Books
1. A Course in Time Series Analysis (ed. Pena, Tiao, & Tsay)
Wiley, 2001, ISBN: 0-471-36164-X
2. Analysis of Financial Time Series by Ruey S. Tsay, Wiley, 2002
ISBN: 0-471-41544-8
3. Analysis of Financial Time Series, Second Edition by Ruey S. Tsay, Wiley, 2005
ISBN: 0-471-69074-0
[If Google Chrome is used, change the code to ``Unicode (UTF-16LE)" to read the web page.]
4. Analysis of Financial Time Series, Third Edition by Ruey S. Tsay, Wiley, 2010.
ISBN: 0-470-41435-9; 13-digits: 978-0470414354
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5. An Introduction to Analysis of Financial Data with R by Ruey S. Tsay, Wiley, 2013
ISBN: 0-470-89081-3; 13-digits: 978-0470890813
6. Multivariate Time Series Analysis: with R and Financial Applications by Ruey S. Tsay, Wiley, 2014
ISBN: 1-118-61790-8; 13-digits: 978-111861708
7. Nonlinear Time Series Analysis by Ruey S. Tsay and Rong Chen, Wiley, 2018
ISBN: 1-119-26405-7; 13-digits: 978-1119264057
"MTS Package of R"
by Ruey S. Tsay and David Wood
This page contains information about corrections made to the MTS package of R. It is intended to fix any bugs found before a new version of the package is available.
1. A bug in FEVdec is fixed. The new version of the command is FEVdec.R.
User can download the updated file and source it in R.
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