acdModel-class: A Class for an ACD Model
In fACD: Autoregressive Conditional Duration Models in R
Description
Slots
Methods
Author(s)
Examples
Description
This class is the output from the use of function ACD_Fit. Normally you'll never call the object contructor
to build this class
Slots
- x
Observed Durations
- qLag
Maximum lag for alpha parameter
- pLag
Maximum lag for beta parameter
- condDur
Conditional Duration Series
- Coeff
A list with all estimated coefficients
- Coeff_Std
A list with all standard errors for coefficients
- Coeff_pValues
A list with all p values of coefficients
- LL
Value of maximum log likelihood
- paramVec
A vector with all coefficients (same values as in Coeff)
- nParameter
Number of parameters in the model
- sizeModel
A list with the size of the model (number of indep var, etc)
- distrib
Assumed distribution for ML estimation
- typeACD
Assumed functional form of ACD filter
- timeRun
Time of estimation of model
Methods
- plot
Plots an object of class 'acdModel'
- print
Prints to screen the coefficients of the model (the 'acdModel' object)
Author(s)
Marcelo Perlin - ICMA/UK <marceloperlin@gmail.com>
Examples
1
showClass("acdModel")
fACD documentation built on May 2, 2019, 6:10 p.m.
R Package Documentation
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Description Slots Methods Author(s) Examples
Description
This class is the output from the use of function ACD_Fit. Normally you'll never call the object contructor
to build this class
Slots
- x
Observed Durations
- qLag
Maximum lag for alpha parameter
- pLag
Maximum lag for beta parameter
- condDur
Conditional Duration Series
- Coeff
A list with all estimated coefficients
- Coeff_Std
A list with all standard errors for coefficients
- Coeff_pValues
A list with all p values of coefficients
- LL
Value of maximum log likelihood
- paramVec
A vector with all coefficients (same values as in Coeff)
- nParameter
Number of parameters in the model
- sizeModel
A list with the size of the model (number of indep var, etc)
- distrib
Assumed distribution for ML estimation
- typeACD
Assumed functional form of ACD filter
- timeRun
Time of estimation of model
Methods
- plot
Plots an object of class 'acdModel'
Prints to screen the coefficients of the model (the 'acdModel' object)
Author(s)
Marcelo Perlin - ICMA/UK <marceloperlin@gmail.com>
Examples
1 | showClass("acdModel")
|
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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