gretl

gretl: Econometric analysis made easy.

gretl is an easy to use, complex software package designed to help you with the econometric analysis.

The 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.

gretl features :

- Easy intuitive interface (now in French, Italian, Spanish, Polish, German, Basque, Portuguese, Russian, Turkish and Czech 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 cointegration tests, 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
- GUI controller for fine-tuning Gnuplot graphs