I have a problem - I bought a book "Introduction to Time Series and Forecasting" by Brockwell and Davis. The first chapter was ok, but now at chapter 2 I am totally lost - I cannot figure the main idea of the explanation, and I cannot figure the intermediate steps in the author results - so the maths becomes useless. I have no background in stochastic processes.  Can someone recommend a book similar to Brockwell &amp; Davis in contents, but where proofs are given without "It can be shown that..." (with intermediate steps), and which has a more coherent explanations since I do not understand anymore why the author is giving the details of all these propositions in Brockwell book. I need the book for self-study.
I started by Time Series Analysis by Hamilton, but I am lost hopelessly. This book is really too theoretical for me to learn by myself.   Does anybody have a recommendation for a textbook on time series analysis that's suitable for self-study?
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