The following R script files were used to create the
examples presented in the book. The scripts were tested under R 3.0.3 Almost
all of the data required for the examples is included
in the MFTSR package available on Rforge.

Chapter 2:
Time
Series Manipulation

Chapter 3: Time Series
Concepts

Chapter 4: Unit Root Tests, Variance Ratio Tests, and
Long Memory Memory

Chapter 5:
Modeling
Extreme Values

Chapter 6:
Time
Series Regression

Chapter 7: Univariate GARCH

Chapter 10:
Systems
of Regression Eqations

Chapter 11:
VAR
Models

Chapter 12:
Cointegration

Chapter 13: Multivariate
GARCH

Chapter 14:
State
Space Models

Chapter 15:
Factor
Models

Chapter 16:
Term
Structure

Chapter 18: Nonlinear Models

Chapter 19:
Copulas.

Chapter 20:
Continuous Time Financial Models

Chapter 21:
Generalized Method of Moments