On this website you can find out how to make a full econometric analysis of the general linear model from two specific statistical packages: the gretl econometric software and the R programming environment. The objective is to get the reader (intended primarily for students with qualifications in Economics and Business) to teach themselves how to use the software in question.

Gretl is designed as an econometric package, which is simple for the user, while being reasonably sophisticated. It does lack some of the specialized statistical methods an econometric analyst may want but as an alternative to this limitation, Gretl offers an interface that gives access to the open source statistical package R.

Gretl has long had the ability to save the current data set in a format suitable for analysis with R, or the option of launching an R session with the current gretl data set loaded automatically in the Rworkspace. However, since version 1.7.5 of Gretl, its interaction with R is much more sophisticated: it is now possible to incorporate R scripts within Gretl scripts and both programs will transfer the data and results in a relatively transparent manner (for more details visit  Gretl and R on SourceForge).