# Tools for Autoregressive Conditional Duration Models

## Documentation for package ‘ACDm’ version 1.1.0

- DESCRIPTION file.
- Package NEWS.

## Help Pages

ACDm-package | ACD Modelling
acdFit | ACD (Autoregressive Conditional Duration) Model Fitting
acdFit-methods | Methods for class acdFit
ACDm | ACD Modelling
acf_acd | Autocorrelation function plots for ACD models
adjDurData | Time Series Data Sets
BurrDist | The Burr Distribution
burrExpectation | The Burr Distribution
coef.acdFit | Methods for class acdFit
computeDurations | Durations computation
DataFiles | Time Series Data Sets
dburr | The Burr Distribution
defaultSplineObj | Time Series Data Sets
dgenf | The generalized F distribution
dgengamma | The generelized Gamma distribution
Discreetly mixed Q-Weibull and exponential | Discreet mix of the Q-Weibull and the exponential distributions
Discreetly mixed Q-Weibull and ordinary Weibull | Discreet mix of the q-Weibull and the ordinary Weibull distributions
diurnalAdj | Dirunal adjustment for durations
dmixinvgauss | Finite mixture of inverse Gaussian Distribution
dmixqwe | Discreet mix of the Q-Weibull and the exponential distributions
dmixqww | Discreet mix of the q-Weibull and the ordinary Weibull distributions
dqweibull | The q-Weibull distribution
durData | Time Series Data Sets
Finite mixture of inverse Gaussian Distributions | Finite mixture of inverse Gaussian Distribution
GeneralizedGammaDist | The generelized Gamma distribution
genfHazard | The generalized F distribution
gengammaHazard | The generelized Gamma distribution
mixinvgaussHazard | Finite mixture of inverse Gaussian Distribution
mixqweHazard | Discreet mix of the Q-Weibull and the exponential distributions
mixqwwHazard | Discreet mix of the q-Weibull and the ordinary Weibull distributions
pburr | The Burr Distribution
pgenf | The generalized F distribution
pgengamma | The generelized Gamma distribution
plotDescTrans | Transactions plots
plotHazard | Hazard function plot
plotHistAcd | Mean duration plot
plotLL | Plots the response surface of the log likelihood of a fitted model.
plotRollMeanAcd | Plots rolling means of durations
plotScatterAcd | Scatter plot for ACD models
pmixinvgauss | Finite mixture of inverse Gaussian Distribution
pmixqwe | Discreet mix of the Q-Weibull and the exponential distributions
pmixqww | Discreet mix of the q-Weibull and the ordinary Weibull distributions
pqweibull | The q-Weibull distribution
predict.acdFit | Methods for class acdFit
print.acdFit | Methods for class acdFit
qburr | The Burr Distribution
qgengamma | The generelized Gamma distribution
qqplotAcd | Quantile-Quantile plot of the residuals
qqweibull | The q-Weibull distribution
qWeibullDist | The q-Weibull distribution
qweibullExpectation | The q-Weibull distribution
qweibullHazard | The q-Weibull distribution
rburr | The Burr Distribution
resiDensityAcd | Residual Density Histogram
residuals.acdFit | Methods for class acdFit
rgengamma | The generelized Gamma distribution
rqweibull | The q-Weibull distribution
sim_ACD | ACD simulation
standardizeResi | Residual standardization
testRmACD | LM test of no Remaining ACD (Meitz and Terasvirta, 2006)
testSTACD | LM test against Smooth Transition ACD models (Meitz and Terasvirta, 2006)
testTVACD | LM test against Time-Varying ACD models (Meitz and Terasvirta, 2006)
transData | Time Series Data Sets