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(a)centrum.cz&gt; Date:12/26/2014 10:37 AM (GMT-06:00) To: gretl-users <gretl-users(a)lists.wfu.edu&gt; 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