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Gretl icon

Gretl

2023c
0 reviews
939 downloads

Analyze variables and statistical data based on econometrics

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Alberto García icon
Reviewed by
Alberto García
Developer’s Operations and Support

Gretl (short for GNU Regression, Econometrics, and Time-series Library) is the most widely used program in the world of econometrics. Econometrics is the branch of economics that uses mathematical and statistical models for its interpretations and predictions. Thanks to it, it's possible to measure the influence that one variable has on another or predict future data from past data, to give some examples.

With Gretl, you'll have practically everything you need to create models based on the data you enter. For example, you can calculate tons of estimates (least squares, maximum likelihood, etc.) or time series methods (ARIMA, GARCH, etc.). You can also program your own scripts.

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When you create a model, you can choose a dependent variable to see how the rest of the variables affect it. For example, you can see if rental prices are affected by variables such as distance or surface area, and know exactly how much. For this purpose, Gretl offers lots of statistical values for interpreting the quality of a model.

Among them, you can see the coefficient of determination (R-squared) to know the proportion of the total variance expressed by the regression you've calculated. You can also figure out much more concrete or precise data, such as the Akaike, Schwarz, and Hannan-Quinn criteria.

In short, if you're going to perform an econometric data analysis, don't miss the chance to download Gretl.

Translated by Uptodown Localization Team

Information about Gretl 2023c

License Free
Op. System Windows
Category Math
Language English
47 more
Author Gretl
Downloads 939
Date Feb 12, 2024
Content Rating All ages
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Older versions

exe 2022a Jun 16, 2022
Available for other platforms

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