This introduction is mostly angled towards the graphical client program; please see Chapter 10 and Chapter 12 below for details on the command-line program, gretlcli.
You can supply the name of a data file to open as an argument to gretl, but for the moment let's not do that: just fire up the program.[1] You should see a main window (which will hold information on the data set but which is at first blank) and various menus, some of them disabled at first.
What can you do at this point? You can browse the supplied data files (or databases), open a data file, create a new data file, read the help items, or open a command script. For now let's browse the supplied data files. Under the File menu choose "Open data, sample file, Ramanathan…". A second window should open, presenting a list of data files supplied with the package (see Figure 2-1). The numbering of the files corresponds to the chapter organization of Ramanathan (2002), which contains discussion of the analysis of these data. The data will be useful for practice purposes even without the text.
If you select a row in this window and click on "Info" this pops open the the "header file" for the data set in question, which tells you something about the source and definition of the variables. If you find a file that is of interest, you may open it by clicking on "Open", or just double-clicking on the file name. For the moment let's open data3-6.
Tip: In gretl windows containing lists, double-clicking on a line launches a default action for the associated list entry: e.g. displaying the values of a data series, opening a file.
This file contains data pertaining to a classic econometric "chestnut", the consumption function. The data window should now display the name of the current data file, the overall data range and sample range, and the names of the variables along with brief descriptive tags — see Figure 2-2.
OK, what can we do now? Hopefully the various menu options should be fairly self explanatory. For now we'll dip into the Model menu; a brief tour of all the main window menus is given in the Section called The main window menus below.
gretl's Model menu offers numerous various econometric estimation routines. The simplest and most standard is Ordinary Least Squares (OLS). Selecting OLS pops up a dialog box calling for a model specification — see Figure 2-3.
To select the dependent variable, highlight the variable you want in the list on the left and click the "Choose" button that points to the Dependent variable slot. If you check the "Set as default" box this variable will be pre-selected as dependent when you next open the model dialog box. Shortcut: double-clicking on a variable on the left selects it as dependent and also sets it as the default. To select independent variables, highlight them on the left and click the "Add" button (or click the right mouse button over the highlighted variable). To select several variable in the list box, drag the mouse over them; to select several non-contiguous variables, hold down the Ctrl key and click on the variables you want.
To run a regression with consumption as the dependent variable and income as independent, click Ct into the Dependent slot and add Yt to the Independent variables list.
[1] | For convenience I will refer to the graphical client program simply as gretl in this manual. Note, however, that the specific name of the program differs according to the computer platform. On Linux it is called gretl_x11 while on MS Windows it is gretlw32.exe. On Linux systems a wrapper script named gretl is also installed — see also Chapter 9. |