Download Gretl

Gretl

Version:2018c
License: Free for Windows
7348 downloads
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Tested on virustotal
Version
2018c
Updated
Compatibility
Windows XP, Windows Vista, Windows 7, Windows 8
Size
29.28 MB
Architecture
x32/x64
Language
Russian, English, German, French
Website
sourceforge.net

Description

Gretl is an application software package for econometric modeling.

Capabilities of

  • Estimation of parameters using the method of least squares (OLS), method of maximum likelihood (ML), generalized method of moments (GMM), etc;
  • Seasonality extraction using X-12-ARIMA and TRAMO/SEATS (Time series Regression with ARIMA noise, Missing values and Outliers / Signal Extraction in ARIMA Time Series) embedded packages;
  • Time series models: autoregressive moving average (ARMA), autoregressive integrated moving average (ARIMA), generalized autoregressive conditional heteroscedasticity (GARCH), vector autoregressive (VAR), vector error correction model (VECM), etc;
  • Models with limited dependent variables: logit, probit, tobit, interval regression, etc;
  • Model output in LaTeX format;
  • Scripting scripting language with loop support for Monte Carlo method and iterative evaluation procedures;
  • Creation of graphs with Gnuplot;
  • Integration with GNU R, GNU Octave, and Ox for further data analysis.

Rating

4.25
28 ratings
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