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I want to export all my regression tables to excel.
I tried the function write, WRITE(T=XLS,T,B2,s=data) e:\these\data\these.xls
However, it did not work.

Which function should i use to do it ?

What exactly do you mean by "all my regression tables"?

I did 4 OLS regression on my diferent portfolios.
I want to export automaticaly the results from the OLS regression into excel in order to present my results on word afterwards.

If you only have 4, I'd say just copy and paste.

Programmatically, if you want to get the exact same output as in each regression, then you'll have to freeze each equation into a table, then use table.save to save it to disk.

You might be better off looking at the eqtabs add-in which takes all the information from all the regressions in your workfile, summarises it into one table, and then saves that to an Excel file.

In fact i have 4 regression for each model i run.
I am analyzing liquidity timing, market timing and volatility timing on different dates.
So i have around 30 regression in total.

If i do understand what you said, i should create a table for each regression in order to extract it ?

If you want the entire regression output, yes.

Another way to do it would be to create a spool object, put all the equations into the spool, then save the spool to disk as an RTF file, and bypass Excel all together.

How do i create a table to extract it afterwards on a excel file or compatible file ?

I tried this without any success
'freeze[mytab] eq.stats
'tab1.save(t=xls) e:\these\data\essai1.xls

I tried this without any success
'freeze[mytab] eq.stats
'tab1.save(t=xls) e:\these\data\essai1.xls

What should i do ?

You need parenthesis, not brackets.

It said tab1 is not defined

i did it wrong the first time, but it's still saying SAVE IS NOT A VALID VIEW

What is the exact command(s) you're using?

freeze gmm1
gmm1.save (t=xls) gmm