Hello,
i am half through reading the latest book written by Prof. Ruey Tsay, which he co-authored with his colleague Rong Chen and published in 2019, about nonlinear time series analysis. This book is intended to provide more an overview and focuses on implementation of various models in this area. Tsay and Chen provide many examples, unfortunately the code is in the R language. Some examples could be easily implemented in RATS, for example in the section on non-parametric analysis of univariate time series. But others require a deeper understanding of all the features of RATS and are more at expert level. Tsay's book on "Analysis of Financial Time Series" is already among the text books, where RATS code for the examples is provided. I suggest to include also this book in the list of textbook examples. Would it be possible to provide also example code for this book?
Best regards
PeterF