Nothing
ACDm: Tools for Autoregressive Conditional Duration Models
Package for Autoregressive Conditional Duration (ACD, Engle and Russell, 1998) models. Creates trade, price or volume durations from transactions (tic) data, performs diurnal adjustments, fits various ACD models and tests them.
Getting started
Browse package contents
Package details |
|
|---|---|
| Author | Markus Belfrage |
| Maintainer | Markus Belfrage <markus.belfrage@gmail.com> |
| License | GPL (>= 2) |
| Version | 1.0.4.3 |
| Package repository | View on CRAN |
| Installation |
Install the latest version of this package by entering the following in R:
|
Try the ACDm package in your browser
Any scripts or data that you put into this service are public.
