gretl is an

open-source Open source is source code that is made freely available for possible modification and redistribution. Products include permission to use and view the source code, design documents, or content of the product. The open source model is a decentrali ...

statistical package The following is a list of statistical software. Open-source * ADaMSoft – a generalized statistical software with data mining algorithms and methods for data management * ADMB – a software suite for non-linear statistical modeling based on ...

, 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+ GTK (formerly GIMP ToolKit and GTK+) is a free software cross-platform widget toolkit for creating graphical user interfaces (GUIs). It is licensed under the terms of the GNU Lesser General Public License, allowing both free and proprietary s ...

widget toolkit A widget toolkit, widget library, GUI toolkit, or UX library is a library (computing), library or a collection of libraries containing a set of graphical control elements (called ''widgets'') used to construct the graphical user interface (GUI) of ...

for creating its GUI, and calls

gnuplot gnuplot is a command-line and GUI program that can generate two- and three-dimensional plots of functions, data, and data fits. The program runs on all major computers and operating systems (Linux, Unix, Microsoft Windows, macOS, FreeDOS, a ...

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 Stata (, , alternatively , occasionally stylized as STATA) is a general-purpose Statistics, statistical software package developed by StataCorp for data manipulation, visualization, statistics, and automated reporting. It is used by researchers ...

Python Python may refer to: Snakes * Pythonidae, a family of nonvenomous snakes found in Africa, Asia, and Australia ** ''Python'' (genus), a genus of Pythonidae found in Africa and Asia * Python (mythology), a mythical serpent Computing * Python (prog ...

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 Julia may refer to: People *Julia (given name), including a list of people with the name *Julia (surname), including a list of people with the name *Julia gens, a patrician family of Ancient Rome *Julia (clairvoyant) (fl. 1689), lady's maid of Qu ...

. 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 English usually refers to: * English language * English people English may also refer to: Culture, language and peoples * ''English'', an adjective for something of, from, or related to England * ''English'', an Amish ter ...

, gretl is also available in

Albanian Albanian may refer to: *Pertaining to Albania in Southeast Europe; in particular: **Albanians, an ethnic group native to the Balkans **Albanian language **Albanian culture **Demographics of Albania, includes other ethnic groups within the country ...

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 Chinese may refer to: * Something related to China * Chinese people, people identified with China, through nationality, citizenship, and/or ethnicity **Han Chinese, East Asian ethnic group native to China. **'' Zhonghua minzu'', the supra-ethnic ...

Czech Czech may refer to: * Anything from or related to the Czech Republic, a country in Europe ** Czech language ** Czechs, the people of the area ** Czech culture ** Czech cuisine * One of three mythical brothers, Lech, Czech, and Rus *Czech (surnam ...

French French may refer to: * Something of, from, or related to France ** French language, which originated in France ** French people, a nation and ethnic group ** French cuisine, cooking traditions and practices Arts and media * The French (band), ...

, Galician,

German German(s) may refer to: * Germany, the country of the Germans and German things **Germania (Roman era) * Germans, citizens of Germany, people of German ancestry, or native speakers of the German language ** For citizenship in Germany, see also Ge ...

Greek Greek may refer to: Anything of, from, or related to Greece, a country in Southern Europe: *Greeks, an ethnic group *Greek language, a branch of the Indo-European language family **Proto-Greek language, the assumed last common ancestor of all kno ...

Italian Italian(s) may refer to: * Anything of, from, or related to the people of Italy over the centuries ** Italians, a Romance ethnic group related to or simply a citizen of the Italian Republic or Italian Kingdom ** Italian language, a Romance languag ...

Polish Polish may refer to: * Anything from or related to Poland, a country in Europe * Polish language * Polish people, people from Poland or of Polish descent * Polish chicken * Polish brothers (Mark Polish and Michael Polish, born 1970), American twin ...

, Portuguese (both varieties),

Romanian Romanian may refer to: *anything of, from, or related to the country and nation of Romania **Romanians, an ethnic group **Romanian language, a Romance language ***Romanian dialects, variants of the Romanian language **Romanian cuisine, traditional ...

Russian Russian(s) may refer to: *Russians (), an ethnic group of the East Slavic peoples, primarily living in Russia and neighboring countries *A citizen of Russia *Russian language, the most widely spoken of the Slavic languages *''The Russians'', a b ...

Spanish Spanish might refer to: * Items from or related to Spain: **Spaniards are a nation and ethnic group indigenous to Spain **Spanish language, spoken in Spain and many countries in the Americas **Spanish cuisine **Spanish history **Spanish culture ...

Turkish Turkish may refer to: * Something related to Turkey ** Turkish language *** Turkish alphabet ** Turkish people, a Turkic ethnic group and nation *** Turkish citizen, a citizen of Turkey *** Turkish communities in the former Ottoman Empire * The w ...

and Ukrainian. Gretl has been reviewed several times in the ''

Journal of Applied Econometrics The ''Journal of Applied Econometrics'' is a peer-reviewed academic journal covering econometrics, published by John Wiley & Sons. It focuses on applications rather than theoretical issues. It was established in 1986 and is published seven times p ...

'' and, more recently, in the '' Australian Economic Review''. A review also appeared in the ''

Journal of Statistical Software The ''Journal of Statistical Software'' is a peer-reviewed open-access scientific journal that publishes papers related to statistical software. The ''Journal of Statistical Software'' was founded in 1996 by Jan de Leeuw of the Department of Stati ...

'' 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 In database management and information architecture, a data bank or databank is a repository of information about one or more subjects, that is, a database which is organized in a way that facilitates local or remote information retrieval and is a ...

EViews EViews is a statistical package for Windows, used mainly for time-series oriented econometric analysis. It is developed by Quantitative Micro Software (QMS), now a part of IHS. Version 1.0 was released in March 1994, and replaced MicroTSP. T ...

, Excel,

Gnumeric Gnumeric is a spreadsheet program that is part of the GNOME Free Software Desktop Project. Gnumeric version 1.0 was released on 31 December 2001. Gnumeric is distributed as free software under the GNU General Public License; it is intended to ...

GNU Octave GNU Octave is a scientific programming language for scientific computing and numerical computation. Octave helps in solving linear and nonlinear problems numerically, and for performing other numerical experiments using a language that is mostly ...

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. The motivation for its designed was to provide the means by which s ...

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 SPSS Statistics is a statistical software suite developed by IBM for data management, advanced analytics, multivariate analysis, business intelligence, and criminal investigation. Long produced by SPSS Inc., it was acquired by IBM in 2009. Versi ...

, and

files. Since version 2020c, the

GeoJSON GeoJSON is an open standard format designed for representing simple geographical features, along with their non-spatial attributes. It is based on the JSON format. The features include points (therefore addresses and locations), line strings ...

and

Shapefile The shapefile format is a geospatial vector data format for geographic information system (GIS) software. It is developed and regulated by Esri as a mostly open specification for data interoperability among Esri and other GIS software product ...

formats are also supported, for thematic map creation. It can export to

, R, CSV,

, 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 A recursive acronym is an acronym that refers to itself, and appears most frequently in computer programming. The term was first used in print in 1979 in Douglas Hofstadter's book '' Gödel, Escher, Bach: An Eternal Golden Braid'', in which Hofs ...

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 A domain-specific language (DSL) is a computer language specialized to a particular application domain. This is in contrast to a general-purpose language (GPL), which is broadly applicable across domains. There are a wide variety of DSLs, ranging ...

for econometrics. Like other scientifically oriented programming languages, such as

MATLAB MATLAB (an abbreviation of "MATrix LABoratory") is a proprietary multi-paradigm programming language and numeric computing environment developed by MathWorks. MATLAB allows matrix manipulations, plotting of functions and data, implementat ...

and

, 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