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Time Series book recommendation

Joined
9/1/16
Messages
17
Points
13
Seeking a book with good practical content.

Anything better than this ?

Analysis of Financial Time Series, 3rd Edition
Ruey S. Tsay
 
Last edited:
>Seeking a book ...
In USSR they used to say: the best fish is a sausage.

So instead of reading books. find a real world problem and try to fit the best model (e.g. in the sense of QQ-Plot) from numerous R-packages.
 
>Seeking a book ...
In USSR they used to say: the best fish is a sausage.

So instead of reading books. find a real world problem and try to fit the best model (e.g. in the sense of QQ-Plot) from numerous R-packages.

Many Russian numerical analysis books (MIR) start with a specific problem "in the middle", work it out in detail and then extend the ideas to other problems.
 
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