I have been looking into time series analysis topics recently. Here’s a list of resources that I have found useful so far. I’ll update this if I find more stuff:
* Free PDF Text: A First Course on Time Series Analysis – From the University of Wurzburg.
* http://www.statsoft.com/textbook/time-series-analysis/ – This is actually a website for StatSoft, which sells time series analysis software. This particular page is light on mathematics and method, but it provides a good, example based overview of various time series methods. It’s a good spring board for learning about specific methods and their applicaions.
* MIT Open Courseware – Specifically, the reading list and course outline are good pointers to material.
* Time Series Analysis ( Google Books ) – Canonical text by James Hamilton. This is the required text for the MIT Open Courseware class.