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The required textbook and software package is Diebold, Francis X., Elements of Forecasting, 4th ed., (with EViews Software 6.0) Thomson South-Western, 2007. ISBN 0324817606. The bundle, available from the bookstore, is quite expensive. While you are free to buy a used book online, you will also have to have a copy of the software. It can be purchased from its publisher separately for $39.95 plus $15 shipping and handling.
(Student edition of eviews does not support program files, but you can use these examples as guides and type commands on the command line. To download, rightclick and save as a .txt file.)
Forecast figure with confidence intervals (NYSE volume example)
Forecast figure with confidence intervals (Hawaii visitor arrivals example--exponential)
ARMA model selection (For use with the Hawaii Visitor Arrivals workfile, see below)
Day of the week Excel file. (Save it to disk and then do a "file/import/Read Text-Lotus-Excel..." from within your current EViews workfile. There are 7 series that will be imported, six day-of-the-week dummy variables and a series that you can ignore, called "weekday").
Day-of-week dummies (Excel)
Day-of-week dummies for Business Week Data (Excel)