https://gewutang.cn/tags/%E9%87%91%E8%9E%8D%E6%97%B6%E9%97%B4%E5%BA%8F%E5%88%97%E5%88%86%E6%9E%90/Recent content in 金融时间序列分析 on 格物堂Hugo -- gohugo.iozh-cnSat, 09 Apr 2011 00:00:00 +0000https://gewutang.cn/2011/04/09/predict-r-based-on-the-change-of-tsays-book/Sat, 09 Apr 2011 00:00:00 +0000https://gewutang.cn/2011/04/09/predict-r-based-on-the-change-of-tsays-book/<p><a class="link" href="http://faculty.chicagobooth.edu/ruey.tsay/" target="_blank" rel="noopener" >Tsay</a>写的最著名的书叫<a class="link" href="http://faculty.chicagobooth.edu/ruey.tsay/teaching/" target="_blank" rel="noopener" >《Analysis of Financial Time Series》</a>，这本书目前已经到了第三版。可能很少有人注意到，第三版跟第二版比在书籍介绍里有一个微妙的变化：</p> <p>第二版的部分<a class="link" href="http://faculty.chicagobooth.edu/ruey.tsay/teaching/fts2/" target="_blank" rel="noopener" >书籍介绍</a>如下： Software packages used in the book: SCA (Scientific Computing Associates), S-Plus with FinMetrics (Insightful) RATS (Regression Analysis of Time Series), <strong>and</strong> ** R with RMetrics (newer version is recommended.)** Instructions and some demonstrations for using R and S-Plus can be found in my teaching web: R-demo</p> <p>第三版的部分<a class="link" href="http://faculty.chicagobooth.edu/ruey.tsay/teaching/fts3/" target="_blank" rel="noopener" >书籍介绍</a>如下： <strong>The main software package used in the book is R:</strong> Other packages used are SCA (Scientific Computing Associates), S-Plus with FinMetrics (Insightful) RATS (Regression Analysis of Time Series).</p> <p>Further Instructions and some demonstrations for using R and S-Plus can be found in my teaching web for Business 41202.</p> <p>R从第二版屈居单词“and”之后，变成第三版“main software package”，我想这个变化再次印证了R的潜力。</p>