Heterogeneous Autoregressive Models


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Documentation for package ‘HARModel’ version 0.2

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HARModel-package Heterogeneous Autoregressive Models
coef-method HARForecast
coef-method HARModel
coef-method HARSim
DJIRM Dow Jones Realized Measures
HARestimate HAR estimation
HARforecast HAR forecasting
HARForecast-class HARForecast
HARModel Heterogeneous Autoregressive Models
HARModel-class HARModel
HARSim-class HARSim
HARsimulate HAR simulation
plot-method HARForecast
plot-method HARModel
plot-method HARSim
SandwichNeweyWest HARModel
SandwichNeweyWest-method HARModel
show-method HARForecast
show-method HARModel
show-method HARSim
SP500RM SP500 Realized Measures
uncmean HARModel
uncmean-method HARForecast
uncmean-method HARModel
uncmean-method HARSim