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I want a deep, mathematical understanding of time series (at the level of a statistics major). I intend to use this knowledge for forecasting for fun (probably in finance but can branch out).

Where should I start? I'm looking for a brief outline of what to do, e.g. learn book A, then learn book B, then try predict C using D.

Please provide (at least) a brief reason for your recommendations! :)

Andre Silva
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Jester Tran
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    http://stats.stackexchange.com/questions/20514/books-for-self-studying-time-series-analysis and http://stats.stackexchange.com/questions/9667/learning-material-about-time-series. – Andre Silva Jan 05 '17 at 14:30

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