See http://gretl.sourceforge.net/ Here's the Change Log as of this release: 2010-11-03 version 1.9.2 - New command "fractint" (fractional integration test) - The "pergm" command no longer does fractional integration testing as a side-effect - The "open" command now supports http to get a data file (of any supported format) directly from the internet - "kalman": allow a constant term in the state transition equation - "modprint" command: allow a string literal for the second argument; support both comma- and space-separation of parameter names - "dataset expand" command: add an "interp" modifier to use interpolation rather than repetition of values; also remove the option of going directly from annual to monthly frequency - "heckit" command: enable the --robust option for QML standard errors, and also the --quiet option - "mahal" command: add a --quiet option - "arima" command: add new option --save-ehat - pdf function: support the poisson and binomial distributions (giving the probability mass) - New function invmills() to get the inverse Mills ratio - New function bwfilt() to compute the Butterworth filter (thanks go to D.S.G. Pollock), plus GUI access under /Variable/Filter (time-series data only) - New function polyfit() to obtain a polynomial trend line - New function chowlin() to perform Chow-Lin interpolation of higher-frequency data - New function varsimul() to simulate VARs - New accessor $mnl_probs to get the estimated outcome probabilities for a multinomial logit model (plus GUI access under the Analysis menu in the model window) - GUI interface to X-12-ARIMA: add more options to control the program's behavior - GUI model specification dialog: add a "genr" button - GUI, main window toolbar: add a button for direct access to native gretl databases - Fix for multinomial logit: correct bias in favor of the base case in the reported fitted values ($yhat) - Fix VAR forecasts: ensure consistency in exactly where a dynamic forecast starts - Fix bug 3021540 (sorting dataset) - Fix bug 3021854 (spreadsheet import with no numeric data) - Fix bug 3050710 (build process: LDFLAGS not respected) - Fix bug 3054932 (build process: libdir not used) - Fix bug 3074946 (specific MA lags not remembered in ARMA GUI) - Fix bug 3082926 (crash or bad session file when saving a session containing models with missing observations) - Fix crashing bug in Wilcoxon signed rank test - Fix bug: adf test with --gls option: don't use too many pre-sample values for the detrending regression - Fix bug: crash in GUI when estimation of a restricted VECM was not successfully completed - Fix for OS X: we now support Ctrl-click as equivalent to right-click (for popup menus, etc.) - Fix for finding user's customized LaTeX preamble file - Fix: more rigorous detection of whether TeX output is PDF rather than DVI - Fix: when compacting a dataset, some values that should be missing were appearing as zero - Traditional Chinese locale: encode text to CP950 for EMF files via gnuplot - Drag-and-drop onto gretl main window: support database files (gretl native, RATS or PcGive) as well as regular data files - Graphs in GUI: for plots that don't support the full graph editor, add a font selector - Build: require libgmp (no longer an optional extra) - Internals: modify GUI sources to ensure that gretl will build OK with the forthcoming GTK+ 3.0 - MS Windows: update Inno installer and add the officially recognized translations -- Allin Cottrell Department of Economics Wake Forest University