Reddit mentions of Forecasting: principles and practice

I recommen Practical Time Series Forecasting with R and Forecasting: principles and practice

Sure no problem. I went thought the first few chapters in this book by Tsay:

 

https://www.amazon.com/Analysis-Financial-Time-Ruey-Tsay/dp/0470414359

 

Then I downloaded free finance data online where I could find it and also from this site called Quandl:

 

https://www.quandl.com/

 

I then loaded the data into a database and wrote a small application (using python, R, and java) to pull the time series data from the database and implement the calculations that I understood in that book.

 

I talked about this project in my cover letter for any job I applied to. It was definitely helpful in job interviews to be able to discuss what I had done. I also learned a lot because when I started I didn't have very much experience with programming so it was definitely a good learning experience.

If you want help getting started, let me know what questions you have and i'll send you some notes.

 

Edit: The book below (by Makridakis/Hyndman) is much simpler book and is a better introduction to time series than the book in the first link above. I read this first got a basic understanding of time series and forecasting. After getting through a few chapters in Hyndman, the Tsay book is much easier to understand. But in either case building small application that implement these methods in either of these books is a great exercise.

 

https://www.amazon.com/Forecasting-principles-practice-Rob-Hyndman/dp/0987507109/

 

You can also get the contents of that book for free at this link:

 

https://www.otexts.org/fpp

I started reading this book and it seems pretty good. It would be a good reference, and I think it covers some of working with others.

https://www.amazon.com/Forecasting-principles-practice-Rob-Hyndman/dp/0987507109