For requesting general information about EViews, sharing your own tips and tricks, and information on EViews training or guides.
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As the name suggests, Autoregressive Conditional Duration (ACD) models deal with the time duration between transactions in high frequency data and share very similar principles to that of GARCH models. Many types of ACD models can be easily built and estimated via EViews' logl object. The difficulty of such models does not lie in the estimation, but rather in preprocessing of the data itself. For instance, in order to prepare the data for the analysis, one should first adjust for the diurnal pattern (a similar concept to seasonality) observed in such data, which is not that much easy to handle.
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