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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.
WWW: http://gretl.sourceforge.net/
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