Heterogeneous Autoregressive Models

Estimation, simulation, and forecasting using the HAR model from Corsi(2009) and extensions.


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install.packages("HARModel")

0.2 by Emil Sjoerup, 2 months ago


https://github.com/emilsjoerup/HARModel


Report a bug at https://github.com/emilsjoerup/HARModel/issues


Browse source code at https://github.com/cran/HARModel


Authors: Emil Sjoerup


Documentation:   PDF Manual  


GPL-3 license


Imports Rcpp, xts, zoo, sandwich

Depends on methods

Linking to Rcpp, RcppArmadillo


See at CRAN