HARModel: Heterogeneous Autoregressive Models

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

Version: 1.0
Depends: R (≥ 2.10), methods
Imports: Rcpp (≥ 0.12.17) , xts, zoo, sandwich
LinkingTo: Rcpp, RcppArmadillo
Suggests: testthat
Published: 2019-08-31
Author: Emil Sjoerup
Maintainer: Emil Sjoerup <emilsjoerup at live.dk>
BugReports: https://github.com/emilsjoerup/HARModel/issues
License: GPL-3
URL: https://github.com/emilsjoerup/HARModel
NeedsCompilation: yes
Materials: ChangeLog
CRAN checks: HARModel results


Reference manual: HARModel.pdf


Package source: HARModel_1.0.tar.gz
Windows binaries: r-devel: HARModel_1.0.zip, r-release: HARModel_1.0.zip, r-oldrel: HARModel_1.0.zip
macOS binaries: r-release (arm64): HARModel_1.0.tgz, r-oldrel (arm64): HARModel_1.0.tgz, r-release (x86_64): HARModel_1.0.tgz, r-oldrel (x86_64): HARModel_1.0.tgz
Old sources: HARModel archive


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