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 the source code, design documents, or content of the product. The open-source model is a decentralized sof ...

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 ''G''nu ''R''egression, ''E''conometrics and ''T''ime-series ''L''ibrary. It has both a graphical user interface (GUI) and a

command-line interface A command-line interpreter or command-line processor uses a command-line interface (CLI) to receive commands from a user in the form of lines of text. This provides a means of setting parameters for the environment, invoking executables and pro ...

. It is written in C, uses

GTK+ GTK (formerly GIMP ToolKit and GTK+) is a free and open-source 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 proprie ...

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

, Python,

Octave In music, an octave ( la, octavus: eighth) or perfect octave (sometimes called the diapason) is the interval between one musical pitch and another with double its frequency. The octave relationship is a natural phenomenon that has been refer ...

, 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 files. Besides English, 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,

Bulgarian Bulgarian may refer to: * Something of, from, or related to the country of Bulgaria * Bulgarians, a South Slavic ethnic group * Bulgarian language, a Slavic language * Bulgarian alphabet * A citizen of Bulgaria, see Demographics of Bulgaria * Bul ...

Catalan Catalan may refer to: Catalonia From, or related to Catalonia: * Catalan language, a Romance language * Catalans, an ethnic group formed by the people from, or with origins in, Northern or southern Catalonia Places * 13178 Catalan, asteroid #1 ...

Chinese Chinese can refer to: * Something related to China * Chinese people, people of Chinese nationality, citizenship, and/or ethnicity **''Zhonghua minzu'', the supra-ethnic concept of the Chinese nation ** List of ethnic groups in China, people of va ...

, Czech,

French French (french: français(e), link=no) may refer to: * Something of, from, or related to France ** French language, which originated in France, and its various dialects and accents ** French people, a nation and ethnic group identified with Franc ...

, Galician,

German German(s) may refer to: * Germany (of or related to) **Germania (historical use) * Germans, citizens of Germany, people of German ancestry, or native speakers of the German language ** For citizens of Germany, see also German nationality law **Ger ...

, Greek, Italian,

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

, 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, Spanish,

Turkish Turkish may refer to: *a Turkic language spoken by the Turks * of or about Turkey ** Turkish language *** Turkish alphabet ** Turkish people, a Turkic ethnic group and nation *** Turkish citizen, a citizen of Turkey *** Turkish communities and mi ...

and

Ukrainian Ukrainian may refer to: * Something of, from, or related to Ukraine * Something relating to Ukrainians, an East Slavic people from Eastern Europe * Something relating to demographics of Ukraine in terms of demography and population of Ukraine * So ...

. Gretl has been reviewed several times in the '' Journal of Applied Econometrics'' and, more recently, in the ''

Australian Economic Review Australian(s) may refer to: Australia * Australia, a country * Australians, citizens of the Commonwealth of Australia ** European Australians ** Anglo-Celtic Australians, Australians descended principally from British colonists ** Aboriginal Aus ...

''. 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 St ...

'' 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, databank, EViews,

Excel ExCeL London (an abbreviation for Exhibition Centre London) is an exhibition centre, international convention centre and former hospital in the Custom House area of Newham, East London. It is situated on a site on the northern quay of the ...

, Gnumeric, GNU Octave,

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 so ...

, OpenDocument spreadsheets, PcGive, RATS 4,

SAS SAS or Sas may refer to: Arts, entertainment, and media * ''SAS'' (novel series), a French book series by Gérard de Villiers * ''Shimmer and Shine'', an American animated children's television series * Southern All Stars, a Japanese rock ba ...

xport, SPSS, and

files. Since version 2020c, the GeoJSON and Shapefile formats are also supported, for thematic map creation. It can export to

, GNU Octave, R, CSV,

, 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 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 f ...

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) 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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