User’s Guide : Basic Data Analysis : Series : Long-run Variance
  
Long-run Variance
You may compute estimates of the long-run variance of a series using this view. See Appendix F. “Long-run Covariance Estimation” for a discussion of the long-run variance and role of this statistic in modern econometric analysis.
The group object version of this view, which is almost identical to the series object version, is described in detail in “Long-run Covariance” on page 706.