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 |
| 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 |
Please use the canonical form https://CRAN.R-project.org/package=HARModel to link to this page.