Description

GNU Regression, Econometrics and Time-series Library

Features
- A wide variety of least-squares based estimators (including two-stage least squares).
- Easy intuitive interface.
- Single commands to launch things like augmented Dickey-Fuller test, Chow test for structural stability, Vector Autoregression.
- Reads own format ascii data files, Comma Separated Values files, BOX1 files, own format binary databases (allowing mixed data frequencies and series lengths) and RATS 4 databases. Includes a US macro database and a perl script to create a database off economagic.com. See also the gretl data page.
- Output models as LaTeX files, in tabular or equation format (not very flexible yet).
- Integrated scripting language: enter commands either via the gui or via script.
- Command loop structure for Monte Carlo simulations.
- GUI controller for fine-tuning Gnuplot graphs.
- Link to GNU R for further data analysis.