qqplotAcd

Plots a QQ-plot of the residuals and the theoretical quantiles implied by the model estimates.

Package for Autoregressive Conditional Duration (ACD, Engle and Russell, 1998) models. Creates trade, price or volume durations from transactions (tic) data, performs diurnal adjustments, fits various ACD models and tests them.

Markus Belfrage

ACDm

Tools for Autoregressive Conditional Duration Models

qqplotAcd function

<dl> <dt>fitModel</dt>
<dd>a fitted ACD model, i.e. an object of class "acdFit"</dd> <dt>xlim</dt>
<dd>an optional vector of limits for the x-axis</dd> <dt>ylim</dt>
<dd>an optional vector of limits for the y-axis</dd></dl>

Arguments

Quantile-Quantile plot of the residuals — qqplotAcd

<dl>

 <dt>fitModel</dt>
<dd>a fitted ACD model, i.e. an object of class "acdFit"</dd>

 <dt>xlim</dt>
<dd>an optional vector of limits for the x-axis</dd>

 <dt>ylim</dt>
<dd>an optional vector of limits for the y-axis</dd>

</dl>

qqplotAcd: Quantile-Quantile plot of the residuals

Description

Usage

Arguments

Examples