Although there are various handbooks and books in the market, i suggest you using SPSS statistics base 17.0 user's guide. Its a very comprehensive and applicable source which is free.
For books on econometrics and R have a look at http://robjhyndman.com/hyndsight/econometrics-and-r/. In addition to these there are als many good books on R and finance. See https://www.r-bloggers.com/a-book-list-of-learning-financial-data-analysis-using-r-rstats-finance/. Many textbooks now have supplements which give programs/data to replicate any applied econometric analysis in the books. For example Martin , Hurn and Harris, Econometric modelling with time series allows replication in R, Matlab and Gauss. The Estima site contains replication files in RATS. Wooldridge's cross section and panel data book contains many examples of STATA code. The Cameron and Trivedi Microeconometrics and Microeconometrics using STATA are also relevant.