gretl is an open-source statistical package, mainly for econometrics. It is a cross-platform software package for econometric analysis, written in the C programming language. The name is an acronym for Gnu Regression Econometrics and Time-series Library. It has a graphical user interface and can be used together with X-12-ARIMA, TRAMO/SEATS, Octave, and Ox. As a complement to the GUI it also has acommand line interface.
- Easy intuitive interface (now in French, Italian, Spanish, Polish, German, Basque, Portuguese, Russian, Turkish, Czech, Traditional Chinese and Albanian as well as English)
- A wide variety of estimators: least squares, maximum likelihood, GMM; single-equation and system methods
- Time series methods: ARMA, GARCH, VARs and VECMs, unit-root and co integration tests, etc
- Limited dependent variables: logit, probit, tobit, interval regression, models for count and duration data, etc
- Output models as LaTeX files, in tabular or equation format
- Integrated scripting language: enter commands either via the gui or via script
- Command loop structure for Monte Carlo simulations and iterative estimation procedures