Man pages for emilsjoerup/HARModel
Heterogeneous Autoregressive Models

DJIRealizedMeasuresDow Jones Realized Measures
DJIRMDow Jones Realized Measures
HARDataCreationCData creation for HAR estimation and forecasting.
HARestimateHAR estimation
HARforecastHAR forecasting
HARForecast-classHARForecast
HARModel-classHARModel
HARModel-packageHeterogeneous Autoregressive Models
HARSim-classHARSim
HARsimulateHAR simulation
SandwichNeweyWestHAC Variance Covariance Matrix For 'HARModel' Objects
SP500RMSP500 Realized Measures
uncondmeanUnconditional mean
emilsjoerup/HARModel documentation built on Jan. 24, 2023, 12:17 a.m.