Download Gretl 64 bit for Windows 11, 10 PC. Free

Gretl Complete Download and Install Guide

Official Overview

Gretl is a cross-platform software package for econometric analysis, written in the C programming language.

Data formats

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. Includes a sample US macro database. See also the gretl data page.

Key Features

• 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
• 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, Ox and Stata
• Parallelization via MPI (details)
• Support for mixed time-series frequencies (MIDAS) (details)
• Support for machine learning via LIBSVM (details)