Perform econometric statistical analysis and view generated graphs. Use an extensive set of estimators, such as least squares, maximum likelihood, or GMM, time series methods, including ARIMA, GARCH-type models, VARs and VECMs, and limited dependent variables, like logit, probit, tobit, and interval regression. The program comes with a sample US macro database and handles the following formats: XML, Excel, DTA, SPSS, SAV, and JMulTi.
Gnu Regression, Econometrics and Time-series Library (GRETL) is a cross-platform software package for econometric analysis, written in the C programming language. It is free, open-source software. Gretl is an econometrics package, including a shared library, a command-line client program and a graphical user interface.
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