intradayModel
Modeling and Forecasting Financial Intraday Signals
Models, analyzes, and forecasts financial intraday signals. This package currently supports a univariate state-space model for intraday trading volume provided by Chen (2016) <doi:10.2139/ssrn.3101695>.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
0.0.1 |
rolling linux/jammy R-4.5 | intradayModel_0.0.1.tar.gz |
505.4 KiB |
0.0.1 |
rolling linux/noble R-4.5 | intradayModel_0.0.1.tar.gz |
505.3 KiB |
0.0.1 |
rolling source/ R- | intradayModel_0.0.1.tar.gz |
498.9 KiB |
0.0.1 |
latest linux/jammy R-4.5 | intradayModel_0.0.1.tar.gz |
505.4 KiB |
0.0.1 |
latest linux/noble R-4.5 | intradayModel_0.0.1.tar.gz |
505.3 KiB |
0.0.1 |
latest source/ R- | intradayModel_0.0.1.tar.gz |
498.9 KiB |
0.0.1 |
2026-04-26 source/ R- | intradayModel_0.0.1.tar.gz |
498.9 KiB |
0.0.1 |
2026-04-23 source/ R- | intradayModel_0.0.1.tar.gz |
498.9 KiB |
0.0.1 |
2026-04-09 windows/windows R-4.5 | intradayModel_0.0.1.zip |
507.9 KiB |
0.0.1 |
2025-04-20 source/ R- | intradayModel_0.0.1.tar.gz |
498.9 KiB |