My suggestion

Time Series Analysis: Forecasting and Control,

G.E.P. Box & G.M. Jenkins, 3E 1994, Prentice Hall

Applied Econometric Time Series, W. Enders, 1E 2E 1995 2003, Wiley & Sons

Time Series: Theory and Methods, P.J. Brockwell & R.A. Davis, 2E 1996, Springer

Time Series Analysis, J.D. Hamilton, 1994, Princeton

ARCH：Selected Readings, R.F. Engle, 1995, Oxford

Unit Roots, Cointegration and Structural Change,

G.S.S. Maddala & In-Moo Kim, 1999, Cambridge

Co-Integration, Error Correction, and the Econometric Analysis of Non-Stationary Data,

A. Banerjee, J. Dolado, D. Hendry, J.W. Galbraith, 1993, Oxford

The Econometric Analysis of Seasonal Time Series, E. Ghysels & D.R. Osborn, 2001, Cambridge

Time Series with Long Memory, P.M. Robinson, 2003, Oxford

晕

有没有中文的？先从简单的学起

有书吗？

All've done. Piece of cake.