Is there a way of performing HAC robust standard errors in SPSS?

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#### Best Answer

Since this question has not been answered for over a year and I stumbled upon an article with a macro for the simple HC correlation I thought it might be worth mentioning. The article is available here and has at the end a macro that allows for HC calculation. Using the R code from the sandwich-package `vcovHAC`

(esp. the `meatHAC`

) functions it might be feasible to create a macro for SPSS that handles HAC errors.

That said, why not just go with R and the `sandwich`

-package? You can even work inside SPSS with R using the essentials for R-addon.

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