Hi,
see feature request #85 (by myself I must admit):
https://sourceforge.net/p/gretl/feature-requests/85/
Currently a function with a list as a return type must internally set 
the names of the list members (series) and the those names are 
automatically exported to the function caller. If series with those 
names already exist in the outer scope (at the caller level), they would 
be overwritten. This is an exception of gretl's principle of function 
encapsulation.
I'm suggesting: To provide a cleaner solution of this name clash 
problem, such a list-returning function should also accept a string 
array argument. The string elements in this array would be used by the 
function as the names of the exported list members.
In this context it would be useful to have a built-in easy mechanism to 
take the labels from the string array and use it for the returned list 
(inside the user-defined function). That is the concrete request right now.
I'm not suggesting to make this thing mandatory any time soon, because 
of the backward-compatibility issue.
thanks,
sven