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Do you know of a good set of exercises, preferably with solutions, that would help me learn Time Series by myself?

I was searching for solutions to the exercises of Shumway and Stoffer's «Time Series Analysis and its Applications», since it's the book I chose to follow, but I didn't find any...

Any help would be appreciated.

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  • $\begingroup$ If I remember correctly, Hamilton's Time Series Analysis (1994) contains questions and selected answers. $\endgroup$ Commented May 2, 2015 at 10:39
  • $\begingroup$ You might find questions/solutions in some popular econometrics textbooks if they contain chapters on time-series. For example, Gujarati's Basic Econometrics (2008) covers time-series very briefly and there exists a solution manual. Stock and Watson's Introduction to Econometrics (2010) would be similar; light theory and empirical applications. $\endgroup$ Commented May 2, 2015 at 10:46

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