I'm coming back with a question about indexes ! I understand that using matrices in which you pick a variable in the appropriate row or column can be a substitute for a function which would enable to shift indexes (like in Eviews, where you can write for example !j = !i+1, whereas with Gretl I guess you always have to define first a matrix to contain all the variables to which you refer in a script). However, I don't think the same trick is applicable when you want to use indexes for matrices (unless, maybe,you define first a "matrix of matrices"). But isn't there a simpler way ? I may miss something, and it's quite late, but I can't see how to do something simple with the following: after having defined matrices X1, Y1, P1,Q1, T1, I want to create X2, X3...X6; Y2...Y6 etc. with recursive formulas: loop for i = 2..7 (then define matrix Y$i = Y(i-1)' *Q(i-1)*T(i-1) matrix X$i = X(i-1) - T(i-1)j*P(i-1)') and compute: matrix A$i = X$i'*Y$i matrix W$i = A$i * (inv(sqrt(sqrt(A$i'*A$i)))) matrix T$i = X$i*W$i matrix P$i = X$i'*T$i * (inv(sqrt(T$i'*T$i))) matrix Q$i = Y$i'*T$i*(inv(sqrt(T$i'*T$i))) endloop Don't you think it would be worth adding the possibility of re-indexing variables ? Thanks for your help