Iterations in a SELECT

I have a small problem which I'm looking for an elegant solution to...

I'm trying to put together a select where a list dates is compared to a
period to identify dates which aren't in the list...

I could just create a list of days in a table (like 20 years worth) and then
compare it, but I'm wondering if there is a trick where one could get
results like this

select (for i := 1 to 5) as number;

or

select i as number from for(i,1,5);

and get something like

number
------
1
2
3
4
5

Any suggestions?
Thanks
Scott.