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HARModel (version 1.0)

Heterogeneous Autoregressive Models

Description

Estimation, simulation, and forecasting using the HAR model from Corsi(2009) and extensions.

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Version

Install

install.packages('HARModel')

Monthly Downloads

24

Version

1.0

License

GPL-3

Issues

0

Pull Requests

0

Stars

18

Forks

4

Maintainer

Emil Sjoerup

Last Published

August 31st, 2019

Functions in HARModel (1.0)

HARModel-package

HARModel
HAREstimate

HAR estimation
HARForecast

HAR forecasting
HARSimulate

HAR simulation
HARForecast-class

HARForecast
DJIRM

Dow Jones Realized Measures
SP500RM

SP500 Realized Measures
HARModel-class

HARModel
HARSim-class

HARSim