GRETL_VAR *         gretl_VAR                           (int order,
                                                         int *list,
                                                         const double **Z,
                                                         const DATAINFO *pdinfo,
                                                         gretlopt opt,
                                                         PRN *prn,
                                                         int *errp);

if this procedure do what i need.

please explain to how can i use it.

thanks fol all