第一次发帖，现奉上我留学用的一本时间序列的书，有需要的可以下载啊。
Introduction to Time Series and Forecasting Second Edition

by Peter J. Brockwell Richard A. Davis

Contents

1. Introduction
2. Stationary Processes
3. ARMA Models4. Spectral Analysis
5. Modeling and Forecasting with ARMA Processes

6. Nonstationary and Seasonal Time Series Models
7. Multivariate Time Series
8. State-Space Models
9. Forecasting Techniques
10. Further Topics