R: Summary for 'HARmodel' objects

summary.HARmodel {highfrequency}

R Documentation

Summary for `HARmodel` objects

Summary for HARmodel objects

## S3 method for class 'HARmodel'
summary(object, ...)

`object`	An object of class `HARmodel`
`...`	pass `lag` to determine the maximum order of the Newey West estimator. Default is `22`

A modified summary.lm

[Package highfrequency version 1.0.1 Index]