Package: HARModel
Type: Package
Title: Heterogeneous Autoregressive Models
Version: 0.1
Date: 2018-09-26
Author: Emil Sjoerup
Maintainer: Emil Sjoerup <emilsjoerup@live.dk>
Description: Estimation, simulation, and forecasting using the HAR model from Corsi(2009) <DOI:10.1093/jjfinec/nbp001>.
License: GPL-3
Imports: Rcpp (>= 0.12.17) , xts, zoo, sandwich,
LinkingTo: Rcpp, RcppArmadillo
NeedsCompilation: yes
Depends: R (>= 2.10), methods
Packaged: 2018-10-02 06:00:33 UTC; emils
Repository: CRAN
Date/Publication: 2018-10-12 14:00:02 UTC
