Brockwell & Davis, ITSM, 2nd edition
Brockwell & Davis, ITSM, 2nd edition
The attached zip has the examples from Brockwell and Davis, Introduction to Time Series and Forecasting , 2e, 2002, Springer-Verlag. This is an introductory time series book written by a pair of statisticians, so there are slight differences in presentation from what is commonly used in business/economics books of a similar type. For instance, vector autoregressions are estimated using Yule-Walker equations, which enforces stationarity, while econometricians generally use OLS which doesn't. Most of the examples are fairly short, demonstrating one operation at a time.