Robust standard errors for AR(1)

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Robust standard errors for AR(1)

Chuse
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Dear all,

I have estimate an autoregressive model AR(1) using r command arima(). The model is misspecified, so i would like to construct the Huber-White standard errors. Is there any packages which do this for time series? Or at least to construct the score function and the Hessian matrix to be able to do it?

Thank you beforehand.
Chuse.