GRETL (preferably with X-12-ARIMA and TRAMO/SEATS integrated)
- 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.