Gretl
Encyclopedia
gretl is an open-source statistical package, mainly for econometrics
. The name is an acronym for Gnu
Regression, Econometrics and Time-series Library. It has a graphical user interface
and can be used together with X-12-ARIMA
, TRAMO
/SEATS, R
, Octave
, and Ox
. It is written in C
, uses GTK as widget toolkit
for creating its GUI, and uses gnuplot
for generating graphs. As a complement to the GUI it also has a command line interface.
gretl can output models as LaTeX
files.
Besides English
gretl is also available in Basque
, Czech
, German
, French
, Italian
, Polish
, Portuguese
, Russian
, Spanish
and Turkish
.
gretl has been reviewed several times in the Journal of Applied Econometrics
.
There is also a review of gretl in the Journal of Statistical Software
.
-based data format.
It can also import ASCII
, Comma Separated Values, databank
, EViews
, Excel
, Gnumeric
, GNU Octave, JMulTi
, OpenDocument Spreadsheet
, PcGive, RATS 4, SAS xport
, SPSS
and Stata
files. It can export to GNU Octave, R, Comma Separated Values, JMulTi, and PcGive file formats.
Econometrics
Econometrics has been defined as "the application of mathematics and statistical methods to economic data" and described as the branch of economics "that aims to give empirical content to economic relations." More precisely, it is "the quantitative analysis of actual economic phenomena based on...
. The name is an acronym for Gnu
GNU General Public License
The GNU General Public License is the most widely used free software license, originally written by Richard Stallman for the GNU Project....
Regression, Econometrics and Time-series Library. It has a graphical user interface
Graphical user interface
In computing, a graphical user interface is a type of user interface that allows users to interact with electronic devices with images rather than text commands. GUIs can be used in computers, hand-held devices such as MP3 players, portable media players or gaming devices, household appliances and...
and can be used together with X-12-ARIMA
X-12-ARIMA
X-12-ARIMA is the U.S. Census Bureau's software package for seasonal adjustment. It can be used together with gretl, which provides a graphical user interface for X-12-ARIMA.X-12-ARIMA is the successor to X-11-ARIMA-See also:*AnSWR*ARIMA*CSPro...
, TRAMO
TRAMO
TRAMO is a program for estimation, forecasting, and interpolation of regression models with missing values and ARIMA errors, in the presence of possibly several types of outliers...
/SEATS, R
R (programming language)
R is a programming language and software environment for statistical computing and graphics. The R language is widely used among statisticians for developing statistical software, and R is widely used for statistical software development and data analysis....
, Octave
GNU Octave
GNU Octave is a high-level language, primarily intended for numerical computations. It provides a convenient command-line interface for solving linear and nonlinear problems numerically, and for performing other numerical experiments using a language that is mostly compatible with MATLAB...
, and Ox
Ox programming language
Ox is an object-oriented matrix programming language with a mathematical and statistical function library, developed by Jurgen Doornik. It has been designedfor econometric programming. It is available for Windows, Mac OS X and Linux platforms....
. It is written in C
C (programming language)
C is a general-purpose computer programming language developed between 1969 and 1973 by Dennis Ritchie at the Bell Telephone Laboratories for use with the Unix operating system....
, uses GTK as widget toolkit
Widget toolkit
In computing, a widget toolkit, widget library, or GUI toolkit is a set of widgets for use in designing applications with graphical user interfaces...
for creating its GUI, and uses gnuplot
Gnuplot
- License :Despite gnuplot's name, it is not part of or related to the GNU system and it is not distributed under the GNU General Public License .However, some GNU packages do use gnuplot....
for generating graphs. As a complement to the GUI it also has a command line interface.
gretl can output models as LaTeX
LaTeX
LaTeX is a document markup language and document preparation system for the TeX typesetting program. Within the typesetting system, its name is styled as . The term LaTeX refers only to the language in which documents are written, not to the editor used to write those documents. In order to...
files.
Besides English
English language
English is a West Germanic language that arose in the Anglo-Saxon kingdoms of England and spread into what was to become south-east Scotland under the influence of the Anglian medieval kingdom of Northumbria...
gretl is also available in Basque
Basque language
Basque is the ancestral language of the Basque people, who inhabit the Basque Country, a region spanning an area in northeastern Spain and southwestern France. It is spoken by 25.7% of Basques in all territories...
, Czech
Czech language
Czech is a West Slavic language with about 12 million native speakers; it is the majority language in the Czech Republic and spoken by Czechs worldwide. The language was known as Bohemian in English until the late 19th century...
, German
German language
German is a West Germanic language, related to and classified alongside English and Dutch. With an estimated 90 – 98 million native speakers, German is one of the world's major languages and is the most widely-spoken first language in the European Union....
, French
French language
French is a Romance language spoken as a first language in France, the Romandy region in Switzerland, Wallonia and Brussels in Belgium, Monaco, the regions of Quebec and Acadia in Canada, and by various communities elsewhere. Second-language speakers of French are distributed throughout many parts...
, Italian
Italian language
Italian is a Romance language spoken mainly in Europe: Italy, Switzerland, San Marino, Vatican City, by minorities in Malta, Monaco, Croatia, Slovenia, France, Libya, Eritrea, and Somalia, and by immigrant communities in the Americas and Australia...
, Polish
Polish language
Polish is a language of the Lechitic subgroup of West Slavic languages, used throughout Poland and by Polish minorities in other countries...
, Portuguese
Portuguese language
Portuguese is a Romance language that arose in the medieval Kingdom of Galicia, nowadays Galicia and Northern Portugal. The southern part of the Kingdom of Galicia became independent as the County of Portugal in 1095...
, Russian
Russian language
Russian is a Slavic language used primarily in Russia, Belarus, Uzbekistan, Kazakhstan, Tajikistan and Kyrgyzstan. It is an unofficial but widely spoken language in Ukraine, Moldova, Latvia, Turkmenistan and Estonia and, to a lesser extent, the other countries that were once constituent republics...
, Spanish
Spanish language
Spanish , also known as Castilian , is a Romance language in the Ibero-Romance group that evolved from several languages and dialects in central-northern Iberia around the 9th century and gradually spread with the expansion of the Kingdom of Castile into central and southern Iberia during the...
and Turkish
Turkish language
Turkish is a language spoken as a native language by over 83 million people worldwide, making it the most commonly spoken of the Turkic languages. Its speakers are located predominantly in Turkey and Northern Cyprus with smaller groups in Iraq, Greece, Bulgaria, the Republic of Macedonia, Kosovo,...
.
gretl has been reviewed several times in the Journal of Applied Econometrics
Journal of Applied Econometrics
The Journal of Applied Econometrics is a peer-reviewed academic journal covering econometrics. It focuses on applications rather than theoretical issues. It was established in 1986 and is published 7 times per year. Its editor-in-chief is M. Hashem Pesaran of Cambridge University. Since 1994 it has...
.
There is also a review of gretl in the Journal of Statistical Software
Journal of Statistical Software
The Journal of Statistical Software is a peer-reviewed open access scientific journal that publishes papers related to statistical software...
.
Supported Data Formats
gretl offers its own, fully documented, XMLXML
Extensible Markup Language is a set of rules for encoding documents in machine-readable form. It is defined in the XML 1.0 Specification produced by the W3C, and several other related specifications, all gratis open standards....
-based data format.
It can also import ASCII
ASCII
The American Standard Code for Information Interchange is a character-encoding scheme based on the ordering of the English alphabet. ASCII codes represent text in computers, communications equipment, and other devices that use text...
, Comma Separated Values, databank
Databank format
A file format is a particular way to encode information for storage in a computer file.The databank format is an ASCII file format for time series econometric analysis. The format was popularized by microTSP....
, EViews
EViews
EViews is a statistical package for Windows, used mainly for time-series oriented econometric analysis. It is developed by Quantitative Micro Software , now a part of IHS. Version 1.0 was released in March 1994, and replaced MicroTSP...
, Excel
Microsoft Excel
Microsoft Excel is a proprietary commercial spreadsheet application written and distributed by Microsoft for Microsoft Windows and Mac OS X. It features calculation, graphing tools, pivot tables, and a macro programming language called Visual Basic for Applications...
, Gnumeric
Gnumeric
Gnumeric is a spreadsheet program that is part of the GNOME Free Software Desktop Project. Gnumeric version 1.0 was released December 31, 2001. Gnumeric is distributed as free software under the GNU GPL license; it is intended to replace proprietary and other spreadsheet programs such as Microsoft...
, GNU Octave, JMulTi
JMulTi
JMulTi is an open-source interactive software for econometric analysis, specialised in univariate and multivariate time series analysis. It has a Java graphical user interface....
, OpenDocument Spreadsheet
OpenDocument
The Open Document Format for Office Applications is an XML-based file format for representing electronic documents such as spreadsheets, charts, presentations and word processing documents....
, PcGive, RATS 4, SAS xport
SAS System
SAS is an integrated system of software products provided by SAS Institute Inc. that enables programmers to perform:* retrieval, management, and mining* report writing and graphics* statistical analysis...
, SPSS
SPSS
SPSS is a computer program used for survey authoring and deployment , data mining , text analytics, statistical analysis, and collaboration and deployment ....
and Stata
Stata
Stata is a general-purpose statistical software package created in 1985 by StataCorp. It is used by many businesses and academic institutions around the world...
files. It can export to GNU Octave, R, Comma Separated Values, JMulTi, and PcGive file formats.