[Gretl-users] Hello Group, On Shaza and other toos

[Allin Cottrell]

On Thu, 20 Jul 2006, Allan_Bart at ibi.com wrote:

> What is the expected level of capabillity of Gretl in the area 
> of times series analysis lets say in a year??

What we have already:

* Proper handling for numerous data frequencies: decennial, 
annual, quarterly, monthly, weekly, daily (5-, 6- or 7-day) and 
hourly).

* Easy and high-quality time series graphs, individual or 
multiple.

* Various GLS methods for models with autoregresive errors 
(Cochrane-Orcutt, generalized Cochrane-Orcutt, Hildreth-Lu,
Prais-Winsten).

* ARCH and GARCH.

* VARs and VECMs.

* ARIMA, including seasonal ARIMA, with a choice of estimation 
method.

* Filters: Hodrick-Prescott and Baxter-King (command mode only, 
no GUI yet).

* Correlogram and spectrum.

* Breusch-Godfrey autocorrelation test.

* Unit root tests: Dickey-Fuller and KPSS.

What might be added in the next year, depending on how 
priorities work out:

* More advanced hypothesis testing for VECMs.
* Structural VARs
* GUI interface for time-series filters
* Your requests here

Allin Cottrell