Tools for Autoregressive Conditional Duration Models
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Documentation for package ‘ACDm’ version 1.0.4.3
Help Pages
| ACDm-package | ACD Modelling |
| acdFit | ACD (Autoregressive Conditional Duration) Model Fitting |
| acdFit-methods | Methods for class acdFit |
| ACDm | ACD Modelling |
| acf_acd | Autocorrelation function plots for ACD models |
| adjDurData | Time Series Data Sets |
| BurrDist | The Burr Distribution |
| burrExpectation | The Burr Distribution |
| coef.acdFit | Methods for class acdFit |
| computeDurations | Durations computation |
| DataFiles | Time Series Data Sets |
| dburr | The Burr Distribution |
| defaultSplineObj | Time Series Data Sets |
| dgenf | The generalized F distribution |
| dgengamma | The generelized Gamma distribution |
| Discreetly mixed Q-Weibull and exponential | Discreet mix of the q-Weibull and the exponential distributions |
| Discreetly mixed Q-Weibull and ordinary Weibull | Discreet mix of the q-Weibull and the ordinary Weibull distributions |
| diurnalAdj | Dirunal adjustment for durations |
| dmixinvgauss | Finite mixture of inverse Gaussian Distribution |
| dmixqwe | Discreet mix of the q-Weibull and the exponential distributions |
| dmixqww | Discreet mix of the q-Weibull and the ordinary Weibull distributions |
| dqweibull | The q-Weibull distribution |
| durData | Time Series Data Sets |
| Finite mixture of inverse Gaussian Distributions | Finite mixture of inverse Gaussian Distribution |
| GeneralizedGammaDist | The generelized Gamma distribution |
| genfHazard | The generalized F distribution |
| gengammaHazard | The generelized Gamma distribution |
| mixinvgaussHazard | Finite mixture of inverse Gaussian Distribution |
| mixqweHazard | Discreet mix of the q-Weibull and the exponential distributions |
| mixqwwHazard | Discreet mix of the q-Weibull and the ordinary Weibull distributions |
| pburr | The Burr Distribution |
| pgenf | The generalized F distribution |
| pgengamma | The generelized Gamma distribution |
| plotDescTrans | Transactions plots |
| plotHazard | Hazard function plot |
| plotHistAcd | Mean duration plot |
| plotLL | Plots the response surface of the log likelihood of a fitted model. |
| plotRollMeanAcd | Plots rolling means of durations |
| plotScatterAcd | Scatter plot for ACD models |
| pmixinvgauss | Finite mixture of inverse Gaussian Distribution |
| pmixqwe | Discreet mix of the q-Weibull and the exponential distributions |
| pmixqww | Discreet mix of the q-Weibull and the ordinary Weibull distributions |
| pqweibull | The q-Weibull distribution |
| predict.acdFit | Methods for class acdFit |
| print.acdFit | Methods for class acdFit |
| qburr | The Burr Distribution |
| qgengamma | The generelized Gamma distribution |
| qqplotAcd | Quantile-Quantile plot of the residuals |
| qqweibull | The q-Weibull distribution |
| qWeibullDist | The q-Weibull distribution |
| qweibullExpectation | The q-Weibull distribution |
| qweibullHazard | The q-Weibull distribution |
| rburr | The Burr Distribution |
| resiDensityAcd | Residual Density Histogram |
| residuals.acdFit | Methods for class acdFit |
| rgengamma | The generelized Gamma distribution |
| rqweibull | The q-Weibull distribution |
| 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 Terasvirta, 2006) |
| testTVACD | LM test against Time-Varying ACD models (Meitz and Terasvirta, 2006) |
| transData | Time Series Data Sets |