ARIMA robust standard error estimation

[rafrods]

Hello. I want to make estimations with robust standard errors.

Initially I did a regression with only dummy variables and had the options of covariance coefficients available, among which I chose the Huber-White option.

equation: y c @expand(@month,@droplast)

But when I insert an autoregressive variable of order 1 (ar(1)), the covariance coefficients menu is disabled.

equation: y c @expand(@month,@droplast) ar(1)

How could I estimate this new equation with robust standard errors, given that the covariance coefficients option is disabled?

[EViews Gareth]

Change the ARMA method to CLS.