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HARModel  

Heterogeneous Autoregressive Models
View on CRAN: Click here


Download and install HARModel package within the R console
Install from CRAN:
install.packages("HARModel")

Install from Github:
library("remotes")
install_github("cran/HARModel")

Install by package version:
library("remotes")
install_version("HARModel", "1.0")



Attach the package and use:
library("HARModel")
Maintained by
Emil Sjoerup
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2018-10-12
Latest Update:
Description:
Estimation, simulation, and forecasting using the HAR model from Corsi(2009) and extensions.
How to cite:
Emil Sjoerup (2018). HARModel: Heterogeneous Autoregressive Models. R package version 1.0, https://cran.r-project.org/web/packages/HARModel. Accessed 25 Aug. 2026.
Previous versions and publish date:
0.1 (2018-10-12 16:00), 0.2 (2019-01-24 17:40), 1.0 (2019-08-31 13:30), (2026-07-09 08:06)
Other packages that cited HARModel R package
View HARModel citation profile
Other R packages that HARModel depends, imports, suggests or enhances
Functions, R codes and Examples using the HARModel R package
Some associated functions: DJIRM . HARForecast-class . HARModel-class . HARModel-package . HARSim-class . HARestimate . HARforecast . HARsimulate . SP500RM . 
Some associated R codes: ClassMethods.R . HARForecast.R . HARSimulate.R . HARestimate.R . RcppExports.R .  Full HARModel package functions and examples
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