Gretl is a cross-platform software package for econometric analysis. Offers GNU regression, econometrics and time-series library.
- Easy intuitive interface (now in French, Italian, Spanish, Polish, German, Basque, Catalan, Galician, Portuguese, Russian, Turkish, Czech, Traditional Chinese, Albanian, Bulgarian, Greek and Japanese as well as English)
- A wide variety of estimators: least squares, maximum likelihood, GMM; single-equation and system methods
- Time series methods: ARIMA, GARCH, VARs and VECMs, unit-root and cointegration tests, Kalman filter, etc.
- Limited dependent variables: logit, probit, tobit, heckit, interval regression, models for count and duration data, etc.
- Output models as LaTeX files, in tabular or equation format
- Integrated powerful scripting language
- Command loop structure for Monte Carlo simulations and iterative estimation procedures
- GUI controller for fine-tuning Gnuplot graphs
- An expanding range of contributed function packages
- Links to GNU R, GNU Octave and Ox for further data analysis