The online book on time series forecasting methods by Rob Hyndman and George Athanasopoulos has been completed and was announced on the Hyndsight blog. It is a very accessible book and worth reading to understand time series methodology and useful strategies for making predictions using these models.
Modern Applied Statistics with S (Statistics and Computing) W.N. Venables, B.D. Ripley
Mixed-Effects Models in S and S-PLUS (Statistics and Computing) José Pinheiro, Douglas Bates