Use this forum to post questions about syntax problems or general programming issues. Questions on implementing a particular aspect of econometrics should go in "Econometrics Issues" below.
The series needs to be defined over some range of observations before you can dimension the array stored at a particular entry.
The best way to do this is usually to use the GSET instruction. Depending on what you want to achieve, you can probably take care of dimensioning all the arrays with the GSET as well. Here's a simple example that dimensions the vectors to have 10 elements, and initializes them to zero: