How to apply newey-west standard error to adjust---Tvalues

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Skirt Zhang
Skirt Zhang 2013년 5월 9일
Dear All;
I want to check my vector EWe if it's significantly different from zero
but I want to use the newey west standard error (with 24 lags) to adjust the output t-value
I know for regression I can directly use function se = NeweyWest(e,X,L) to get the std error how ever I don't know how to do it for Hypothesis test
How can I do this for the below example?
[h,p,ci,stats]= ttest(EWe ,EWe *0 ) ;
t-val=stats.tstat
Thanks

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