[R] [R-SIG-Finance] Fitting ACD model

[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