Man pages for ACDm
Tools for Autoregressive Conditional Duration Models
| acdFit | ACD (Autoregressive Conditional Duration) Model Fitting |
| acdFit-methods | Methods for class acdFit |
| ACDm-package | ACD Modelling |
| acf_acd | Autocorrelation function plots for ACD models |
| BurrDist | The Burr Distribution |
| computeDurations | Durations computation |
| data | Time Series Data Sets |
| dgenf | The generalized F distribution |
| diurnalAdj | Dirunal adjustment for durations |
| GeneralizedGammaDist | The generelized Gamma distribution |
| mixinvgauss | Finite mixture of inverse Gaussian Distribution |
| mixqwe | Discreet mix of the Q-Weibull and the exponential... |
| mixqww | Discreet mix of the q-Weibull and the ordinary Weibull... |
| plotDescTrans | Transactions plots |
| plotHazard | Hazard function plot |
| plotHistAcd | Mean duration plot |
| plotLL | Plots the response surface of the log likelihood of a fitted... |
| plotRollMeanAcd | Plots rolling means of durations |
| plotScatterAcd | Scatter plot for ACD models |
| qqplotAcd | Quantile-Quantile plot of the residuals |
| qWeibullDist | The q-Weibull distribution |
| resiDensityAcd | Residual Density Histogram |
| sim_ACD | ACD simulation |
| standardizeResi | Residual standardization |
| testRmACD | LM test of no Remaining ACD (Meitz and Terasvirta, 2006) |
| testSTACD | LM test against Smooth Transition ACD models (Meitz and... |
| testTVACD | LM test against Time-Varying ACD models (Meitz and... |
