[Gretl-users] Re: How to apply the HAC option in Gretl?

Hi Allin Cottrell, Thank a lot for your suggestion. It works! My data are not "perfect" due to missing values, and some zeros seem to cause some trouble when taking the natural log of the dependent variable. The data are defined as time series data when uploaded into Gretl, but missing values cause trouble when running an ols regression. The HAC seems to be deactivated when the data are cleaned (when the rows of missing values are deleted from the data-file). When these data are deleted, the time interval between the observations is not consistent. However, when redefining the new, cleaned data, and defining them (data) as time series, the HAC-option function well. Maybe the developers of Gretl can look into this problem - or lack of flexibility. R-does handle it, and also Eviews. Kind regards, Tobben