ACDm
Tools for Autoregressive Conditional Duration Models
Provides tools for autoregressive conditional duration (ACD, Engle and Russell, 1998) models. Functions to create trade, price, or volume durations from transaction data, perform diurnal adjustments, fit various ACD models, and test them.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
1.1.0 |
rolling linux/jammy R-4.5 | ACDm_1.1.0.tar.gz |
1.3 MiB |
1.1.0 |
rolling linux/noble R-4.5 | ACDm_1.1.0.tar.gz |
1.3 MiB |
1.1.0 |
rolling source/ R- | ACDm_1.1.0.tar.gz |
1.0 MiB |
1.1.0 |
latest linux/jammy R-4.5 | ACDm_1.1.0.tar.gz |
1.3 MiB |
1.1.0 |
latest linux/noble R-4.5 | ACDm_1.1.0.tar.gz |
1.3 MiB |
1.1.0 |
latest source/ R- | ACDm_1.1.0.tar.gz |
1.0 MiB |
1.1.0 |
2026-04-26 source/ R- | ACDm_1.1.0.tar.gz |
1.0 MiB |
1.1.0 |
2026-04-23 source/ R- | ACDm_1.1.0.tar.gz |
1.0 MiB |
1.1.0 |
2026-04-09 windows/windows R-4.5 | ACDm_1.1.0.zip |
1.6 MiB |
1.0.4.3 |
2025-04-20 source/ R- | ACDm_1.0.4.3.tar.gz |
1.6 MiB |