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gretl

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gretl
Developer(s)the gretl team
Initial release31 January 2000;24 years ago(2000-01-31)
Stable release
2024b[1]Edit this on Wikidata / 21 May 2024;3 months ago(21 May 2024)
Preview release
Throughgit
Repository
Written inC
Operating systemCross-platform
Available inMultilingual(11)
TypeStatistical software
LicenseGNU GPLv3
Websitegretl.sourceforge.net

gretlis 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 toolkitfor creating its GUI, and callsgnuplotfor 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,OxandJulia.

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 asLaTeXfiles.

BesidesEnglish,gretl is also available inAlbanian,Basque,Bulgarian,Catalan,Chinese,Czech,French,Galician,German,Greek,Italian,Polish,Portuguese(both varieties),Romanian,Russian,Spanish,TurkishandUkrainian.

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.

Supported data formats

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gretl offers its own fully documented,XML-based data format.

It can also importASCII,CSV,databank,EViews,Excel,Gnumeric,GNU Octave,JMulTi,OpenDocumentspreadsheets,PcGive,RATS 4,SASxport,SPSS,andStatafiles. Since version 2020c, theGeoJSONandShapefileformats are also supported, for thematic map creation.

It can export toStata,GNU Octave,R,CSV,JMulTi,andPcGivefile formats.

hansl

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Gretl has its ownscripting language,calledhansl(which is arecursive acronymfor 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 languagefor econometrics.[9]Like other scientifically oriented programming languages, such asMATLABandJulia,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*B

print A B C

loop i=-3..3
printf"Phi(%d) = %7.3f\n ", i,cdf(N, i)
endloop

Running the above code produces 

A (2 x 2)

1 2
3 4

B (2 x 2)

-2 1
1.5 -0.5

C (2 x 2)

1.0000 0.0000
8.8818e-16 1.0000

Phi(-3) = 0.001
Phi(-2) = 0.023
Phi(-1) = 0.159
Phi( 0) = 0.500
Phi( 1) = 0.841
Phi( 2) = 0.977
Phi( 3) = 0.999

Random Number Generation

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Random Number Generation (RNG) ingretlhas been examined and tested in Yalta & Schreiber (2012).[10]The authors conclude "Our results show that the RNG related procedures ingretlare implemented soundly and perform well in the three crush test suites of the TestU01 ".

Gretl as a teaching tool

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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:

  • Dougherty, ChristopherIntroduction to Econometrics(Oxford University Press)
  • Kufel, TadeuszEkonometria(Wydawnictwo Naukowe PWN); in Polish (Russian version also available)
  • Kivedal, BjørnarApplied Statistics and Econometrics(Springer)

In addition, a free supplement[11]to Hill, Griffiths and LimPrinciples of Econometrics(Wiley) is available.

See also

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References

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  1. ^Allin F. Cottrell (21 May 2024)."gretl 2024b released".Retrieved21 May2024.
  2. ^"gretl function packages".
  3. ^Baiocchi, Giovanni; Distaso, Walter (2003). "GRETL: Econometric software for the GNU generation".Journal of Applied Econometrics.18:105–110.CiteSeerX10.1.1.466.7942.doi:10.1002/jae.704.
  4. ^"GRETL: 1.6.0 and its numerical accuracy".Archived fromthe originalon 2012-12-16.{{cite journal}}:Cite journal requires|journal=(help)
  5. ^Mixon Jr, J. Wilson; Smith, Ryan J. (2006). "Teaching undergraduate econometrics with GRETL".Journal of Applied Econometrics.21(7): 1103–1107.doi:10.1002/jae.927.
  6. ^Tarassow, Artur (2019). "Practical Empirical Research Using gretl and hansl".Australian Economic Review.52(2): 255–271.doi:10.1111/1467-8462.12324.S2CID195431406.
  7. ^Rosenblad, Andreas (2008)."gretl 1.7.3".Journal of Statistical Software.25(1): 1–14.doi:10.18637/jss.v025.s01.
  8. ^"A Hansl Primer"(PDF).
  9. ^Cottrell, Allin (2017). "Hansl".Hansl: a DSL for econometrics.pp. 1–10.doi:10.1145/3039895.3039896.ISBN9781450348454.S2CID15784497.
  10. ^Yalta, A. Talha; Schreiber, Sven (2012)."Random Number Generation in gretl".Journal of Statistical Software.50(Code Snippet 1).doi:10.18637/jss.v050.c01.ISSN1548-7660.
  11. ^"Lee Adkins' book".
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