gretl
gretl.sourceforge.net
What it is
gretl is a free, open-source desktop package for econometric analysis, available for Linux, macOS, and Windows. It includes statistical tests and regression models, with estimators such as least squares, maximum likelihood, GMM, and regularized methods including LASSO, Ridge, and elastic net. Time-series tools cover ARIMA, GARCH-type models, VARs, VECMs, unit-root and cointegration tests, and the Kalman filter. It also supports panel-data estimators and limited dependent-variable models, including probit and dynamic panel methods based on GMM. Users can script in hansl and export models as LaTeX tables or equations. Data formats include CSV, Excel, OpenDocument, Stata, SPSS, EViews, and others. gretl exchanges data and results with GNU R, GNU Octave, Python, Julia, Ox, and Stata, and supports machine learning via LIBSVM and mixed time-series frequencies via MIDAS. It is distributed under the GNU GPL, which permits redistribution and modification. The maker notes its statistical-method coverage is less comprehensive than GNU R's.
Spec sheet
- Purpose
- gretl is a cross-platform software package for econometric analysis, written in C.Read 3 Oct 2026 · gretl.sourceforge.net
- Intended users
- The maker describes gretl as a free, user-friendly and sophisticated econometrics package, and notes that its statistical-method coverage is less comprehensive than GNU R's.Read 3 Oct 2026 · gretl.sourceforge.net
- Platforms
- The download page links to packages for Windows and macOS, and Debian and Fedora packages for Linux; it also provides source packages for compiling.Read 3 Oct 2026 · gretl.sourceforge.net
- Deployment
- desktopRead 20 Sep 2026 · gretl.sourceforge.net
- Free plan
- YesRead 20 Sep 2026 · gretl.sourceforge.net
- Integrations
- The site lists data and results exchange with GNU R, GNU Octave, Python, Julia, Ox and Stata, plus parallelization via MPI.Read 3 Oct 2026 · gretl.sourceforge.net
- Support
- Users can seek help through the gretl-users mailing list and submit bug reports and feature requests through the SourceForge Tracker system.Read 3 Oct 2026 · gretl.sourceforge.net
- Bayesian analysis
- YesRead 20 Sep 2026 · gretl.sourceforge.net
- Data formats
- Supported formats include CSV, Excel, Gnumeric, Open Document, Stata, SPSS, EViews, JMulTi, RATS 4 and PC-Give files, as well as gretl's own formats.Read 3 Oct 2026 · gretl.sourceforge.net
- Data import formats
- XML, CSV, Excel, Gnumeric, OpenDocument, Stata, SPSS, EViews, JMulTi, RATS 4 and PC-GiveRead 20 Sep 2026 · gretl.sourceforge.net
- Estimators
- It includes least squares, maximum likelihood, GMM, single-equation and system methods, and regularized least squares methods including LASSO, Ridge and elastic net.Read 3 Oct 2026 · gretl.sourceforge.net
- Machine learning
- The site states that gretl supports machine learning via LIBSVM and mixed time-series frequencies via MIDAS.Read 3 Oct 2026 · gretl.sourceforge.net
- macOS requirements
- The macOS download page offers gretl for macOS 10.9 or higher, with separate packages listed for Apple Silicon on macOS 11 or higher and for Intel Macs.Read 3 Oct 2026 · gretl.sourceforge.net
- Other models
- It supports limited dependent-variable models and panel-data estimators, including instrumental variables, probit and dynamic panel models based on GMM.Read 3 Oct 2026 · gretl.sourceforge.net
- Regression models
- YesRead 20 Sep 2026 · gretl.sourceforge.net
- Scripting and output
- gretl has an integrated scripting language called hansl and can output models as LaTeX files in tabular or equation format.Read 3 Oct 2026 · gretl.sourceforge.net
- Scripting support
- YesRead 20 Sep 2026 · gretl.sourceforge.net
- Security and license
- The maker describes gretl as free, open-source software that may be redistributed and modified under the GNU General Public License.Read 3 Oct 2026 · gretl.sourceforge.net
- Statistical tests
- YesRead 20 Sep 2026 · gretl.sourceforge.net
- Time series
- Time-series methods include ARIMA, GARCH-type models, VARs and VECMs, unit-root and cointegration tests, and the Kalman filter.Read 3 Oct 2026 · gretl.sourceforge.net
Plans and prices
Strong points and limits
Strong points
- Available for Linux, macOS, and Windows.
- Includes econometric estimators and time-series methods.
- Imports a wide range of data formats.
- hansl scripting and LaTeX model output are supported.
- GNU GPL permits redistribution and modification.
Limits
- Statistical-method coverage is less comprehensive than GNU R's.
- The listed macOS download requires macOS 10.9 or higher.
Who it suits
gretl suits econometrics students and practitioners seeking a desktop tool for statistical and time-series analysis across major operating systems. Its scripting, supported data formats, and exchanges with other statistical tools may also fit users who need to move data or results between applications.
Verdict
gretl offers a substantial set of econometric and time-series methods in a free desktop package. Its maker explicitly notes that its method coverage is narrower than GNU R's.
Where Specifiction places it
- Statistical Analysis Software#14 of 1068.5