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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.
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.
RATS: robusterrors option is available in many of the regression and optimization commands (linreg, nlls, etc.). Stata: robust option applicable in many pseudo-likelihood based procedures. [19] Gretl: the option --robust to several estimation commands (such as ols) in the context of a cross-sectional dataset produces robust standard errors. [20]
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 ...
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.
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.
In EViews, this test is already done after a regression, at "View" → "Residual Diagnostics" → "Serial Correlation LM Test". In Julia, the BreuschGodfreyTest function is available in the HypothesisTests package. [10] In gretl, this test can be obtained via the modtest command, or under the "Test" → "Autocorrelation" menu entry in the GUI ...
There are a few reviews of free statistical software. There were two reviews in journals (but not peer reviewed), one by Zhu and Kuljaca [26] and another article by Grant that included mainly a brief review of R. [27] Zhu and Kuljaca outlined some useful characteristics of software, such as ease of use, having a number of statistical procedures and ability to develop new procedures.