t-test, HAC Standard Errors, Statistics, Time series

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ARS
ARS el 19 de Mayo de 2012
Hi All,
I want to test the significance of a financial time series using t-stats. But I want to use Hetroskedasticity and serial correlation Robust (HAC) standard errors. Please if anybody can tell an easy (GUI) way of running this test on multiple financial time series.
Regards,
AMD.

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