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User Rating:
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Fair (2.7/5)
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gretl description
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Econometric analysis made easy
gretl is an easy to use, complex software package designed to help you with the econometric analysis.
The supported formats include: own XML data files; Comma Separated Values; Excel, 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.
Here are some key features of "gretl":
· Easy intuitive interface (now in French, Italian, Spanish, Polish, German, Basque, Portuguese, Russian, Turkish and Czech 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.
· 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
What's New in This Release: [ read full changelog ]
· GUI: support use of named lists in the model specification dialog and other contexts
· GUI: add option of making the script editor and the model viewer windows use tabs
· GUI: add "reformat" option to summary statistics window for single series GUI: add keyboard shortcut help file
· Add a new practice script illustrating advanced use of mle command, and extend the discussion of mle in the User's Guide
· New function pxsum(): computes the cross-sectional sum of a series in the context of panel data - stack() function for panel data: allow '*' in forming list of series
· Compaction of daily to weekly data: enable this even if the daily data are not dated
· "panel" command: add --nerlove option to use Nerlove's transformation in the context of the random effects estimator
· "system" command: various small fixes and enhancements, including greater computational efficiency
· "pca" command: add --quiet option and parameter to allow specification of the number of components to save "coint" command: ad...
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