<p>I was going to answer <a href="https://stats.stackexchange.com/q/254534/58675">a question about books for time series</a>. However, in comments Andre Silva pointed out <a href="https://stats.stackexchange.com/questions/20514/books-for-self-studying-time-series-analysis">this answer</a> (which is also a Community Wiki) and <a href="https://stats.stackexchange.com/questions/9667/learning-material-about-time-series">this other answer</a>. </p>

<p>Now, the latest question is slightly different because the user specifically asks for (at least) two books, the first one very theoretical and not specifically related to forecasting, and a more applied second one, targeted at forecasting. Thus, in principle, the user might not be satisfied by Andre Silva's links. However, to avoid duplicating (or nearly duplicating) questions, I was thinking of adding my answer to the Community Wiki question, and let the user know with a comment. I think that's fine, what do you say?</p>
