Thank you all.  I’ve got it working.  I have learnt a lot today.  I had to learn that the open command needed “ “ around my file location path as it wasn’t in the Gretl folder and when using # I need to leave a space. 

Just for the record  about this statement, not related to the specific correlation question.

- The file path does not per se need to be enclosed in double quotes, and the reason that it apparently was necessary for you must have been a blank (space) in the path (which happens a lot on Windows), not that it's a different directory.

- You do not need to leave a space before or after the comment character # - although it is absolutely recommended to do so, for legibility. If you have an example where it caused an error for you, please show it, because then it would be a bug.

thanks

sven