Gretl Command Reference Gnu Regression, Econometrics and Time-series Library Allin Cottrell Department of Economics Wake Forest University Riccardo “Jack” Lucchetti Dipartimento di Economia Università Politecnica delle Marche July, 2017 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). Contents 1 Gretl commands 1 1.1 Introduction..............................................1 1.2 Commands...............................................1 add...................................................1 adf....................................................2 anova..................................................3 append.................................................4 ar.....................................................5 ar1....................................................5 arbond.................................................6 arch...................................................7 arima..................................................7 arma...................................................8 biprobit.................................................9 boxplot.................................................9 break.................................................. 10 catch.................................................. 10 chow................................................... 10 clear................................................... 11 coeffsum................................................ 11 coint................................................... 11 coint2.................................................. 12 corr................................................... 13 corrgm................................................. 14 cusum.................................................. 14 data................................................... 15 dataset................................................. 16 debug.................................................. 17 delete.................................................. 17 diff.................................................... 18 difftest................................................. 18 discrete................................................. 19 dpanel.................................................. 19 i Contents ii dummify................................................ 20 duration................................................ 20 elif.................................................... 21 else................................................... 21 end.................................................... 21 endif................................................... 21 endloop................................................. 21 eqnprint................................................ 21 equation................................................ 22 estimate................................................ 22 eval................................................... 23 fcast................................................... 23 flush................................................... 24 foreign................................................. 25 fractint................................................. 25 freq................................................... 26 function................................................. 27 garch.................................................. 27 genr................................................... 28 gmm................................................... 29 gnuplot................................................. 31 graphpg................................................. 33 hausman................................................ 34 heckit.................................................. 35 help................................................... 35 hfplot.................................................. 36 hsk.................................................... 36 hurst.................................................. 36 if..................................................... 37 include................................................. 37 info................................................... 38 install.................................................. 38 intreg.................................................. 38 join................................................... 39 kpss................................................... 39 labels.................................................. 40 lad.................................................... 41 lags................................................... 41 ldiff................................................... 41 Contents iii leverage................................................. 42 levinlin................................................. 42 logistic................................................. 43 logit................................................... 43 logs................................................... 44 loop................................................... 44 mahal.................................................. 45 makepkg................................................ 45 markers................................................. 46 meantest................................................ 46 midasreg................................................ 47 mle.................................................... 48 modeltab................................................ 49 modprint................................................ 49 modtest................................................. 50 mpols.................................................. 51 negbin.................................................. 51 nls.................................................... 52 normtest................................................ 53 nulldata................................................. 53 ols.................................................... 54 omit................................................... 55 open................................................... 55 orthdev................................................. 56 outfile.................................................. 57 panel.................................................. 58 pca.................................................... 59 pergm.................................................. 59 plot................................................... 60 poisson................................................. 61 print................................................... 62 printf.................................................. 63 probit.................................................. 64 pvalue.................................................. 65 qlrtest.................................................. 65 qqplot.................................................. 66 quantreg................................................ 66 quit................................................... 67 rename................................................. 67 Contents iv reset................................................... 67 restrict................................................. 67 rmplot.................................................. 69 run.................................................... 70 runs................................................... 70 scatters................................................. 70 sdiff................................................... 71 set.................................................... 71 setinfo................................................. 76 setmiss................................................. 76 setobs.................................................. 77 setopt.................................................. 78 shell................................................... 79 smpl................................................... 79 spearman................................................ 80 sprintf.................................................. 81 square.................................................. 81 store................................................... 81 summary................................................ 82 system................................................. 83 tabprint................................................. 84 textplot................................................. 85 tobit................................................... 85 tsls.................................................... 86 var.................................................... 87 varlist.................................................. 88 vartest.................................................. 88 vecm................................................... 88 vif.................................................... 89 wls.................................................... 89 xcorrgm................................................. 90 xtab................................................... 90 1.3 Commands by topic......................................... 91 Estimation............................................... 91 Tests.................................................. 91 Transformations........................................... 92 Statistics................................................ 92 Dataset................................................. 92 Graphs................................................. 92 Contents v Printing................................................. 92 Prediction............................................... 92 Programming............................................