Many people have sent in useful bug reports and suggestions for gretl'sdevelopment. We are particularly indebted to Ignacio Díaz-Emparanza,Tadeusz Kufel, Pawel Kufel, Dirk Eddelbuettel, Sven Schreiber andAndreas Rosenblad. A. Talha Yalta plays a helpful role in scrutinizingand reporting on gretl's numerical accuracy.

Many thanks to Ignacio Díaz-Emparanza, Susan Orbe, MichelRobitaille, Florent Bresson, Cristian Rigamonti, Tadeusz and PawelKufel, Markus Hahn, Sven Schreiber, Hélio Guilherme, Henrique Andrade,Alexander Gedranovich, Talha Yalta, Y. N. Yang, Pavla Nikolovova, JanHanousek, Artur Bala, Manolis Tzagarakis, Ioannis Venetis, VitalieCiubotaru, Mihaela Nicolau, Oleh Komashko and Juan Estévez fortheir work in translating gretl.

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Thanks to William Greene, author of EconometricAnalysis, for his permission to include in the gretl packagesome datasets relating to interesting examples in his text.

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Thanks to the good people on the comp.lang.c of old [email protected] for expert advice on manyissues. Thanks to Richard Stallman of the Free Software Foundationfor all his work in developing and promoting free software, and morespecifically for agreeing to 'adopt' gretl as a GNU program.

Allin Cottrell, Wake Forest University

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Riccardo 'Jack' Lucchetti, Università Politecnica delle Marche

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Last modified: 2021-01-18