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... |

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