OLS with Newey West(HAC) Covariance method

The statistic next to the F-statistic entry is the usual F-statistic using no HAC adjustment. Thus, the variance of the parameter estimate is sigma^2(X'X)^(-1).
The statistic next to the Wald F-statistic entry is the F-statisitc using the HAC variance adjustment.

You can adjust the nature of the HAC variance estimator by clicking on HAC options.

---