Description
Doing time-series and econometric analysis but commercial software costs a fortune? gretl is a free open-source tool built for econometrics—ARIMA, GARCH, VAR, panel data and cointegration tests all covered, with a friendly interface, a built-in scripting language, and links to R, Python and Octave. A handy tool for economics students and researchers.
Full econometrics: OLS, GMM, ARIMA, GARCH, panel data and more.
Time series: unit-root, cointegration, VAR/VECM analysis.
Scripting and integration: built-in hansl scripts, links to R, Python, Octave.
Free cross-platform: open source on Windows, macOS and Linux.
Features
Full econometrics: OLS, GMM, ARIMA, GARCH, panel data and more.
Time series: unit-root, cointegration, VAR/VECM analysis.
Scripting and integration: built-in hansl scripts, links to R, Python, Octave.
Free cross-platform: open source on Windows, macOS and Linux.
