Using gret l for Principles of Econometrics, 4th Edition

Common Conventions

In the beginning, I will illustrate the examples using a number of figures (an excessive number to be sure). These figures are screen captures of gretl’s windows as they appear when summoned from the pull-down menus. As you become familiar with gretl the frequency of these figures will diminish and I will direct you to the proper commands that can be executed in the console or as a script using words only. More complex series of commands may require you to use the gretl script facilities which basically allow you to write simple programs in their entirety, store them in a file, and then execute all of the commands in a single batch. The convention used will be to refer to menu items as A>B>C which indicates that you are to click on option A on the menu bar, then select B from the pull-down menu and further select option C from B’s pull-down menu. All of this is fairly standard practice, but if you don’t know what this means, ask your instructor now.

There are a few tricks used in this manual to make scripts work on various platforms without much modification. Gretl contains special macros for the location of commonly used files. There is a working directory that gretl reads and writes to. This location can be defined by the user using the file menu. To refer to this location generically, use the @workdir macro. The gretl installation director is referenced by @gretldir, and temporary storage can be accessed via @dotdir. If any of these directories have spaces in their names, then be sure to enclose the command in double quotes.

For example, on my Windows 7 system, gretl is installed in the "C:Program;Files(x86)gretl" directory. The data sets for POE4 are in "@gretldirdatapoe". To refer to this location I can simply use "@gretldirdatapoe".