Solved – Books for self-studying time series analysis

Question

I started by Time Series Analysis by Hamilton, but I am lost hopelessly. This book is really too theoretical for me to learn by myself.

Does anybody have a recommendation for a textbook on time series analysis that's suitable for self-study?

Answer 1

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I would recommed the following books:

1. Time Series Analysis and Its Applications: With R Examples, Third Edition, by Robert H. Shumway and David S. Stoffer, Springer Verlag.
2. Time Series Analysis and Forecasting by Example, 1st Edition, by Søren Bisgaard and Murat Kulahci, John Wiley & Sons.

I hope it helps you. Best of luck!