Caroline, If your original series is x, then series y = x*zeromiss(x>0) will give you a series with the positive x values and missing values corresponding to the negative x's. For the NLS estimation, you can do Sample\Restrict, based on criterion... and use "ok(y)" as the criterion. HTH, PS ________________________________ From: gretl-users-bounces(a)lists.wfu.edu [mailto:gretl-users-bounces@lists.wfu.edu] On Behalf Of Caro Landry Sent: Wednesday, February 24, 2010 4:31 PM To: gretl-users(a)lists.wfu.edu Subject: [Gretl-users] Creating new series Hi! I haven't found any answer to this problem online, and so am hoping that someone can help me here. I need to: a) create a new series that comprises only the positive observation of a series b) only use the observations for which the new series are not equal to 0 in a NLS How would I go about that? Thanks in advance for your help! Caroline Landry