2018c
2018-10-27 03:38:50
Windows XP, Windows Vista, Windows 7, Windows 8
29.28 MB
x32/x64
Russian, English, German, French
Soobshhestvo Gretl
gretl.sourceforge.net
Description
Gretl is an application software package for econometric modeling.
Capabilities of
- Estimation of parameters using the method of least squares (OLS), method of maximum likelihood (ML), generalized method of moments (GMM), etc;
- Seasonality extraction using X-12-ARIMA and TRAMO/SEATS (Time series Regression with ARIMA noise, Missing values and Outliers / Signal Extraction in ARIMA Time Series) embedded packages;
- Time series models: autoregressive moving average (ARMA), autoregressive integrated moving average (ARIMA), generalized autoregressive conditional heteroscedasticity (GARCH), vector autoregressive (VAR), vector error correction model (VECM), etc;
- Models with limited dependent variables: logit, probit, tobit, interval regression, etc;
- Model output in LaTeX format;
- Scripting scripting language with loop support for Monte Carlo method and iterative evaluation procedures;
- Creation of graphs with Gnuplot;
- Integration with GNU R, GNU Octave, and Ox for further data analysis.
Versions
x32/x64
(25.75 MB)
x32/x64
(29.28 MB)
