You can download a complete manual from http://ricardo.ecn.wfu.edu/pub//gretl/manual/

Features:
* Easy intuitive interface (now in French, Italian, Spanish, Polish and German as well as English)
* A wide variety of least-squares and maximum-likelihood estimators, including systems estimators
* Single commands to launch things like augmented Dickey-Fuller test, Chow test for structural stability, Vector Autoregressions, ARMA estimation
* Output models as LaTeX files, in tabular or equation format
* Integrated scripting language: enter commands either via the gui or via script
* Command loop structure for Monte Carlo simulations and iterative estimation procedures
* GUI controller for fine-tuning Gnuplot graphs
* Link to GNU R for further data analysis

Data formats:
Reads own format XML data files, Comma Separated Values files, Excel and Gnumeric worksheets, Stata .dta files, Eviews workfiles, own format binary databases (allowing mixed data frequencies and series lengths) and RATS 4 databases. Includes a sample US macro database. See also the gretl data page.