Online material to learn time series analysis My question is if there are any good online materials for learning this. Something that introduces things well, especially ARMA models and the related math. 
Edit: I'm looking for something of the high-end undergraduate level. Something like in Brockwell and Davis' Introduction to Time Series and Forecasting
 A: As per my comment I am not certain what you are looking for, but when I am fitting time series after a bit of a hiatus from them I tend to grab my copy of Time Series Analysis and Its Applications for more theory questions and I look at a few different sites online (also do some googling to see if there are any sweet new ones):


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*http://cran.r-project.org/web/views/TimeSeries.html
The CRAN taskview on time series gives you a good look at just how many things you can do


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*http://www.stat.pitt.edu/stoffer/tsa2/R_time_series_quick_fix.htm
Is a nice walk through of some time series analysis in R. I personally do much of my statistical learning through example (which generally means following guides like this in R), so this guide is a favorite of mine.


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*http://www.duke.edu/~rnau/411arim.htm
This link is a decent look at ARIMA outside of R, it walks you through what different models mean.
Finally, you can always check out wikipedia if you are just looking for statements for formulas. These are just the ones I have book marked, so maybe some other folks will contribute their favorites. As I said in comments, if you expand on what you are looking for more specifically you can probably get better links from me or one of the folks that follow time series closer than I do.
A: Personally, I think this webpage is a fantastic resource for time series analysis, particularly since it provides R code.
A: There are some good, free, online resources:


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*The Little Book of R for Time Series, by Avril Coghlan (also available in print, reasonably cheap) - I haven't read through this all, but it looks like it's well written, has some good examples, and starts basically from scratch (ie. easy to get into).

*Chapter 15, Statistics with R, by Vincent Zoonekynd - Decent intro, but probably slightly more advanced. I find that there's too much (poorly commented) code, and not enough explanation thereof. 

