gretl

GNU Regression, Econometrics, and Time-series Library

GNU Regression, Econometrics and Time-series Library Features - A wide variety of least-squares-based estimators (including two-stage least squares). - Easy, intuitive interface. - Single commands to launch things like augmented Dickey-Fuller test, Chow test for structural stability, Vector Autoregression. - Reads own format ascii data files, Comma Separated Values files, BOX1 files, own format binary databases (allowing mixed data frequencies and series lengths) and RATS 4 databases. Includes a US macro database and a perl script to create a database off economagic.com. See also the gretl data page. - Output models as LaTeX files, in tabular or equation format (not very flexible yet). - Integrated scripting language: enter commands either via the gui or via scripts. - Command loop structure for Monte Carlo simulations. - GUI controller for fine-tuning Gnuplot graphs. - Link to GNU R for further data analysis.