After splitting my data as the "in and out-of-sample" for volatility forecasting purpose in R, I estimate HAR model, but my estimated HAR model is for the whole sample. It does not estimate for the in sample. is there any specific code to include only in-sample?
closed as off-topic by whuber♦ Aug 8 at 13:42
This question appears to be off-topic. The users who voted to close gave this specific reason:
- "This question appears to be off-topic because EITHER it is not about statistics, machine learning, data analysis, data mining, or data visualization, OR it focuses on programming, debugging, or performing routine operations within a statistical computing platform. If the latter, you could try the support links we maintain." – whuber