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acd
2009 Dec 23
1
Fitting ACD model
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