Man pages for ACDm
Tools for Autoregressive Conditional Duration Models

acdFitACD (Autoregressive Conditional Duration) Model Fitting
acdFit-methodsMethods for class acdFit
ACDm-packageACD Modelling
acf_acdAutocorrelation function plots for ACD models
BurrDistThe Burr Distribution
computeDurationsDurations computation
dataTime Series Data Sets
dgenfThe generalized F distribution
diurnalAdjDirunal adjustment for durations
GeneralizedGammaDistThe generelized Gamma distribution
mixinvgaussFinite mixture of inverse Gaussian Distribution
mixqweDiscreet mix of the q-Weibull and the exponential...
mixqwwDiscreet mix of the q-Weibull and the ordinary Weibull...
plotDescTransTransactions plots
plotHazardHazard function plot
plotHistAcdMean duration plot
plotLLPlots the response surface of the log likelihood of a fitted...
plotRollMeanAcdPlots rolling means of durations
plotScatterAcdScatter plot for ACD models
qqplotAcdQuantile-Quantile plot of the residuals
qWeibullDistThe q-Weibull distribution
resiDensityAcdResidual Density Histogram
sim_ACDACD simulation
standardizeResiResidual standardization
testRmACDLM test of no Remaining ACD (Meitz and Terasvirta, 2006)
testSTACDLM test against Smooth Transition ACD models (Meitz and...
testTVACDLM test against Time-Varying ACD models (Meitz and...
ACDm documentation built on May 2, 2019, 8:54 a.m.