Gretl 1.9 statistical econometric analysis software

Gretl 1.9 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 GNU General Public License (GPL) as published by the Free Software Foundation. Gretl 1.9 Gnu Regression, Econometrics and Time-series Library.

Gretl 1.9 Though it can't be considered as a general-purpose statistical software (its main functions are time series analysis, regression analysis and various econometric tests), it is very useful thanks also to its perfect integration with R. and with two other statistical packages used in seasonal adjustement: Tramo-Seatss and X-12-Arima.

Gretl 1.9 is a Econometrics Package, including a Shared Library, a Command-line Client Program and a Graphical User Interface. 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

Download Gretl 1.9 statistical econometric analysis software