gretl is an open-source statistical package, mainly for

econometrics Econometrics is an application of statistical methods to economic data in order to give empirical content to economic relationships. M. Hashem Pesaran (1987). "Econometrics", '' The New Palgrave: A Dictionary of Economics'', v. 2, p. 8 p. 8 ...

. The name is an acronym for ''G''nu ''R''egression, ''E''conometrics and ''T''ime-series ''L''ibrary. It has both a

graphical user interface A graphical user interface, or GUI, is a form of user interface that allows user (computing), users to human–computer interaction, interact with electronic devices through Graphics, graphical icon (computing), icons and visual indicators such ...

(GUI) and a

command-line interface A command-line interface (CLI) is a means of interacting with software via command (computing), commands each formatted as a line of text. Command-line interfaces emerged in the mid-1960s, on computer terminals, as an interactive and more user ...

. It is written in C, uses GTK+ as widget toolkit for creating its GUI, and calls gnuplot for generating graphs. The native scripting language of gretl is known as hansl (see below); it can also be used together with TRAMO/SEATS, R, Stata, Python,

Octave In music, an octave (: eighth) or perfect octave (sometimes called the diapason) is an interval between two notes, one having twice the frequency of vibration of the other. The octave relationship is a natural phenomenon that has been referr ...

, Ox and Julia. It includes natively all the basic statistical techniques employed in contemporary Econometrics and Time-Series Analysis. Additional estimators and tests are available via user-contributed ''function packages'', which are written in hansl. gretl can output models as

LaTeX Latex is an emulsion (stable dispersion) of polymer microparticles in water. Latices are found in nature, but synthetic latices are common as well. In nature, latex is found as a wikt:milky, milky fluid, which is present in 10% of all floweri ...

files. Besides English, gretl is also available in Albanian,

Basque Basque may refer to: * Basques, an ethnic group of Spain and France * Basque language, their language Places * Basque Country (greater region), the homeland of the Basque people with parts in both Spain and France * Basque Country (autonomous co ...

, Bulgarian, Catalan, Chinese, Czech, French, Galician, German, Greek, Italian, Polish, Portuguese (both varieties), Romanian, Russian, Spanish, Turkish and Ukrainian. Gretl has been reviewed several times in the '' Journal of Applied Econometrics'' and, more recently, in the '' Australian Economic Review''. A review also appeared in the '' Journal of Statistical Software'' in 2008. Since then, the journal has featured several articles in which gretl is used to implement various statistical techniques.

Supported data formats

gretl offers its own fully documented,

XML Extensible Markup Language (XML) is a markup language and file format for storing, transmitting, and reconstructing data. It defines a set of rules for encoding electronic document, documents in a format that is both human-readable and Machine-r ...

-based data format. It can also import

ASCII ASCII ( ), an acronym for American Standard Code for Information Interchange, is a character encoding standard for representing a particular set of 95 (English language focused) printable character, printable and 33 control character, control c ...

, CSV, databank, EViews, Excel, Gnumeric, GNU Octave, JMulTi,

OpenDocument The Open Document Format for Office Applications (ODF), also known as OpenDocument, standardized as ISO 26300, is an open file format for word processor, word processing documents, spreadsheets, Presentation program, presentations and ...

spreadsheets, PcGive, RATS 4, SAS xport, SPSS, and Stata files. Since version 2020c, the GeoJSON and Shapefile formats are also supported, for thematic map creation. It can export to Stata, GNU Octave, R, CSV, JMulTi, and PcGive file formats.

hansl

Gretl has its own

scripting language In computing, a script is a relatively short and simple set of instructions that typically automation, automate an otherwise manual process. The act of writing a script is called scripting. A scripting language or script language is a programming ...

, called ''hansl'' (which is a recursive acronym for Hansl's A Neat Scripting Language). Hansl is a Turing-complete, interpreted programming language, featuring loops, conditionals, user-defined functions and complex data structures. It can be considered a domain-specific language for econometrics. Like other scientifically oriented programming languages, such as MATLAB and Julia, matrices are supported natively as a primitive variable type. A simple example of hansl: Running the above code produces

A (2 x 2)

  1   2
  3   4

B (2 x 2)

    -2      1
   1.5   -0.5

C (2 x 2)

      1.0000       0.0000
  8.8818e-16       1.0000

Phi(-3) =   0.001
Phi(-2) =   0.023
Phi(-1) =   0.159
Phi( 0) =   0.500
Phi( 1) =   0.841
Phi( 2) =   0.977
Phi( 3) =   0.999

Random Number Generation

Random Number Generation (RNG) in ''gretl'' has been examined and tested in Yalta & Schreiber (2012). The authors conclude "Our results show that the RNG related procedures in ''gretl'' are implemented soundly and perform well in the three crush test suites of the TestU01".

Gretl as a teaching tool

Due to its libre nature and the breadth of econometric techniques it contains, gretl is widely used for teaching econometrics, from the undergraduate level onwards. Datasets in gretl format are available for several popular textbooks. The following is a list of textbooks that use gretl as their software of choice: * Dougherty, Christopher ''Introduction to Econometrics'' (Oxford University Press) * Kufel, Tadeusz ''Ekonometria'' (Wydawnictwo Naukowe PWN); in Polish (Russian version also available) * Kivedal, Bjørnar ''Applied Statistics and Econometrics '' (Springer) * Bismans, Francis J. and Damette, Olivier ''Dynamic Econometrics. Models and Applications'' (Springer) In addition, a free supplement to Hill, Griffiths and Lim ''Principles of Econometrics'' (Wiley) is available.

References

External links

*
GretlWeb

''Gretl User's Guide''

''Gretl Command Reference''

Gretl Conference. Berlin, 2015
{{Statistical software Cross-platform free software Cross-platform software Econometrics software Free econometrics software Free multilingual software Free plotting software Free software programmed in C Free statistical software GNU Project software Numerical analysis software for Linux Numerical analysis software for macOS Numerical analysis software for Windows Numerical programming languages Numerical software Plotting software Regression and curve fitting software Science software that uses GTK Statistical programming languages Time series software