Aliases: vcovHAC vcovHAC.default meatHAC
Keywords: regression ts
### ** Examples x <- sin(1:100) y <- 1 + x + rnorm(100) fm <- lm(y ~ x) vcovHAC(fm)
(Intercept) x (Intercept) 0.008636837 0.002263394 x 0.002263394 0.019421482
vcov(fm)
(Intercept) x (Intercept) 9.567059e-03 2.420313e-05 x 2.420313e-05 1.903196e-02