Re: [Gretl-users] Automating regressions on various variables

I have several measures of volatility v1, v2, v3 and their 5-day and 22-day averages (v1_5, v1_22, etc.) loaded into the session. What I would like is to write a loop over the explained and explanatory variables so that I have one code for OLS estimation into which I just feed different data. The pseudocode should look something like this   strings explainedVars = array(3) explainedVars[1] = "v1" explainedVars[2] = "v2" explainedVars[3] = "v3"   strings explanatoryVars = array(9) explanatoryVars[1] = "v1(-1)" explanatoryVars[2] = "v1_5(-1)" explanatoryVars[3] = "v1_22(-1)"  ... explanatoryVars[9] = "v3_22(-1)"    loop i = 1 to 3  loop j = 1 to 9     ols explainedVars[i]  explanatoryVars[j]  endloop endloop   The OLS line is the one that is not working for me, I do not know how to tell the estimation command that the string explainedVars[i] should be taken as a series name. The problem is naturally a simplified version of the real problem.