Modeling and Forecasting Financial Intraday Signals


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Documentation for package ‘intradayModel’ version 0.0.1

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intradayModel-package intradayModel: Modeling and Forecasting Financial Intraday Signals
decompose_volume Decompose Intraday Volume into Several Components
fit_volume Fit a Univariate State-Space Model on Intraday Trading Volume
forecast_volume Forecast One-bin-ahead Intraday Volume
generate_plots Plot Analysis and Forecast Result
volume_aapl 15-min Intraday Volume of AAPL
volume_fdx 15-min Intraday Volume of FDX