 | GretlGretl is a cross-platform software package for econometric analysis, written in the C programming language. |
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Gretl is a cross-platform software package for econometric analysis, written in the C programming language. Gretl is a cross-platform software package for econometric analysis, written in the C programming language. It is 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.Here are some key features of "Gretl":· Easy intuitive interface (now in French, Italian, Spanish, Polish and German as well as English)· A wide variety of least-squares based estimators, including two-stage least squares and nonlinear least squares· Single commands to launch things like augmented Dickey-Fuller test, Chow test for structural stability, Vector Autoregressions, ARMA estimation· 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· Link to GNU R for further data analysisRequirements:· gtk· gtkextra (optional)· libxml· lapack· gnuplot· gdk-pixbuf· readline (optional)· gnome (optional)· libole2 (optional)· GMP (optional)What's New in This Release:· Fix for 64-bit platforms: don't use "long" as the C counterpart of Fortran 77 "INTEGER"· Make the rcond function available for asymmetric matrices· Enable the $yhat accessor for fitted values in equation systems· Add Italian function help to Windows build· Weekly to monthly data compaction: respect the user's choice of compaction method, as claimed· Add trimr matrix function (as in Gauss)· Extend matrix "division" a la Gauss· Disallow user functions with the same name as a built-in function· Update several screenshots in User's Guide What's New in This Release: · Fix bug: crash in "Add random variable" dialog · Translation fixes · Add new command: "modprint" · Remove obsolete commands: "rhodiff" and "hccm" · Speed-ups for the pdf() function as applied to a series argument · New option --numeric for the nls and mle commands, to force the use of numerical derivatives · Numerous small graphing and GUI fixes · MS Windows: fix for opening graphs in old session files · Graphs: "display PDF" option: fix possible encoding issue · GUI graph controller: new facility to add a line, defined via a formula, to an existing graph · GUI graph controller: add facility to choose point style · Gnuplot line-color selector: extend to 6 colors, and distinguish between setting the "palette" and setting ad hoc colors for a specific graph · Scalars: make these accessible via the icon view window; enable copying to clipboard as CSV; enable entry of a formula (starting with "=") in scalar-editing window · Fix encoding issue when copying to clipboard as plain text or RTF · Boxplots: hand the production of these over to gnuplot · New function: urcpval(), gives user access to James MacKinnon's p-values for unit root and cointegration test statistics (tau) · New function: mpols(), enables multiple-precision OLS for user-defined matrices · New function: toepsolv(), solves a Toeplitz system of linear equations · New function: mcovg(), matrix covariogram · Improve error-reporting in relation to GUI genr dialog · Make parsing of input from GUI ARMA dialog more robust · New feature: add importer for SPSS .sav files · CSV importer: try to handle time-series data in reverse chronological order · "fcast": allow variables for the startobs and endobs arguments; add "rolling" k-step-ahead option · Fix bug in ADF --verbose printout (wrong p-value shown for one lagged difference in some cases) · GUI plot editor: translate the gnuplot style strings · Switch to more compact tabular form for presenting model statistics · OLS and fixed effects: add option to calculate p-value for the Durbin-Watson statistic · Add accessors $Fstat and $chisq for the overall F-statistic or chi-square test from the last model · Make the "restrict" command available for nls, mle and gmm · Improve forecasting options for nls models · Add model menu item: "Modify model", under the Edit menu, provides a clone of the model specification · Loops: allow the "gnuplot" command, operating strictly in batch mode · New command "intreg": implements interval regression · Several updates to the documentation · Fix bugs 2042328, 2472732, 2510727, 2510759
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