时间序列分析：课件+数据+用R语言代码，在厦大的学习资料整理



教学参考用书：
• Textbooks:
Jonathan D. Cryer and Kung-sik Chan (2010).
Time Series Analysis with applications in R
• Software: R download from http://cran.r-project.org
• Reference books
– Ruey S. Tsay (2010). Analysis of Financial Time Series
– David Ruppert (2011). Statistics and Data Analysisfor Financial Engineering
– O‘Reilly (2010). R in a nutshell.