[Gretl-users] Newey west standard errors

Dataset: https://raw.githubusercontent.com/srk7774/data/refs/heads/master/table10.... Hi, Is there anyway we can get newey-west standard errors in gretl? HAC robust errors are differing slightly with textbook result. Text book result: Dependent Variable: LCONSUMPTION Method: Least Squares Sample: 1947-2000 Included observations: 54 Newey-West HAC Standard Errors & Covariance (lag truncation = 3) Variable Coefficient Std. Error t-Statistic Prob. CONSTAN -0.467714 0.043937 -10.64516 0.0000 LINCOME 0.804871 0.017117 47.02132 0.0000 LWEALTH 0.201272 0.015447 13.02988 0.0000 INTEREST -0.002689 0.000880 -3.056306 0.0036 Statistic Value Statistic Value R-squared 0.999560 Mean dependent var. 7.826093 Adjusted R-squared 0.999533 S.D. dependent var. 0.552368 S.E. of regression 0.011934 F-statistic 37832.71 Sum squared resid. 0.007121 Prob. (F-statistic) 0.000000 Durbin-Watson stat. 1.289237 Gretl result: Model 10: OLS, using observations 1947-2000 (T = 54) Dependent variable: l_C_expenditure HAC standard errors, bandwidth 2, Bartlett kernel coefficient std. error z p-value ------------------------------------------------------------- const −0.467711 0.0458627 −10.20 2.02e-024 *** Interest −0.00268906 0.000879808 −3.056 0.0022 *** l_Yd_income 0.804873 0.0171749 46.86 0.0000 *** l_W_wealth 0.201270 0.0160382 12.55 4.00e-036 *** Mean dependent var 7.826093 S.D. dependent var 0.552368 Sum squared resid 0.007121 S.E. of regression 0.011934 R-squared 0.999560 Adjusted R-squared 0.999533 F(3, 50) 23576.95 P-value(F) 9.64e-79 Log-likelihood 164.5880 Akaike criterion −321.1760 Schwarz criterion −313.2201 Hannan-Quinn −318.1077 rho 0.324678 Durbin-Watson 1.289219 Log-likelihood for C_expenditure = −258.021