# How to calculate Newey West t-statistic in SAS 9.2?

I need to run Newey West t statistics in SAS 9.2. I already run regression, White's test, Breusch Godfrey test and Jarque-Bera normality test. Regression is simple. Number of observations = 522 Depended variable name: rtest 1 Independent variable name: rtest 2 Data are time series data.

I found somewhere that i should start with:

PROC model;
PARMS B0 B1;
rtest1=B0+B1*rtest2;


I do not understand this part:

FIT rtest1/GMM Kernel=(BART,1,0.605);
RUN;


How to get numbers in parenthesis. What is meaning of those numbers? What does command FIT do to data? Do I need to add more commands?

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It's in the manual: look below Figure 18.21. –  whuber Mar 29 '11 at 16:13
@whuber (+1) That is the response, isn't it? –  chl Mar 29 '11 at 20:57
@chl A good response would explain what the Bartlett kernel is and perhaps address the final question about adding more commands. I put this in as a comment really hoping it would result in an improved, more specific question. –  whuber Mar 29 '11 at 21:01
@whuber That's a fair point, indeed. –  chl Mar 29 '11 at 21:10