Thank you for your answers! The first two books might definitely be something for me. Hamilton is too advanced (at least for now). I would like to get a deeper understanding for time series analysis and yes I also have to complete an exam. Often, I am afraid, it is simply my rather weak mathematical skills that prevent me from grasping certain things. Like, if someone states that the random walk model is just a special case of an AR(1)-model and then writes down the general solution to the random walk model, I would like to be able to understand how the solution is reached (what I have to calculate). So here it is clearly a math problem.But in general, I would like to be able to really understand the concepts and what they can be applied for. In the course I am taking, the concepts are simply presented, but no application possibilities are mentioned. So, basically, they just throw a ARIMA Model at me and I have no clue what it means, nor what it can be used for. That's why I said, I'd like to get some tutoring or a book that explains the concepts from a more applied perspective. I am particularly interested in applications for finance topics. Is the E-views manual available for free somewhere? Let me ask some beginner's questions. Why does one use autoregressive models in finance? Is it to look at the past in order to make forecasts and if so, are they useful ingeneral or just some concepts due to the lack of better ones? What's the difference between an autoregressive process and autocovariance? What does the autocovariance function tell me?Thank you very much!