gretl is an

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statistical package Statistical software are specialized computer programs for analysis in statistics and econometrics. Open-source * ADaMSoft – a generalized statistical software with data mining algorithms and methods for data management * ADMB – a software ...

, mainly for econometrics. The name is an acronym for GNU General Public License, ''G''nu Regression analysis, ''R''egression, ''E''conometrics and Time series, ''T''ime-series ''L''ibrary. It has both a graphical user interface (GUI) and a command-line interface. It is written in C (programming language), 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, TRAMO/SEATS, R (programming language), R, Stata, Python (programming language), Python, GNU Octave, Octave, Ox (programming language), Ox and Julia (programming language), 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 files. Besides English language, English, gretl is also available in Albanian language, Albanian, Basque language, Basque, Bulgarian language, Bulgarian, Catalan language, Catalan, Chinese language, Chinese, Czech language, Czech, French language, French, Galician language, Galician, German language, German, Greek language, Greek, Italian language, Italian, Polish language, Polish, Portuguese language, Portuguese (both varieties), Romanian language, Romanian, Russian language, Russian, Spanish language, Spanish, Turkish language, Turkish and Ukrainian language, 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-based data format. It can also import ASCII, CSV (file format), CSV, Databank format, databank, EViews, Microsoft Excel, Excel, Gnumeric, GNU Octave, JMulTi, OpenDocument spreadsheets, PcGive, Regression Analysis of Time Series, RATS 4, SAS (software), 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 (programming language), R, CSV (file format), CSV, JMulTi, and PcGive file formats.

hansl

Gretl has its own scripting language, 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 (programming language), 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) 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
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