Running examples in 'highfrequency-Ex.R' failed
The error most likely occurred in:

> ### Name: harModel
> ### Title: HAR model estimation (Heterogeneous Autoregressive model for
> ###   Realized volatility)
> ### Aliases: harModel
> ### Keywords: forecasting
> 
> ### ** Examples
>  
>  ##### Example 1: HARRVCJ ##### 
>  data("sample_5minprices_jumps"); 
>  data = sample_5minprices_jumps[,1];
>  data = makeReturns(data); #Get the high-frequency return data
>  
>  x = harModel(data, periods = c(1,5,10), periodsJ=c(1,5,10), RVest = c("rCov","rBPCov"), 
+        type="HARRVCJ",transform="sqrt"); 
>  # Estimate the HAR model of type HARRVCJ  
>  class(x);
[1] "harModel" "lm"      
>  x 

Model:
sqrt(RV1) = beta0  +  beta1 * sqrt(C1) +  beta2 * sqrt(C5) +  beta3 * sqrt(C10) +  beta4 * sqrt(J1) +  beta5 * sqrt(J5) +  beta6 * sqrt(J10)

Coefficients:
   beta0     beta1     beta2     beta3     beta4     beta5     beta6  
 -0.8835    1.1957  -25.1922   38.9909   -0.4483    0.8084   -6.8305  


    r.squared  adj.r.squared  
       0.9915         0.9661  

> 
>  ##### Example 2:  ##### 
>  # Forecasting daily Realized volatility for DJI 2008 using the basic harModel: HARRV
>  data(realized_library); #Get sample daily Realized Volatility data
>  DJI_RV = realized_library$Dow.Jones.Industrials.Realized.Variance; #Select DJI
>  DJI_RV = DJI_RV[!is.na(DJI_RV)]; #Remove NA's
>  DJI_RV = DJI_RV['2008'];
> 
>  x = harModel(data=DJI_RV , periods = c(1,5,22), RVest = c("rCov"), 
+     type="HARRV",h=1,transform=NULL);
>  class(x); 
[1] "harModel" "lm"      
>  x;

Model:
RV1 = beta0  +  beta1 * RV1 +  beta2 * RV5 +  beta3 * RV22

Coefficients:
    beta0      beta1      beta2      beta3  
4.432e-05  1.586e-01  6.213e-01  8.721e-02  


    r.squared  adj.r.squared  
       0.4679         0.4608  

>  summary(x);

Call:
"RV1 = beta0  +  beta1 * RV1 +  beta2 * RV5 +  beta3 * RV22"

Residuals:
       Min         1Q     Median         3Q        Max 
-0.0017683 -0.0000626 -0.0000427 -0.0000087  0.0044331 

Coefficients:
       Estimate Std. Error t value Pr(>|t|)    
beta0 4.432e-05  3.695e-05   1.200   0.2315    
beta1 1.586e-01  8.089e-02   1.960   0.0512 .  
beta2 6.213e-01  1.362e-01   4.560 8.36e-06 ***
beta3 8.721e-02  1.217e-01   0.716   0.4745    
---
Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1

Residual standard error: 0.0004344 on 227 degrees of freedom
Multiple R-squared:  0.4679,	Adjusted R-squared:  0.4608 
F-statistic: 66.53 on 3 and 227 DF,  p-value: < 2.2e-16

>  plot(x);
Error in get(".xts_chob", .plotxtsEnv) : object '.xts_chob' not found
Calls: plot ... chart_actions -> actions -> current.xts_chob -> get
Execution halted