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
Fitting ACD model
2 messages · R_help Help, Brian G. Peterson
R_help Help wrote:
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.
You were close. Try a little harder and perhaps use your real name next time... dynamo looks to me like it's on CRAN: http://cran.r-project.org/web/packages/dynamo/index.html and fACD is on R-Forge http://r-forge.r-project.org/R/?group_id=156 instructions for installnig R-Forge packages are on the page above. Regards, - Brian
Brian G. Peterson http://braverock.com/brian/ Ph: 773-459-4973 IM: bgpbraverock