Heterogeneous Autoregressive Models


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Documentation for package ‘HARModel’ version 1.0

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HARModel-package Heterogeneous Autoregressive Models
coef-method HARForecast
coef-method HARModel
coef-method HARSim
confint-method HARModel
DJIRM Dow Jones Realized Measures
fitted.values-method HARModel
forecastRes HARForecast
forecastRes-method HARForecast
getForc HARForecast
getForc-method HARForecast
HAREstimate HAR estimation
HARForecast HAR forecasting
HARForecast-class HARForecast
HARModel Heterogeneous Autoregressive Models
HARModel-class HARModel
HARSim-class HARSim
HARSimulate HAR simulation
logLik-method HARModel
plot-method HARForecast
plot-method HARModel
plot-method HARSim
qlike HARModel
qlike-method HARForecast
qlike-method HARModel
residuals-method HARModel
sandwichNeweyWest HARModel
sandwichNeweyWest-method HARModel
show-method HARForecast
show-method HARModel
show-method HARSim
SP500RM SP500 Realized Measures
summary-method HARModel
uncmean HARModel
uncmean-method HARForecast
uncmean-method HARModel
uncmean-method HARSim