22 lines
1 KiB
Text
22 lines
1 KiB
Text
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/
|