Logan, thanks a lot, but e.g. with anscombe.gdt open this code

  strings explainedVars = array(1)

  explainedVars[1] = "x"

  strings explanatoryVars = array(1)

  explanatoryVars[1] = "y1(-1)"

  ols @explainedVars[1] @explanatoryVars[1]

gives me the following message

  Unexpected symbol '@'

Where is the problem?

Daniel

 ______________________________________________________________

> Od: <gretl-users-request@lists.wfu.edu>
> Komu: <gretl-users@lists.wfu.edu>
> Datum: 26.12.2014 18:05
> Předmět: Gretl-users Digest, Vol 95, Issue 17
>

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Today's Topics:

  1. Automating regressions on various variables (Daniel Bencik)
  2. Re: Automating regressions on various variables (Logan Kelly)


----------------------------------------------------------------------

Message: 1
Date: Fri, 26 Dec 2014 17:34:45 +0100
From: Daniel Bencik <eubie@centrum.cz>
Subject: [Gretl-users] Automating regressions on various variables
To: "gretl-users" <gretl-users@lists.wfu.edu>
Message-ID: <20141226173445.09ED69DB@centrum.cz>
Content-Type: text/plain; charset="utf-8"

Hello,?
?
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.
?
Any help is much appreciated,?
Daniel
?
?

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Message: 2
Date: Fri, 26 Dec 2014 16:46:56 +0000
From: Logan Kelly <logan.kelly@uwrf.edu>
Subject: Re: [Gretl-users] Automating regressions on various variables
To: Gretl list <gretl-users@lists.wfu.edu>
Message-ID: <cqqpy2dn7nsfutsfkvsjmj6d.1419612412068@email.android.com>
Content-Type: text/plain; charset="utf-8"

You nee to use the @ symbols to signify a string substitution. Try

ols @explainedVars[i]  @explanatoryVars[j]

Logan
Sent from my T-Mobile 4G LTE Device


-------- Original message --------
From: Daniel Bencik <eubie@centrum.cz>
Date:12/26/2014 10:37 AM (GMT-06:00)
To: gretl-users <gretl-users@lists.wfu.edu>
Cc:
Subject: [Gretl-users] Automating regressions on various variables


Hello,



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.



Any help is much appreciated,

Daniel




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