- Name of the program: GRETL (GNU Regression, Econometrics and Time-series Library)
- Website for the program: http://gretl.sourceforge.net/win32/
- Description:
Is a cross-platform software package for econometric analysis, written in the C programming language. Main features:
* Easy intuitive interface (now in French, Italian, Spanish, Polish, German and Portuguese as well as English)
* A wide variety of estimators: least squares, maximum likelihood, GMM; single-equation and system methods
* Time series methods: ARMA, GARCH, VARs and VECMs, unit-root and cointegration tests, etc.
* Output models as LaTeX files, in tabular or equation format
* Integrated scripting language: enter commands either via the GUI or via script
* Command loop structure for Monte Carlo simulations and iterative estimation procedures
* GUI controller for fine-tuning Gnuplot graphs
* Link to GNU R for further data analysis
Multiple data formats:
Reads own format XML data files, Comma Separated Values files, Excel and Gnumeric worksheets, Stata .dta files, Eviews workfiles, JMulTi data files, own format binary databases (allowing mixed data frequencies and series lengths) RATS 4 databases and PC-Give databases.
- License: GNU General Public License (GPL) as published by the Free Software Foundation.
- Comments: It would be particularly useful to have the specialised seasonal adjustment freeware packages (X-12-ARIMA and TRAMO/SEATS) integrated in one PortableApps GRETL package.
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though I have no idea what it does
(I don't handle economics). I think this is a really good request topic format.:) Oh, and welcome to portableapps.com :).
Insert original signature here with Greasemonkey Script.
I don't know much about how this software works or about economics, but I can take a look at it within the next week or so.
The developer formerly known as ZGitRDun8705
I've been using Gretl for years, and it's excellent stuff. Actually a new version (1.7.4) has just been released. I second the motion: Gretl + X-12-ARIMA & TRAMO-SEATS, please !!!
I'm no expert, but as far as I've been able to find out (using regschot), the only problem to get Gretl to work on a computer on which it hasn't been installed is a couple of path settings in the Windows regisry. The execution of the program puts some more lines in the registry, but they're not essential for the program to work well. Of course such "registry garbage" should be avoided with a PortableApp.
dirk
The program is useful, beyond economics, as it is a powerful statistics package.
To make it portable in these three easy steps:
1. Install the program to a folder in your flash disk or hard disk.
2. Using a text editor (eg. notepad) create a file gretlnet.txt and save it in the folder containing gretlw32.exe (the one you installed gretl into).
3. Put the following text in the text file you created in step 2 (above), of course replacing d:\gretl with the path where you installed gretl:
# gretlnet.txt: gretl network config file for Windows
# Main gretl directory on server (users do not need write permission)
gretldir = d:\gretl
# User's gretl directory (users must have permission to write
# to this dir -- it will be created if it does not exist)
userdir = d:\gretl\gretltmp
# Command to launch GNU R (optional)
Rcommand = RGui.exe
# Command to view DVI files (optional)
viewdvi = windvi.exe
# Calculator (optional)
calculator = calc.exe
# path to x12arima (optional)
x12a = d:\gretl\x12arima\x12a.exe
# path to tramo (optional)
tramo = d:\gretl\tramo\tramo.exe
# gretl database directory (write permission not needed)
binbase = d:\gretl\db
# RATS data directory (write permission not needed)
ratsbase = d:\gretl\rats
# Database server (should be left alone)
dbhost = ricardo.ecn.wfu.edu
# HTTP proxy (ipnumber:port)
# Change "useproxy" to "true" and set this if you're behind a firewall
dbproxy =
# Use HTTP proxy (see previous entry)
useproxy = false
# Fixed (monospaced) font
Fixed_font = Courier New 10
# Menu font
App_font = Tahoma 8
# PNG graph font
Png_font = verdana 8
# Boolean options below can probably be left to default.
# The default values are shown, commented out; you may
# uncomment and set these if you wish.
# Tell user about gretl updates?
# updater = false
# Use locale setting for decimal point?
# lcnumeric = true
# Use current working directory as default?
usecwd = true
# Emulate Windows look?
# wimp = false
# Allow shell commands in gretl scripts?
# shellok = false