 | |
 Screenshot of gretl | |
| Developer(s) | the gretl team |
|---|---|
| Initial release | 31 January 2000; 25 years ago (2000-01-31) |
| Stable release | |
| Preview release | Throughgit |
| Repository | |
| Written in | C |
| Operating system | Cross-platform |
| Available in | Multilingual (11) |
| Type | Statistical software |
| License | GNU GPLv3 |
| Website | gretl |
gretl is anopen-sourcestatistical package, mainly foreconometrics. The name is an acronym forGnuRegression,Econometrics andTime-seriesLibrary.
It has both agraphical user interface (GUI) and acommand-line interface. It is written inC, usesGTK+ aswidget toolkit for creating its GUI, and callsgnuplot for generating graphs. The native scripting language of gretl is known as hansl (see below); it can also be used together withTRAMO/SEATS,R,Stata,Python,Octave,Ox andJulia.
It includes natively all the basic statistical techniques employed in contemporary Econometrics and Time-Series Analysis. Additional estimators and tests are available via user-contributedfunction packages, which are written in hansl.[2]gretl can output models asLaTeX files.
BesidesEnglish, gretl is also available inAlbanian,Basque,Bulgarian,Catalan,Chinese,Czech,French,Galician,German,Greek,Italian,Polish,Portuguese (both varieties),Romanian,Russian,Spanish,Turkish andUkrainian.
Gretl has been reviewed several times in theJournal of Applied Econometrics[3][4][5] and, more recently, in theAustralian Economic Review.[6]
A review also appeared in theJournal of Statistical Software[7] in 2008. Since then, the journal has featured several articles in which gretl is used to implement various statistical techniques.
gretl offers its own fully documented,XML-based data format.
It can also importASCII,CSV,databank,EViews,Excel,Gnumeric,GNU Octave,JMulTi,OpenDocument spreadsheets,PcGive,RATS 4,SAS xport,SPSS, andStata files. Since version 2020c, theGeoJSON andShapefile formats are also supported, for thematic map creation.
It can export toStata,GNU Octave,R,CSV,JMulTi, andPcGive file formats.
Gretl has its ownscripting language, calledhansl (which is arecursive 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.[8] It can be considered adomain-specific language for econometrics.[9] Like other scientifically oriented programming languages, such asMATLAB andJulia, matrices are supported natively as a primitive variable type.
A simple example of hansl:
matrix A = {1, 2 ; 3, 4}matrix B =inv(A)matrix C = A*Bprint A B Cloop i=-3..3printf "Phi(%d) = %7.3f\n", i,cdf(N, i)endloopRunning the above code produces
A (2 x 2) 1 2 3 4B (2 x 2) -2 1 1.5 -0.5C (2 x 2) 1.0000 0.0000 8.8818e-16 1.0000Phi(-3) = 0.001Phi(-2) = 0.023Phi(-1) = 0.159Phi( 0) = 0.500Phi( 1) = 0.841Phi( 2) = 0.977Phi( 3) = 0.999
Random Number Generation (RNG) ingretl has been examined and tested in Yalta & Schreiber (2012).[10] The authors conclude "Our results show that the RNG related procedures ingretl are implemented soundly and perform well in the three crush test suites of the TestU01".
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:
In addition, a free supplement[11] to Hill, Griffiths and LimPrinciples of Econometrics (Wiley) is available.
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