On Mon, 21 Aug 2006, Arnaud Bervas wrote: For example: open data9-7 smpl QNC > 2200 --restrict ols 1 0 2 3 --robust setobs 4 1960:1 ols 1 0 2 3 --robust The first ols does not use HAC, because the dataset is not considered time series. The second ols does use HAC, by default (although this is of questionable validity, since the data are no longer contiguous time-series observations). The action of the "setobs" line is the same as selecting "Dataset structure" from the menus, and setting the data as quarterly time series. Allin Cottrell