Estimation, simulation, and forecasting using the HAR model from Corsi(2009) and extensions.
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0.2 by Emil Sjoerup, 5 months ago
https://github.com/emilsjoerup/HARModel
Report a bug at https://github.com/emilsjoerup/HARModel/issues
Browse source code at https://github.com/cran/HARModel
Authors: Emil Sjoerup
Documentation: PDF Manual
GPL-3 license
Imports Rcpp, xts, zoo, sandwich
Depends on methods
Linking to Rcpp, RcppArmadillo
See at CRAN