Heterogeneous Autoregressive Models

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


News

Reference manual

It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.

install.packages("HARModel")

1.0 by Emil Sjoerup, 21 days 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

Suggests testthat

Linking to Rcpp, RcppArmadillo


See at CRAN