SUMMARY - Time Series Book(s)

["Paul, David A" <paulda@BATTELLE.ORG>]

I have received several helpful replies in regards to my Time Series
Book question.  The replies are given below -- much thanks to
Dr. Laurent Ferrara and Dr. Eric Zivot.

 David Paul, Ph.D.
  Battelle Memorial Institute
  505 King Avenue
  Columbus, OH  43201
  614.424.3176
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Dear David Paul,

I published recently a book on time series methods with
S-Plus, however the book is written in French! You can
have some details on my home page located at :
http://lo.ferrara.free.fr

Best regards,

Dr. Laurent Ferrara,
Centre d'Observation Economique, Paris

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There are not many books that highlight the time series
capabilities of Splus. Modern applied statistics with splus,
springer-verlag, by venables and ripley has some very good
chapters on time series analysis. My book with Jiahui Wang,
modeling financial time series with splus, springer verlag,
highlights the new time series objects in splus and documents
the use of the FinMetrics module. Rene Carmona at Princeton
has also been writing a book focusing on time series analysis
in splus. Hope this helps. ez.

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*  Eric Zivot                                                  *
*  Associate Professor         phone:  206-543-6715            *
*  Department of Economics     fax:    206-685-7477            *
*  Box 353330                  email:  ezivot@u.washington.edu *
*  University of Washington                                    *
*  Seattle, WA 98195-3330                                      *
*                                                              *
*  www:  http://faculty.washington.edu/ezivot                  *
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