Tsay写的最著名的书叫《Analysis of Financial Time Series》,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:
第二版的部分书籍介绍如下: Software packages used in the book: SCA (Scientific Computing Associates), S-Plus with FinMetrics (Insightful) RATS (Regression Analysis of Time Series), and ** 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
第三版的部分书籍介绍如下: The main software package used in the book is R: Other packages used are SCA (Scientific Computing Associates), S-Plus with FinMetrics (Insightful) RATS (Regression Analysis of Time Series).
Further Instructions and some demonstrations for using R and S-Plus can be found in my teaching web for Business 41202.
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。