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


jonathancornelissen/highfrequency documentation built on Jan. 10, 2023, 7:29 p.m.