Teaching

2020 - 2021 Course Schedule

Number Title Quarter
41202 Analysis of Financial Time Series 2021  (Spring)
41914 Multivariate Time Series Analysis 2021  (Spring)

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

[If Google Chrome is used, change the code to ``Unicode (UTF-16LE)'' to read the web page.]

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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