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  2. gretl - Wikipedia

    en.wikipedia.org/wiki/Gretl

    It has both a graphical user interface (GUI) and a command-line interface. It is written in C, uses GTK+ as widget toolkit for creating its GUI, and calls gnuplot for generating graphs. The native scripting language of gretl is known as hansl (see below); it can also be used together with TRAMO/SEATS, R, Stata, Python, Octave, Ox and Julia.

  3. Stata - Wikipedia

    en.wikipedia.org/wiki/Stata

    Numerics by Stata allows for web integration of Stata commands. SE and BE versions differ in the amount of memory datasets may utilize. Though Stata/MP can store 10 to 20 billion observations and up to 120,000 variables, Stata/SE and Stata/BE store up to 2.14 billion observations and handle 32,767 variables and 2,048 variables respectively.

  4. Correlogram - Wikipedia

    en.wikipedia.org/wiki/Correlogram

    If cross-correlation is plotted, the result is called a cross-correlogram. The correlogram is a commonly used tool for checking randomness in a data set. If random, autocorrelations should be near zero for any and all time-lag separations. If non-random, then one or more of the autocorrelations will be significantly non-zero.

  5. List of statistical software - Wikipedia

    en.wikipedia.org/wiki/List_of_statistical_software

    Mondrian – data analysis tool using interactive statistical graphics with a link to R; Neurophysiological Biomarker Toolbox – Matlab toolbox for data-mining of neurophysiological biomarkers; OpenBUGS; OpenEpi – A web-based, open-source, operating-independent series of programs for use in epidemiology and statistics based on JavaScript and ...

  6. RATS (software) - Wikipedia

    en.wikipedia.org/wiki/RATS_(software)

    The forerunner of RATS was a FORTRAN program called SPECTRE, written by economist Christopher A. Sims. [2] SPECTRE was designed to overcome some limitations of existing software that affected Sims' research in the 1970s, by providing spectral analysis and also the ability to run long unrestricted distributed lags. [3]

  7. Fama–MacBeth regression - Wikipedia

    en.wikipedia.org/wiki/Fama–MacBeth_regression

    "EconTerms - Glossary of Economic Research "Fama–MacBeth Regression" ".Archived from the original on 28 September 2007; Software estimation of standard errors—Page by M. Petersen discussing the estimation of Fama–MacBeth and clustered standard errors in various statistical packages (Stata, SAS, R).

  8. Newey–West estimator - Wikipedia

    en.wikipedia.org/wiki/Newey–West_estimator

    In Stata, the command newey produces Newey–West standard errors for coefficients estimated by OLS regression. [13] In MATLAB, the command hac in the Econometrics toolbox produces the Newey–West estimator (among others). [14] In Python, the statsmodels [15] module includes functions for the covariance matrix using Newey–West.

  9. X-13ARIMA-SEATS - Wikipedia

    en.wikipedia.org/wiki/X-13ARIMA-SEATS

    X-13ARIMA-SEATS, successor to X-12-ARIMA and X-11, is a set of statistical methods for seasonal adjustment and other descriptive analysis of time series data that are implemented in the U.S. Census Bureau's software package. [3]

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