HARModel: Heterogeneous Autoregressive Models

Estimation, simulation, and forecasting using the HAR model from Corsi(2009) <DOI:10.1093/jjfinec/nbp001> and extensions.

Package details

AuthorEmil Sjoerup
MaintainerEmil Sjoerup <emilsjoerup@live.dk>
LicenseGPL-3
Version1.0
URL https://github.com/emilsjoerup/HARModel
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("HARModel")

Try the HARModel package in your browser

Any scripts or data that you put into this service are public.

HARModel documentation built on Aug. 31, 2019, 5:05 p.m.