HARModel-class: HARModel

Description Objects from the Class Slots Methods Author(s)

Description

Class for HARModel objects

Objects from the Class

A virtual Class: No objects may be created from it.

Slots

Model:

Object of class lm. Contains the linear model fitted.

Info:

Object of class list cointaining:

Data:

list object containing the provided data.

Methods

show:

signature(object = "HARModel") Shows summary

plot:

signature(x = "HARModel", y = "missing"): Plots the observed values with fitted values overlayed

uncmean:

signature(object = "HARModel"): Extracts the unconditional mean from the Model

coef:

signature(object = "HARModel"): Extracts the coefficients from the Model

SandwichNeweyWest:

signature(object = "HARModel"): Utilize the sandwich package to create newey west standard errors

Author(s)

Emil Sjoerup


HARModel documentation built on Jan. 24, 2019, 5:04 p.m.