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 Home » Freeware Downloads » Science, Engineering, GIS, Astronomy, Chemistry, Math, Weather » gretl v2022b   
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gretl v2022b
Gnu Regression, Econometrics and Time-series Library

A cross-platform statistical package for econometric analysis.

gretl is a cross-platform software package for econometric analysis, written in the C programming language. It is free, open-source software.

The main window, with details of the current data set:

  • Easy intuitive interface (now in French, Italian, Spanish, Polish, German, Basque, Catalan, Galician, Portuguese, Russian, Ukrainian, Turkish, Czech, Traditional Chinese, Albanian, Bulgarian, Greek, Japanese and Romanian as well as English)
  • A wide variety of estimators: least squares, maximum likelihood, GMM; single-equation and system methods; regularized least squares (LASSO, Ridge, elastic net)
  • Time series methods: ARIMA, a wide variety of univariate GARCH-type models, VARs and VECMs (including structural VARs), unit-root and cointegration tests, Kalman filter, etc.
  • Limited dependent variables: logit, probit, tobit, sample selection, interval regression, models for count and duration data, etc.
  • Panel-data estimators, including instrumental variables, probit and GMM-based dynamic panel models
  • Output models as LaTeX files, in tabular or equation format
  • Integrated powerful scripting language (known as hansl), with a wide range of programming tools and matrix operations
  • GUI controller for fine-tuning Gnuplot graphs
  • Facilities for easy exchange of data and results with GNU R, GNU Octave, Python, Julia, Ox and Stata
  • Parallelization via MPI
  • Support for mixed time-series frequencies (MIDAS)
  • Support for machine learning via LIBSVM

Model output window:

Database browser window, showing Federal Reserve Board interest rate data:

The built-in data editor:

The help window:

PNG plot showing a test for Normality of a residual series:

Impulse-response plot following estimation of a VAR:


2022-08-09 version 2022b
- new command/keyword "continue" for use in loops
- new option --decr for use with index loops
- new function commute(): pre/post multiplication by the
commutation operator (replaces analogous function in the
extra addon)
- new function sphericorr(): spherical coordinates
representation for correlation matrices
- "garch" command: add the model order scalars (p and q) to
the $model bundle
- "leverage" command: add $result accessor to obtain
leverage, influence and studentized residuals as matrix
- "pergm" and "fractint" commands: use FFT for computing the
- "printf" command: add "
" as a recognized escape sequence
- "smpl" command: add --dates option to resolve potential
ambiguity of obs limits in case of annual and daily data
- "markers" command: add --from-series option
- "store" command: support saving a gretl session file (only
in the GUI program), given the ".gretl" suffix
- "vecm" command: redefine the "order" member of the $system
accessor to give the lag order in levels, consistent with
the vecm documentation
- assert() function: add a "fatal" switch to abort program
execution when an assertion fails
- deseas() function: add the option of saving the X-13ARIMA
specification created by gretl; add option to specify the
ARIMA model; document the verbose option
- qrdecomp() function: support column pivoting, via new
optional third argument
- weekday() and isoweek() functions: generalize to accept
dates in ISO 8601 "basic" format
- rank() and ginv() function: add optional tolerance
- Support direct assignment from string-values series to
array of strings
- script editor: enhancements for Find/Replace dialog
- GUI viewer windows: support Ctrl-plus and Ctrl-minus to
increase/reduce font size
- R support: enable exchange of matrices in binary format
- Fix bug: failure of dbnomics download on Windows when
a very large number of series is specified
- Fix bug: crash on use of the --full option with "restrict"
when applied to the alpha terms in a vecm
- Fix bug: breakage in GUI item "X-13ARIMA analysis"
- Fix bug: crash on trying to stringify() an empty series
- Fix bug: det() should not flag an error when returning NA
- Fix bug: make "set loop_maxiter 0" behave as advertised
- Fix bug: misbehavior when subsampling within a function a
panel dataset that was subsampled prior to calling the
function in question
- Fix bug: the 'end' keyword for indexing into matrices
could fail under certain conditions
- Fix bug: obsnum() producing unwanted results in case of
5- or 6-day daily data
- Fix obscure issue: ensure that libR gets a correct value
for R_HOME when the user has specified the location of as a symlink (probably specific to Linux, and
confined to the context of gretl's "foreign language=R")
- Fix GUI bug: the option of showing lagged series in a
selection dialog not always available when it should be
- Fix GUI bug: incorrect behavior of function-call dialog
when defining a new list
- distribution: remove unused file, addons.txt

This download is for the Windows 64bit installer version. All other download assets are below:




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Downloads Views Developer Last Update Version Size Type Rank
1,190 2,012 Allin Cottrell, Riccardo Lucchetti and Team <img src=""border="0"> Oct 07, 2022 - 12:09 2022b 35.11MB EXE 5/5, out of 8 Votes.
File Tags
gretl  v2022b  
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