Time Series book recommendation

[chai_risk]

Seeking a book with good practical content.

Anything better than this ?

Analysis of Financial Time Series, 3rd Edition
Ruey S. Tsay

 

[yetanotherquant]

>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.

 

[Daniel Duffy]

>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.