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Using version 10. In a MIDAS equation with a quarterly dependent variable, and some quarterly and monthly exogenous variables, makeregs creates a group that only includes the quarterly variables. Reason for question is desire to loop through the group to extract string variables containing names of each RHS equation variable for further manipulation. Is there a function equivalent to makeregs that can create a group containing the MIDAS variables please? Or some crafty code that might achieve the same thing? Thanks in advance for any help. Cheers.

You could parse equation.@spec to retrieve the pages/seriesnames

Great. I think I can then use @wkeep, @wcount and @word to get me to where I need to be. Many thanks Gareth. Cheers.