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I was going to answer a question about books for time series. However, in comments Andre Silva pointed out this answer (which is also a Community Wiki) and this other answer.

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?

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    $\begingroup$ I provided the links to help the OP finding an answer. I think that question was a duplicate. I did not flag it as duplicate, because I've had some flags declined recently and could not understand why. If it is not a duplicate, then the OP being aware of such links, he/she can explain why it is not a dupe (if it is the case). $\endgroup$
    – Andre Silva
    Jan 6, 2017 at 11:56
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    $\begingroup$ @AndreSilva sure, I wasn't criticising your approach, I think you did the right thing by taking the time to make a search & post the links. $\endgroup$
    – DeltaIV
    Jan 6, 2017 at 12:54
  • $\begingroup$ At times I have done both (not on book recommendation threads but I don't see why that would be an exception. $\endgroup$
    – Michael R. Chernick
    Jan 7, 2017 at 4:45

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Absolutely fine—in my opinion the best thing to do. Several threads have already been merged with Books for self-studying time series analysis? & doubtless more will be. Questions asking for textbook recommendations are often differentiated only by rather specific, personal requirements that are barely reflected in the answers: it's best to aim for a single well-curated thread with a set of answers describing each book well, providing readers with the information to make their own decisions.

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