Dear group, 

I am sorry to be bothering this mailgroup with such beginner questions, but I have nowhere else to ask and frankly, gretl is too good to pass up. 

Lets say I have two time series variance measures "park" and "rr" in my dataset. Having learnt from previous threads, I put both into a list and run a regression ...

list xVariables = park rr

ols xVariables[1] 0 xVariables[2]

On top of that, I have three other datasets where I have volatility, ln(variance) and ln(volatility), stored e.g. as sqrtpark, sqrtrr, lnpark, lnrr .. etc. What I would love to have is a script, that can run the same battery of HAR models on all four datasets, with the help of some flags. The idea is something like this

# define we have the log volatility dataset 

scalar xIsLog = 1

scalar xIsVolatility = 1

# produce variable prefixes

string xIsLogPrefix = ""

if xIsLog = 1

  xIsLogPrefix = "ln"

endif

string xIsVolatilityPrefix = ""

if xIsVolatility = 1

  xIsVolatilityPrefix = "sqrt"

endif

strings xVariableNames = array(2)

xVariableNames[1] = xIsLogPrefix

xVariableNames[1] += xIsVolatilityPrefix

xVariableNames[1] += "park"                                #produce "lnsqrtpark "

xVariableNames[2] = xIsLogPrefix

xVariableNames[2] += xIsVolatilityPrefix

xVariableNames[2] += "rr"                                    #produce "lnsqrtrr"

# finally, make a list of variables based on their names

list    xVariables = @xVariableNames[1] @xVariableNames[2]

The last line produces an error Im unable to graps. Is there a workaround or do I need to have a different script for each dataset? As an additional question, can I somehow get the name of currently opened dataset? If yes, xIsLog and xIsVolatility could be set automatically and it would make the script much more elegant. 

Thank you and best regards, 

Daniel