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| Example | Description | RATS Level |
| tsayp011.rpf | Descriptive statistics | Intermediate |
| tsayp019.rpf | Graphics examples | Basic |
| tsayp021.rpf | Kernel density estimation | Intermediate |
| tsayp033.rpf | Graphing autocorrelations | Basic |
| tsayp042.rpf | AR models, analysis of roots | Intermediate |
| tsayp047.rpf | AR models | Intermediate |
| tsayp060.rpf | MA order | Basic |
| tsayp078.rpf | Unit root test | Basic |
| tsayp079.rpf | Unit root test | Basic |
| tsayp081.rpf | Seasonal ARMA model | Basic |
| tsayp086.rpf | Seasonal ARMA model | Basic |
| tsayp090.rpf | ARMA-X model | Basic |
| tsayp111.rpf | Graphing volatility statistics | Basic |
| tsayp116.rpf | Graphing volatility statistics | Basic |
| tsayp123.rpf | ARCH model | Basic |
| tsayp131.rpf | ARCH model | Basic |
| tsayp134.rpf | ARCH and GARCH models | Intermediate |
| tsayp145.rpf | EGARCH model | Basic |
| tsayp151.rpf | CHARMA model | Advanced |
| tsayp155.rpf | GARCH model (univariate/non-standard form) | Advanced |
| tsayp158.rpf | GARCH model (univariate with spillovers) | Advanced |
| tsayp160.rpf | Sample volatility estimates | Advanced |
| tsayp178.rpf | Bilinear model | Intermediate |
| tsayp180.rpf | STAR model | Advanced |
| tsayp182.rpf | Asymmetrical GARCH model | Advanced |
| tsayp185.rpf | STAR-ARCH model | Advanced |
| tsayp188.rpf | Markov Switching model | Advanced |
| tsayp196.rpf | Non-parametric regression | Basic |
| tsayp203.rpf | Neural network | Intermediate |
| tsayp204.rpf | Neural network | Intermediate |
| tsayp218.rpf | Nonlinear AR models | Advanced |
| tsayp238.rpf | Tick data | Advanced |
| tsayp241.rpf | Tick data | Advanced |
| tsayp243.rpf | Tick data | Advanced |
| tsayp250.rpf | Ordered probit model | Advanced |
| tsayp261.rpf | ACD models | Advanced |
| tsayp264.rpf | ACD models | Advanced |
| tsayp268.rpf | Transactions models | Advanced |
| tsayp270.rpf | ACD models | Advanced |
| tsayp295.rpf | Geometric Brownian Motion | Basic |
| tsayp296.rpf | Geometric Brownian Motion | Basic |
| tsayp302.rpf | Black-Scholes | Basic |
| tsayp305.rpf | Black-Scholes | Advanced |
| tsayp330.rpf | Value at Risk (VaR) using GARCH | Intermediate |
| tsayp334.rpf | Value at Risk (VaR) using GARCH | Intermediate |
| tsayp338.rpf | Value at Risk (VaR) using GARCH, multi-step | Basic |
| tsayp339.rpf | Value at Risk (VaR) using quantiles | Basic |
| tsayp340.rpf | Value at Risk (VaR) using quantiles | Basic |
| tsayp348.rpf | Generalized Extreme Value-tail index estimation | Advanced |
| tsayp355.rpf | Value at Risk (VaR) using GEV | Intermediate |
| tsayp364.rpf | Value at Risk (VaR) using GEV, GPD | Advanced |
| tsayp373.rpf | Value at Risk (VaR) using GEV with explanatory variables | Advanced |
| tsayp383.rpf | Extremal index | Advanced |
| tsayp393.rpf | Cross correlation tables | Intermediate |
| tsayp395.rpf | Cross correlation tables | Basic |
| tsayp407.rpf | Vector autoregression (VAR) | Intermediate |
| tsayp421.rpf | Vector ARMA model | Advanced |
| tsayp425.rpf | Vector ARMA model | Advanced |
| tsayp438.rpf | Vector Error Correction model (VECM) | Intermediate |
| tsayp445.rpf | Threshold cointegration model | Advanced |
| tsayp449.rpf | Vector Error Correction model (VECM) | Intermediate |
| tsayp470.rpf | Single Factor model | Advanced |
| tsayp475.rpf | Multiple (macroeconomic) factor model | Advanced |
| tsayp478.rpf | BARRA factor model | Advanced |
| tsayp485.rpf | Principal components factor model | Intermediate |
| tsayp493.rpf | Maximum likelihood factor model | Advanced |
| tsayp495.rpf | Maximum likelihood factor model | Advanced |
| tsayp500.rpf | Asymptotic principal components model | Advanced |
| tsayp507.rpf | MV-GARCH (EWMA) | Intermediate |
| tsayp511.rpf | MV-GARCH (DVEC) | Advanced |
| tsayp514.rpf | MV-GARCH (BEKK) | Intermediate |
| tsayp523.rpf | MV-GARCH (CC) | Intermediate |
| tsayp524.rpf | MV-GARCH (time varying correlations) | Advanced |
| tsayp532.rpf | MV-GARCH (DCC) | Basic |
| tsayp538.rpf | MV-GARCH (Cholesky factor model) | Advanced |
| tsayp544.rpf | MV-GARCH (principal factors) | Advanced |
| tsayp546.rpf | MV-GARCH VaR calculations | Intermediate |
| tsayp559.rpf | State-space model (local level) | Intermediate |
| tsayp602.rpf | State-space model (time varying CAPM) | Advanced |
| tsayp605.rpf | State-space model (unobservable components) | Advanced |
| tsayp627.rpf | Gibbs sampling (AR regression model) | Expert |
| tsayp635.rpf | Gibbs sampling (outlier detection) | Expert |
| tsayp640.rpf | Gibbs sampling (stochastic volatility) | Expert |
| tsayp658.rpf | Gibbs sampling (multivariate SV) | Expert |
| tsayp663.rpf | Gibbs sampling (Markov switching GARCH) | Expert |