R companion to Tsay (2005) Analysis of Financial Time Series, second edition (Wiley). Includes data sets, functions and script files required to work some of the examples. Version 0.3-x includes R objects for all data files used in the text and script files to recreate most of the analyses in chapters 1-3 and 9 plus parts of chapters 4 and 11.
Changes in Version 0.3-7
o Added "See Also: 'file.path'" to the help file for 'package.dir' to make it easier to find.
Changes in Version 0.3-6
o This is the first version to have a complete script for chapter 9. The previous release had complete scripts for chapters 1-3 and partial scripts for chapters 4, 9, and 11.