DO
$do$
DECLARE
a bigint[] := array[1,2,3];
i bigint;
BEGIN
FOR i IN a
LOOP
COPY (select column_1 where column_2 = i) TO PROGRAM 'cat >>/tmp/file.csv' (format CSV);
END LOOP;
END
$do$;
EXECUTE format($$
COPY (
select %L
)
TO '/tmp/file';
$$, my_var);