[Gretl-users] Re: Implementing latest developments in forecasting
On 05/03/2026 07:17, ramakrishnasalagrama(a)gmail.com wrote:
Hi,
New techniques are emerging quickly and a general user wanted to test these techniques
quickly through some gui based software and gretl has plenty of potential in this regard.
For example, the time series package "prophet" by facebook one wanted to use but
there is no option of doing this in gretl. So instead of writing the entire code from the
ground up, we can integrate python into gretl and run the function in the background and
show the results in gretl. SPSS is doing the same for some functions. It has support for R
and Python. Any ideas?
Gretl has had the ability to interact with other software forever. Take
a look at the documentation for the "foreign" command and chapters
45--50 in the User's Guide, that describe how to interact with R,
Python, etc. Just to give you an idea:
<hansl>
open bjg.gdt
arima 0 1 1 ; 0 1 1 ; lg --nc
foreign language=R --send-data
arima(gretldata[,"lg"], order=c(0,1,1), seasonal=c(0,1,1));
end foreign
</hansl>
Speaking of python, by the way, you can now go in the reverse direction
and use most of gretl's features from within python, thanks to the
outstanding wok Marcin Błażejowski is doing with gretl4py
<https://pypi.org/project/gretl4py/>;. If you're a Python guy, you should
check it out.
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Riccardo (Jack) Lucchetti
Dipartimento di Scienze Economiche e Sociali (DiSES)
Università Politecnica delle Marche
(formerly known as Università di Ancona)
r.lucchetti(a)univpm.it
http://www2.econ.univpm.it/servizi/hpp/lucchetti
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