A vast number of books and articles have been written on time series analysis. One of the clearest introductory guides is a little red book by Chatfield (1984) which is well worth reading. A much larger book by Brockwell and Davis (1991) goes into more details and is clearly illustrated. It also covers methods for multivariate time series analysis and forecasting. Bob Nau's ``Statistical Forecasting'' course at Duke University is a good online guide to how to go about forecasting time series (www.duke.edu/ rnau/411home.htm). Some humourous quotations about forecasting time series can be found at www.met.rdg.ac.uk/cag/STATS/quotes.html.