summary.HARmodel: Summary for 'HARmodel' objects

summary.HARmodelR Documentation

Summary for HARmodel objects

Description

Summary for HARmodel objects

Usage

## S3 method for class 'HARmodel'
summary(object, ...)

Arguments

object

An object of class HARmodel

...

pass lag to determine the maximum order of the Newey West estimator. Default is 22

Value

A modified summary.lm


highfrequency documentation built on Oct. 4, 2023, 5:08 p.m.