Fitting ACD model

Tue, Dec 22, 2009 5:45 PM

Hi - I'm wondering if there is any existing package in R that
facilitates ACD (Autoregressive Conditional Duration) model. I
googled. Apparently there were packages dynamo and fACD. However, they
do not seem to be on any CRAN. I am wondering if anyone could point me
to an existing package (if any). Thank you.

-r

Thread (2 messages)

R_help Help Fitting ACD model Dec 22 Brian G. Peterson Fitting ACD model Dec 23