You ought to take a couse in econometrics. You’ll get theory and empirical tools, which are necessary. But, that’s not practical for most, so why not teach yourself by reading one or more of the following.
Studenmund: Understanding Econometrics – A mostly verbal introduction to econometrics by a baseball fan. Well-written and not intimidating.
Kennedy: A Guide to Econometrics — A quick and practical guide that is affordable.
Wooldridge: Introductory Econometrics – My favorite intro book.
Stock and Watson: Introduction to Econometrics — I like this book a good bit.