On Mon, 7 Nov 2022, Torbjørn Lorentzen wrote: If your dataset is set as "time series", the HAC option should apply automatically where you use the "--robust" option. If you read the data from some external format, such as csv, excel, stata etc., maybe you didn't set up your dataset as "time series". You can do this either via the "setobs" command, or via the GUI client by selecting the "Data > Dataset Structure" menu. Once the time series information is set, by saving your data in gdt format, it will be retained next time you open the file. In a script you'd do something like <hansl> open mydata.csv setobs 12 2012:03 # monthly data starting on March 2012 ols y const x --robust </hansl> One small thing: you're posting from a different email address than the one you used for registering, so I had to let your message through "by hand". Not a big deal, of course, but it'd be better if you used the correct one. ------------------------------------------------------- Riccardo (Jack) Lucchetti Dipartimento di Scienze Economiche e Sociali (DiSES) Università Politecnica delle Marche (formerly known as Università di Ancona) r.lucchetti(a)univpm.it http://www2.econ.univpm.it/servizi/hpp/lucchetti -------------------------------------------------------