CRAN/E | HARModel

HARModel

Heterogeneous Autoregressive Models

Installation

About

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

github.com/emilsjoerup/HARModel
Bug report File report

Key Metrics

Version 1.0
R ≥ 2.10
Published 2019-08-31 1713 days ago
Needs compilation? yes
License GPL-3
CRAN checks HARModel results

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Maintainer

Maintainer

Emil Sjoerup

emilsjoerup@live.dk

Authors

Emil Sjoerup

Material

ChangeLog
Reference manual
Package source

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

HARModel archive

Depends

R ≥ 2.10
methods

Imports

Rcpp ≥ 0.12.17
xts
zoo
sandwich

Suggests

testthat

LinkingTo

Rcpp
RcppArmadillo