gretl Free Software Download

GNU Regression, Econometrics and Time-series Library.

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.

Easy intuitive interface (now in French, Italian, Spanish, Polish, German, Basque, Catalan, Galician, Portuguese, Russian, 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 and duration 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-tuning Gnuplot graphs

 An expanding range of contributed function packages, written in hansl

 Facilities for easy exchange of data and results with GNU R, GNU Octave, Python, Ox and Stata

Download File

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. Includes a sample US macro database. See also the gretl data page.

First of all, thanks to Ramu Ramanathan, Professor Emeritus of the University of California, San Diego, for open-sourcing his "ESL" econometric code, which was the starting point for the development of gretl. Professor Ramanathan is author of Introductory Econometrics (Dryden, currently in its 5th edition). Ramu has also been a very helpful critic over the course of gretl's development.

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

Many thanks to Ignacio Díaz-Emparanza, Susan Orbe, Michel Robitaille, Florent Bresson, Cristian Rigamonti, Tadeusz and Pawel Kufel, Markus Hahn, Sven Schreiber, Hélio Guilherme, Henrique Andrade, Alexander Gedranovich, Talha Yalta, Y. N. Yang, Pavla Nikolovova, Jan Hanousek, Artur Bala, Manolis Tzagarakis, Ioannis Venetis, Vitalie Ciubotaru and Mihaela Nicolau for their work in translating gretl.

Thanks to William Greene, author of Econometric Analysis, for his permission to include in the gretl package some datasets relating to interesting examples in his text.

Thanks to the good people on the comp.lang.c of old and gtk-app-devel-list@gnome.org for expert advice on many issues. Thanks to Richard Stallman of the Free Software Foundation for all his work in developing and promoting free software, and more specifically for agreeing to "adopt" gretl as a GNU program.



See the Downloads section for installer and a plain zip file.