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intradayModel  

Modeling and Forecasting Financial Intraday Signals
View on CRAN: Click here


Download and install intradayModel package within the R console
Install from CRAN:
install.packages("intradayModel")

Install from Github:
library("remotes")
install_github("cran/intradayModel")

Install by package version:
library("remotes")
install_version("intradayModel", "0.0.1")



Attach the package and use:
library("intradayModel")
Maintained by
Daniel P. Palomar
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2023-05-22
Latest Update: 2023-05-22
Description:
Models, analyzes, and forecasts financial intraday signals. This package currently supports a univariate state-space model for intraday trading volume provided by Chen (2016) .
How to cite:
Daniel P. Palomar (2023). intradayModel: Modeling and Forecasting Financial Intraday Signals. R package version 0.0.1, https://cran.r-project.org/web/packages/intradayModel. Accessed 06 Oct. 2026.
Previous versions and publish date:
No previous versions
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Complete documentation for intradayModel
Functions, R codes and Examples using the intradayModel R package
Some associated functions: decompose_volume . fit_volume . forecast_volume . generate_plots . intradayModel-package . volume_aapl . volume_fdx . 
Some associated R codes: auxiliary_kalman.R . auxiliary_tools.R . fit.R . intradayModel-package.R . plot.R . use_model.R . volume_aapl.R . volume_fdx.R .  Full intradayModel package functions and examples
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