Gretl Manual

Gnu Regression, Econometrics and Time-series Library

Allin Cottrell

Department of Economics
Wake Forest University

Permission is granted to copy, distribute and/or modify this document under the terms of the GNU Free Documentation License, Version 1.1 or any later version published by the Free Software Foundation.


Table of Contents
1. Introduction
Features at a glance
Acknowledgements
Installing the programs
Linux/unix
MS Windows
Updating
2. Getting started
Estimation output
3. The main window menus
4. Modes of working
Command scripts
The "session" concept
The gretl toolbar
5. Data files
Native format
Other data file formats
Binary databases
Online access to databases
RATS 4 databases
Creating a data file from scratch
Using a separate spreadsheet
Using the built-in spreadsheet
Selecting from a database
Creating a data file independently
Further note
Missing data values
6. Panel data
Dummy variables
Using lagged values with panel data
Pooled estimation
Illustration: the Penn World Table
7. Graphs and plots
Gnuplot graphs
Boxplots
8. Loop constructs
Monte Carlo simulations
Iterated least squares
Indexed loop
9. Options, arguments and path-searching
gretl
gretlcli
Path searching
MS Windows
10. Command Reference
Introduction
gretl commands
add
addto
adf
ar
arch
chow
coint
corc
corr
corrgm
criteria
cusum
delete
diff
endloop
eqnprint
fcast
fcasterr
fit
freq
genr
gnuplot
graph
hausman
hccm
help
hilu
hsk
import
info
labels
lags
ldiff
lmtest
logit
logs
loop
meantest
multiply
nulldata
ols
omit
omitfrom
open
pergm
plot
pooled
print
probit
pvalue
quit
rhodiff
run
runs
scatters
seed
setobs
setmiss
shell
sim
smpl
spearman
square
store
summary
tabprint
testuhat
tsls
var
varlist
vartest
wls
Estimators and tests: summary
11. Troubleshooting gretl
12. The command line interface
Changes from ESL
A. Data file details
Basic native format
Traditional ESL format
Binary database details
B. Technical notes
C. Advanced econometric analysis with free software
D. Listing of URLs
Bibliography
List of Tables
9-1. Default path settings
10-1. Examples of use of genr command
10-2. Estimators
10-3. Tests for models
List of Figures
2-1. Practice data files window
2-2. Main window, with a practice data file open
2-3. Model output window
4-1. Script window, editing a command file
4-2. Icon view: one model and one graph have been added to the default icons
7-1. gretl's gnuplot controller
List of Examples
6-1. Use of the Penn World Table
8-1. Simple Monte Carlo loop
8-2. Nonlinear consumption function
8-3. Indexed loop example