gretlcli: command not found

Maybe Your $PATH variable doesn't contain the default paths? echo $PATH should give something like:

[root@server ~]# echo $PATH
/usr/local/sbin:/usr/local/bin:/sbin:/bin:/usr/sbin:/usr/bin:/root/bin

If it's empty, You may set the PATH variable with this command

export PATH="/usr/local/sbin:/usr/local/bin:/sbin:/bin:/usr/sbin:/usr/bin:/root/bin"

On Debian possible default full paths are:

/usr/bin/gretlcli - from package: gretl

You may install the required package with command apt-get install {package}

Error in other languages:
gretlcli: bevel nie gevind nie
gretlcli: comandă negăsită
gretlcli: comando não encontrado
gretlcli: commande introuvable
gretlcli: command not found
gretlcli: käsku ei ole
gretlcli: không tìm thấy lệnh
gretlcli: komanda nerasta
gretlcli: Kommando nicht gefunden.
gretlcli: kommandot finns inte
gretlcli: komut yok
gretlcli: nie znaleziono polecenia
gretlcli: níor aimsíodh an t-ordú
gretlcli: no se encontró la orden
gretlcli: no s'ha trobat l'ordre
gretlcli: opdracht niet gevonden
gretlcli: parancs nem található
gretlcli: perintah tidak ditemukan
gretlcli: príkaz nenájdený
gretlcli: příkaz nenalezen
gretlcli: команда не найдена
gretlcli: командата не е открита
gretlcli: 命令找不到
gretlcli: コマンドが見つかりません