gretl

About

gretl (Gnu Regression, Econometrics and Time-series Library) is a free, open-source, cross-platform package for econometric analysis, written in C and distributed under the GNU General Public License. It offers an intuitive graphical interface, available in many languages, along with a command-line program (gretlcli) for batch or interactive use and a script editor (gretl_edit) for complex scripts. Its features include a wide range of estimators such as least squares, maximum likelihood, GMM, and regularized regression; time series methods including ARIMA, GARCH-type models, VARs, and unit-root and cointegration tests; limited dependent variable models; and panel data estimators.

The software can import and export many data formats, including CSV, Excel, Stata, SPSS, and Eviews files, and can output models as LaTeX. It integrates a scripting language called hansl and interoperates with GNU R, GNU Octave, Python, Julia, Ox, and Stata. Gnuplot is used to generate graphs. The website also mentions support for MPI parallelization, mixed-frequency data, and LIBSVM-based machine learning.

The website describes downloads for Windows and macOS, Linux packages from Debian and Fedora, and a manual with user, command, and hansl references. It also points to mailing lists, bug tracking, and a community that contributes function packages.