[R] Fitting ACD model

R_help Help rhelpacc at gmail.com
Wed Dec 23 02:45:03 CET 2009


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




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