[R-SIG-Finance] Fitting ACD model

Brian G. Peterson brian at braverock.com
Wed Dec 23 14:32:24 CET 2009

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 

dynamo looks to me like it's on CRAN:


and fACD is on R-Forge


instructions for installnig R-Forge packages are on the page above.


     - Brian

Brian G. Peterson
Ph: 773-459-4973
IM: bgpbraverock

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