HARModel: Heterogeneous Autoregressive Models

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

Version: 0.1
Depends: R (≥ 2.10), methods
Imports: Rcpp (≥ 0.12.17) , xts, zoo, sandwich
LinkingTo: Rcpp, RcppArmadillo
Published: 2018-10-12
Author: Emil Sjoerup
Maintainer: Emil Sjoerup <emilsjoerup at live.dk>
License: GPL-3
NeedsCompilation: yes
CRAN checks: HARModel results

Downloads:

Reference manual: HARModel.pdf
Package source: HARModel_0.1.tar.gz
Windows binaries: r-devel: HARModel_0.1.zip, r-release: HARModel_0.1.zip, r-oldrel: HARModel_0.1.zip
OS X binaries: r-release: HARModel_0.1.tgz, r-oldrel: HARModel_0.1.tgz

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