Companion to Tsay (2005) Analysis of Financial Time Series CRAN Task View: Econometrics (http://CRAN.R-project.org/view=Econometrics) CRAN Task View: TimeSeries (http://CRAN.R-project.org/view=TimeSeries) R companion to Tsay (2005) Analysis of Financial Time Series, 2nd ed. (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. Software Depends: zoo, graphics Suggests: fCalendar, moments, distrEx, tseries, urca, lmtest, sandwich, psych, GPArotation, fUtilities, chron, polynom, fUnitRoots, e1071 Spencer Graves <spencer.graves@prodsyse.com> Spencer Graves GPL (>= 2) 2009-12-16 application/tgz http://CRAN.R-project.org/package=FinTS