1. M.Sc. In Financial Analysis
Starting gretl
M.Sc. In Financial Analysis
University of Piraeus
Antypas Antonios
206

2. How to import data from Excel to gretl
Things you have to do in excel
Download Requested Data (e.g. from Datastream/Bloomberg)
Arrange series in consecutive columns
First column should indicate the type of data that will be imported, for example it might contain dates
Write down the name of the sheet along with the first row and column that contain your data
Write down how the number of the series and the total number of observations
Save your Excel file

3. How to import data from Excel to gretl
If first column on the left doesn’t contain anything, gretl will assume that cross sectional data is imported. Alternatively, if first column is filled, gretl will try to recognize the data type that is imported
series named in top row
Data starts on 6th row and 4th column
Sheet that contains data: a

4. How to import data from Excel to gretl
Things you have to do in gretl Open gretl, go to Open data->User file

5. How to import data from Excel to Eviews
Things you have to do in gretl 1. Select the correct file type 2. Navigate to the folder where you have saved your Excel file 3. Select the file and click open 2 1 3

6. How to import data from Excel to gretl
Things you have to do in gretl
Define the column where data starts (if you have included a date column, your data starts at that column)
Define the row where data starts (if you have included names in the top row, your data starts there at that row)
Define spreadsheet where data is saved

7. First Exercises using gretl
How to plot a line of your series
Right click your series and select Time series plot
How to see descriptive stats of your series
Right click your series and select Summary Statistics
How to see the histogram of your series
Right click your series and select Frequency Distribution

8. First Exercises using gretl
How to run a regression
Using the program.
Go to Model->Ordinary Least Squares

9. First Exercises using Eviews
How to run a regression
Use the wizard to
define your model

10. First Exercises using gretl
How to run a regression
Example of an
estimated
regression