Gretl Manual
Gnu Regression, Econometrics and Time-series Library
Allin Cottrell
Department of Economics
Wake Forest University
Wake Forest University
Copyright © 2001–2004 Allin Cottrell
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 (see http://www.gnu.org/licenses/fdl.html).
- Table of Contents
- 1. Introduction
- 2. Getting started
- 3. Modes of working
- 4. Data files
- 5. Sub-sampling a dataset
- 6. Panel data
- 7. Graphs and plots
- 8. Nonlinear least squares
- 9. Loop constructs
- 10. Options, arguments and path-searching
- 11. Command Reference
- Introduction
- gretl commands
- add
- addto
- adf
- ar
- arch
- arma
- boxplot
- chow
- coeffsum
- coint
- coint2
- corc
- corr
- corrgm
- criteria
- critical
- cusum
- data
- delete
- diff
- else
- end
- endif
- endloop
- eqnprint
- equation
- fcast
- fcasterr
- fit
- freq
- garch
- genr
- gnuplot
- graph
- hausman
- hccm
- help
- hilu
- hsk
- if
- import
- info
- label
- labels
- lad
- lags
- ldiff
- leverage
- lmtest
- logistic
- logit
- logs
- loop
- meantest
- modeltab
- mpols
- multiply
- nls
- noecho
- nulldata
- ols
- omit
- omitfrom
- open
- outfile
- panel
- pca
- pergm
- plot
- pooled
- printf
- probit
- pvalue
- pwe
- quit
- rename
- reset
- restrict
- rhodiff
- rmplot
- run
- runs
- scatters
- seed
- set
- setobs
- setmiss
- shell
- sim
- smpl
- spearman
- square
- store
- summary
- system
- tabprint
- testuhat
- tobit
- tsls
- var
- varlist
- vartest
- wls
- Estimators and tests: summary
- 12. Troubleshooting gretl
- 13. The command line interface
- A. Data file details
- B. Technical notes
- C. Numerical accuracy
- D. Advanced econometric analysis with free software
- E. Listing of URLs
- Bibliography
- List of Tables
- 4-1. Typical locations for file collections
- 8-1. Nonlinear regression: the NIST tests
- 10-1. Default path settings
- 11-1. Examples of use of genr command
- 11-2. Estimators
- 11-3. Tests for models
- 11-4. Long- and short-form options
- List of Figures
- 2-1. Practice data files window
- 2-2. Main window, with a practice data file open
- 2-3. Model specification dialog
- 2-4. Model output window
- 3-1. Script window, editing a command file
- 3-2. Icon view: one model and one graph have been added to the default icons
- 3-3. Example of model table
- 7-1. gretl's gnuplot controller
- 8-1. NLS dialog box
- List of Examples
- 6-1. Lags with panel data
- 6-2. Use of the Penn World Table
- 8-1. Consumption function from Greene
- 8-2. Nonlinear function from Russell Davidson
- 9-1. Simple Monte Carlo loop
- 9-2. Nonlinear consumption function
- 9-3. ARMA 1, 1
- 9-4. Indexed loop example
- 9-5. Second indexed loop example