<p>The book I currently use for my time series class is &quot;<strong>Time Series Analysis and Its Applications With R Examples</strong>&quot; by <em>Shumway and Stoffer</em>, 4th edition. It's served me fine, and gives lots of example codes that you can plug into R and see what happens with example data.</p>

CC BY-SA 4.0
2020-11-26T22:01:56.717Z
2020-11-26T22:01:56.717Z
Kitsune Cavalry
<p>For my recent macro class, among all the recommended texts that we were given, myself and most of my classmates defaulted to Rob Hyndman's <a href="https://otexts.com/fpp2/" rel="nofollow noreferrer">&quot;Forecasting: Principles and Practice&quot;</a>--free online textbook, very clear explanations of all the basics of time series analysis, concrete examples in R, and a great <a href="https://pkg.robjhyndman.com/forecast/" rel="nofollow noreferrer">supporting R package(<code>forecast</code>)</a> that is widely used and worth learning alongside the book.  Highly recommended.</p>

CC BY-SA 4.0
2020-11-27T09:27:25.990Z
2020-11-27T09:27:25.990Z
anguyen1210
<p>Introduction to Econometrics by James H. Stock and Mark Watson has very beginner friendly chapters on time series analysis.</p>

CC BY-SA 4.0
2020-11-27T19:39:38.813Z
2020-11-27T19:39:38.813Z
csilvia
<p>The following book on Forecasting might help you. It is based on R software.</p>
<p><strong>Title</strong> Forecasting models – an overview with the help of R software : Time series - Past ,Present and Future</p>
<p><strong>ISBN:</strong> 9781081552800</p>
<p>The following contents are included</p>
<ol>
<li>ARIMA</li>
<li>GARCH</li>
<li>Vector Auto Regressive Model (VAR)</li>
<li>Spectral Analysis</li>
<li>Kalman Filtering</li>
<li>Neural Network models</li>
</ol>

CC BY-SA 4.0
2020-11-27T08:48:40.143Z
2020-11-27T08:48:40.143Z
statwork
<p>What are some time series texts that you would recommend to start studying? Some easy textbooks/lecture notes or step by step for undergraduate level.</p>
<p>I'm not so good at math/statistics.</p>

CC BY-SA 4.0
2020-11-26T22:03:13.303Z
This question would benefit from some elaboration. How much math or statistics do you know? Are you an undergraduate or graduate? What are you learning time series for? This will help people to give you a more honed in answer.
Kitsune Cavalry
CC BY-SA 4.0
2020-11-26T22:27:42.500Z
The best book in terms of the correct balance of math/intuition is this one here. Don't worry about it saying 'finance' in the title; it is mostly a pure time series book with some interesting applications.https://www.cambridge.org/core/books/introductory-econometrics-for-finance/75E9C608EA95A3AD87FB3BC683B9EBBF  He even has a series on YouTube - which follows it chapter by chapter.https://www.youtube.com/channel/UC0YkHcC4SUgxrpQ6WFPN-Fw/videos
EB3112
CC BY-SA 4.0
2020-11-27T20:50:24.633Z
you might also be interested in the following free e-book on introductory macro-econometrics which is very user friendly for undergraduates: https://www.timberlake.co.uk/macroeconometrics.html
Andrew M
<econometrics><reference-request><time-series>
Could you recommend a book or lecture notes about time series that is easy to understand?
RoutoCharles
# Could you recommend a book or lecture notes about time series that is easy to understand?

(Asked by: username_0 on 2020-11-26)

What are some time series texts that you would recommend to start studying? Some easy textbooks/lecture notes or step by step for undergraduate level.

I'm not so good at math/statistics.

**Tags:** econometrics, reference-request, time-series

> **Comments:**
> **username_1**: This question would benefit from some elaboration. How much math or statistics do you know? Are you an undergraduate or graduate? What are you learning time series for? This will help people to give you a more honed in answer.  
> **username_2**: The best book in terms of the correct balance of math/intuition is this one here. Don't worry about it saying 'finance' in the title; it is mostly a pure time series book with some interesting applications.https://www.cambridge.org/core/books/introductory-econometrics-for-finance/75E9C608EA95A3AD87FB3BC683B9EBBF  He even has a series on YouTube - which follows it chapter by chapter.https://www.youtube.com/channel/UC0YkHcC4SUgxrpQ6WFPN-Fw/videos  
> **username_3**: you might also be interested in the following free e-book on introductory macro-econometrics which is very user friendly for undergraduates: https://www.timberlake.co.uk/macroeconometrics.html  

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## 4 answers

### Answer by username_1 on 2020-11-26. Score: 6

The book I currently use for my time series class is "**Time Series Analysis and Its Applications With R Examples**" by *Shumway and Stoffer*, 4th edition. It's served me fine, and gives lots of example codes that you can plug into R and see what happens with example data.


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### Answer by username_4 on 2020-11-27. Score: 1

For my recent macro class, among all the recommended texts that we were given, myself and most of my classmates defaulted to Rob Hyndman's ["Forecasting: Principles and Practice"](https://otexts.com/fpp2/)--free online textbook, very clear explanations of all the basics of time series analysis, concrete examples in R, and a great [supporting R package(`forecast`)](https://pkg.robjhyndman.com/forecast/) that is widely used and worth learning alongside the book. Highly recommended.


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### Answer by username_5 on 2020-11-27. Score: 0

Introduction to Econometrics by James H. Stock and Mark Watson has very beginner friendly chapters on time series analysis.


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### Answer by username_6 on 2020-11-27. Score: 0

The following book on Forecasting might help you. It is based on R software.

**Title** Forecasting models – an overview with the help of R software : Time series - Past ,Present and Future

**ISBN:** 9781081552800

The following contents are included

1. ARIMA
2. GARCH
3. Vector Auto Regressive Model (VAR)
4. Spectral Analysis
5. Kalman Filtering
6. Neural Network models


---

