Hi, I'm trying to run multiple OLS's over many data sets and try to figure out the best R square. Therefore, in a loop, I want to issue ols command multiple times and store the r-square for each command result in a dataset. Later I'll sort this dataset and see the max R-square and the associated dataset . Following a similar pattern in Lee C. Adkins' book, "Using gretl for Principles of Econometrics, 3rd Edition", I tried to use the store command like in the example in the book, on page 30 (pdf page 44), below: #Monte Carlo open "c:\Program Files\gretl\data\poe\food.gdt" set seed 3213789 loop 100 -- progressive genr u = 88*normal() genr y1 = 80 + 10*x + u ols y1 const x genr b1 = $coeff(const) genr b2 = $coeff(x) print b1 b2 store coeff.gdt b1 b2 endloop I applied this method to my script however the store command wouldn't work resulting in an error like "is not the name of a series". I checked the source to see what I'm missing but it seems store command on accept series data, not scalars: if (!ok && cmd->err == 0) { if (gretl_is_scalar(s) || gretl_is_matrix(s)) { gretl_errmsg_sprintf(_("'%s' is not the name of a series"), s); cmd->err = E_DATATYPE; } else { gretl_errmsg_sprintf(_("'%s' is not the name of a variable"), s); cmd->err = E_UNKVAR; } http://gretl.sourcearchive.com/documentation/1.9.6-1/interact_8c_source.html Some recommendations on previous posts don't work for me either. Like outfile. http://lists.wfu.edu/pipermail/gretl-users/2009-June/003339.html Since the book has such an example, I conclude that store command used to accept the scalars to set in a series, but later this functionality was removed. So, any help is appreciated. How can I treat a set of scalars like a series in order to run statistical operators on (like max, min, avg, and more) ? Best regards, Bulent Erdemir