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010 a| 2013017803;

020 a| 9781118617793 (pdf);

020 z| 9781118617908 (hardback);

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100 1 a| Tsay, Ruey S.,d| 1951-=| ^A511127;

245 10 a| Multivariate time series analysish| [electronic resource] :b| with R and financial applications /c| Ruey S. Tsay, Booth School of Business, University of Chicago, Chicago, IL.;

260 a| Hoboken, New Jersey :b| John Wiley & Sons,c| [2013];

300 a| 1 online resource.;

490 1 a| Wiley Series in probability and statistics.;

504 a| Includes bibliographical references and index.;

506 a| Available only to authorized users.;

520 a| "Since the publication of his first book, Analysis of Financial Time Series, Ruey Tsay has become one of the most influential and prominent experts on the topic of time series. Different from the traditional and oftentimes complex approach to multivariate (MV) time series, this sequel book emphasizes structural specification, which results in simplified parsimonious VARMA modeling and, hence, eases comprehension. Through a fundamental balance between theory and applications, the book supplies readers with an accessible approach to financial econometric models and their applications to real-world empirical research. The book utilizes the freely available R software package to explore complex data and illustrate related computation and analyses in a user-friendly way. An author-maintained website features additional data sets in R, Matlab and Stata scripts so readers can create their own simulations and test their comprehension of the presented techniques"--c| Provided by publisher.;

538 a| Mode of access: World Wide Web;

588 a| Description based on print version record and CIP data provided by publisher.;

650 0 a| Time-series analysis.=| ^A7961;

650 0 a| R (Computer program language)=| ^A523882;

650 0 a| Econometric models.=| ^A164724;

650 7 a| MATHEMATICS / Probability & Statistics / General.2| bisacsh;

655 0 a| Electronic books.=| ^A491897;

776 08 i| Print version:a| Tsay, Ruey S., 1951-t| Multivariate time series analysisd| Hoboken, New Jersey : John Wiley & Sons, [2013]z| 9781118617908w| (DLC) 2013009453;

856 40 z| Full text available from Ebook Central - Academic Completeu| https://ebookcentral.proquest.com/lib/eastcarolina/detail.action?docID=7103878;

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999 a| CLICK ON WEB ADDRESSw| ASISc| 1i| 5925275-3001l| MNETm| JMUSICr| Ys| Yt| MNESSBKu| 10/14/2022x| EBOOKz| JERESOURCE;

Multivariate time series analysis with R and financial applications / Ruey S. Tsay, Booth School of Business, University of Chicago, Chicago, IL.

Author/creator	Tsay, Ruey S., 1951-
Format	Electronic
Publication Info	Hoboken, New Jersey : John Wiley & Sons, [2013]
Description	1 online resource.
Supplemental Content	Full text available from Ebook Central - Academic Complete
Subjects	Time-series analysis. R (Computer program language) Econometric models.

Series	Wiley Series in probability and statistics.
Abstract	"Since the publication of his first book, Analysis of Financial Time Series, Ruey Tsay has become one of the most influential and prominent experts on the topic of time series. Different from the traditional and oftentimes complex approach to multivariate (MV) time series, this sequel book emphasizes structural specification, which results in simplified parsimonious VARMA modeling and, hence, eases comprehension. Through a fundamental balance between theory and applications, the book supplies readers with an accessible approach to financial econometric models and their applications to real-world empirical research. The book utilizes the freely available R software package to explore complex data and illustrate related computation and analyses in a user-friendly way. An author-maintained website features additional data sets in R, Matlab and Stata scripts so readers can create their own simulations and test their comprehension of the presented techniques"-- Provided by publisher.
Bibliography note	Includes bibliographical references and index.
Access restriction	Available only to authorized users.
Technical details	Mode of access: World Wide Web
Source of description	Description based on print version record and CIP data provided by publisher.
Issued in other form	Print version: Tsay, Ruey S., 1951- Multivariate time series analysis Hoboken, New Jersey : John Wiley & Sons, [2013] 9781118617908
Genre/form	Electronic books.
LCCN	2013017803
ISBN	9781118617793 (pdf)

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Multivariate time series analysis with R and financial applications / Ruey S. Tsay, Booth School of Business, University of Chicago, Chicago, IL.

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