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Time series

Thanks for the replies. I went over the basics at cmu but I think I wanna go more in depth my self. I look into these!
Tsay Analysis of FInancial time Series and Tsay An introduction of financial time series in R are very similar books.

I ended up using both, with peeks at Brockwell Davis to supplement lectures.
Anyone have experience with this book? It looks interesting from the content.