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I hope you can help me with the following problem:

I estimate a time series, using OLS.As a typical problem autocorrelation arises. I solved this problem with Newey West Standard errors. But with one of my regressions the post testing results that my residuals are not normally distributed. Usually one can solve this by the rreg or qreg regression in stata. But what about the autocorrelation?

Can anybody tell me if the rreg and qreg regression has also robust standard errors in the autocorrelation problem?

How can I regress this correctly?

Hope anyone can help me. Many thanks in advance!