There are lots of great material on Time Series Analysis subject in the internet, buts its always a challenge to figure out a ready list of top books on Time Series Analysis that one can refer to immediately. Even though online materials are good, but nothing can beat the depth of coverage that a book can offer. Hence, we researched the list of Time Series Analysis books which are used by students worldwide and came up with top 10 Book Recommendations on Time Series Analysis subject. These books can be used as a great starting point for anyone studying Time Series Analysis and can also be used as a ready reference for Under-Graduate and Post-Graduate programs.
Most of these Time Series Analysis books are also in the best-seller lists in Amazon website. We have added a brief description of these best books and have also included direct links to Amazon site (as affiliate). This allows anyone to directly visit the site and order printed copies of these best books.
Here is the full list of best reference books on Time Series Analysis.
|1. “The Analysis of Time Series: An Introduction” by C. Chatfield|
|2. “Time Series Analysis Forecasting and Control” by G.E.P. Box and G.M. Jenkins|
|3. “Time Series Analysis” by James Douglas Hamilton|
|4. ” Time Series Analysis: With Applications in R ” by Jonathan D. Cryer and Kung-Sik Chan|
|5. ” Introduction to Time Series Analysis and Forecasting ” by Douglas C. Montgomery and Cheryl L. Jennings|
|6. ” Time Series Analysis: Forecasting and Control ” by George E. P. Box and Gwilym M. Jenkins|
|7. ” Introduction to Time Series Analysis ” by Mark Pickup|
|8. ” Analysis of Financial Time Series ” by Ruey S. Tsay|
|9. ” New Introduction to Multiple Time Series Analysis ” by Helmut Lütkepohl|
|10. ” Nonlinear Time Series Analysis ” by Holger Kantz and Thomas Schreiber|
If any more book needs to be added to the list of best books on Time Series Analysis Subject, please let us know.
Sanfoundry Global Education & Learning Series – Best Reference Books!