Heterogeneous Autoregressive Models

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


Reference manual

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1.0 by Emil Sjoerup, 2 years ago


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

Suggests testthat

Linking to Rcpp, RcppArmadillo

See at CRAN