gretl
What it is
gretl is a free, open-source desktop package for econometric analysis on Linux, macOS, and Windows. It includes statistical tests and regression models, with estimators such as least squares, maximum likelihood, and GMM, as well as LASSO, Ridge, and elastic net methods. Its time-series tools cover ARIMA, GARCH-type models, VARs, VECMs, unit-root and cointegration tests, and the Kalman filter. It also supports panel-data and limited dependent-variable models, including probit and dynamic panel methods based on GMM. Users can write scripts in hansl and export model results as LaTeX tables or equations. Data import options include CSV, Excel, Gnumeric, OpenDocument, Stata, SPSS, EViews, JMulTi, RATS 4, and PC-Give, as well as gretl's own formats. Data and results can be exchanged with GNU R, GNU Octave, Python, Julia, Ox, and Stata; parallelization via MPI is also listed. Machine-learning support uses LIBSVM, and mixed time-series frequencies are supported through MIDAS. The maker notes its statistical-method coverage is less comprehensive than GNU R's.
For and against
For
- Free, open-source software under the GNU GPL.
- Includes many regression and time-series methods.
- Scripts can be written in hansl.
- Exchanges data and results with several tools.
- Runs on Linux, macOS, and Windows.
Against
- Statistical-method coverage is less comprehensive than GNU R's.
- Apple Silicon packages require macOS 11 or higher.
The verdict
gretl combines a broad set of econometric methods with scripting, data exchange, and LaTeX output at no cost. Its stated method coverage is less comprehensive than GNU R's, so that distinction may matter when choosing a package.
Who it suits
gretl suits people doing econometric analysis who want a free desktop tool with scripting, model estimation, and time-series methods. It may be less suitable for users who need broader statistical-method coverage than it offers compared with GNU R.
Plans and prices
gretl
Free, open-source software · redistribution and modification under the GNU GPL
Read 3 Oct 2026 · gretl.sourceforge.net
On the record
- Bayesian analysis
- Yesgretl.sourceforge.net · read 20 Sep 2026
- 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.gretl.sourceforge.net · read 3 Oct 2026
- Data import formats
- XML, CSV, Excel, Gnumeric, OpenDocument, Stata, SPSS, EViews, JMulTi, RATS 4 and PC-Givegretl.sourceforge.net · read 20 Sep 2026
- Deployment
- desktopgretl.sourceforge.net · read 20 Sep 2026
- Estimators
- It includes least squares, maximum likelihood, GMM, single-equation and system methods, and regularized least squares methods including LASSO, Ridge and elastic net.gretl.sourceforge.net · read 3 Oct 2026
- Integrations
- The site lists data and results exchange with GNU R, GNU Octave, Python, Julia, Ox and Stata, plus parallelization via MPI.gretl.sourceforge.net · read 3 Oct 2026
- 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.gretl.sourceforge.net · read 3 Oct 2026
- Machine learning
- The site states that gretl supports machine learning via LIBSVM and mixed time-series frequencies via MIDAS.gretl.sourceforge.net · read 3 Oct 2026
- 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.gretl.sourceforge.net · read 3 Oct 2026
- Other models
- It supports limited dependent-variable models and panel-data estimators, including instrumental variables, probit and dynamic panel models based on GMM.gretl.sourceforge.net · read 3 Oct 2026
- Purpose
- gretl is a cross-platform software package for econometric analysis, written in C.gretl.sourceforge.net · read 3 Oct 2026
- Regression models
- Yesgretl.sourceforge.net · read 20 Sep 2026
- Scripting and output
- gretl has an integrated scripting language called hansl and can output models as LaTeX files in tabular or equation format.gretl.sourceforge.net · read 3 Oct 2026
- Scripting support
- Yesgretl.sourceforge.net · read 20 Sep 2026
- Security and license
- The maker describes gretl as free, open-source software that may be redistributed and modified under the GNU General Public License.gretl.sourceforge.net · read 3 Oct 2026
- Statistical tests
- Yesgretl.sourceforge.net · read 20 Sep 2026
- Support
- Users can seek help through the gretl-users mailing list and submit bug reports and feature requests through the SourceForge Tracker system.gretl.sourceforge.net · read 3 Oct 2026
- Time series
- Time-series methods include ARIMA, GARCH-type models, VARs and VECMs, unit-root and cointegration tests, and the Kalman filter.gretl.sourceforge.net · read 3 Oct 2026
