Hi Natasha,
If you want to generate the list of months automatically, you have to use *SELECT statement before *FOR/*NEXT loop (*SELECT can't be used inside loop!):
*SELECT(%TT%,"[ID]",TIME,"[PERIOD]=MAY,JUN,JUL,AUG,SEP,OCT,NOV,DEC,JAN,FEB,MAR")
*FOR %T%=%TT%
...
or other selection criteria depending on the structure of your TIME dimension.
B.R. Vadim