gretl is a cross-platform software package for econometric analysis, written in the C programming language. It is free, open-source software. You may redistribute it and/or modify it under the terms of the GNU General Public License (GPL) as published by the Free Software Foundation.
- Easy intuitive interface (now in French, Italian, Spanish, Polish, German, Basque, Catalan, Galician, Portuguese, Russian, Ukrainian, Turkish, Czech, Traditional Chinese, Albanian, Bulgarian, Greek, Japanese and Romanian as well as English)
- A wide variety of estimators: least squares, maximum likelihood, GMM; single-equation and system methods
- Time series methods: ARIMA, a wide variety of univariate GARCH-type models, VARs and VECMs (including structural VARs), unit-root and cointegration tests, Kalman filter, etc.
- Limited dependent variables: logit, probit, tobit, sample selection, interval regression, models for count and duration data, etc.
- Panel-data estimators, including instrumental variables, probit and GMM-based dynamic panel models
- Output models as LaTeX files, in tabular or equation format
- Integrated powerful scripting language (known as hansl), with a wide range of programming tools and matrix operations
- GUI controller for fine-tuning Gnuplot graphs
- An expanding range of contributed function packages, written in hansl
- Facilities for easy exchange of data and results with GNU R, GNU Octave, Python, Ox and Stata
- Parallelization via MPI (details)
- Support for mixed time-series frequencies (MIDAS) (details)
- Support for machine learning via LIBSVM (details)
Supported formats include : own XML data files; Comma Separated Values; Excel, Gnumeric and Open Document worksheets; Stata .dta files; SPSS .sav files; Eviews workfiles; JMulTi data files; own format binary databases (allowing mixed data frequencies and series lengths), RATS 4 databases and PC-Give databases. Includes a sample US macro database.
For Linux, you can download directly from Software centre in your concern Linux distribution