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Time Series Analysis : Univariate and Multivariate Methods (2nd Edition)

Обложка книги Time Series Analysis : Univariate and Multivariate Methods (2nd Edition)

Time Series Analysis : Univariate and Multivariate Methods (2nd Edition)

This is the best book for Time Series. It's well written and full of examples and exercises. Chapter 2 and 3 are the difficult parts. You can read them a few times at first. Then after you finish chapter 4-6, come back to read 2 and 3 again and you will grasp a great deal out of it.
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