This book aims to ful?l that need in the area of time series to enable the non-specialist to progress, at a fairly quick pace, to a level where they can con?dently apply a range of time series methods to a variety of data sets. The book assumes the reader has a knowledge typical of a ?rst-year university statistics course and is based around lecture notes from a range of time series courses that we have taught over the last twenty years. Some of this material has been delivered to postgraduate ?nance students during a concentrated six-week course and was well received, so a selection of the material could be mastered in a concentrated course, although in general it would be more suited to being spread over a complete semester.