Good Resources for understanding Time Series Analysis

#1
Hi All,

I am new to time series analyst community. Basically I am an IT capacity planner and need to understand the concepts of Time series analysis. I am not from statistics background, so avoiding books covering the formula derivations, too much theory.

I have SAS ETS and HPF modules, but I want to understand time series concepts like ARIMA, AR, stationary/nonstationary series, white Noise test etc

Can you please tell me some good "practical" books, websites, course to learn all these things.

Cheers,
Neeraj
 

dss

New Member
#2
Hi Neeraj,

Try this book:

Forecasting: Methods and Applications (2rd Ed) Wiley
Makridakis, S; Wheelwright, S.C & Hyndman, R.J


It does not avoid maths but it gives you all the calculations behind the equations. Remember to use 2nd edition only.

Hope that helps.

Cheers,
Dilbag
 
#3