Getting Started

TimeSeries is a registered package. To add it to your Julia packages, simply do the following in REPL:

julia> Pkg.add("TimeSeries")

Throughout this tutorial, we'll be using historical financial data sets, which are made available in the MarketData package. MarketData is also registered and can be added:

julia> Pkg.add("MarketData")

To create dummy data without using the MarketData package, simply use the following code block:

julia> using Dates
julia> dates = Date(2018, 1, 1):Day(1):Date(2018, 12, 31)Date("2018-01-01"):Day(1):Date("2018-12-31")
julia> ta = TimeArray(dates, rand(length(dates)))365×1 TimeArray{Float64, 1, Date, Vector{Float64}} 2018-01-01 to 2018-12-31
┌────────────┬─────────────┐
│            │ A           │
├────────────┼─────────────┤
│ 2018-01-01 │   0.0794972 │
│ 2018-01-02 │   0.0912686 │
│ 2018-01-03 │    0.206929 │
│ 2018-01-04 │    0.346045 │
│ 2018-01-05 │    0.441978 │
│ 2018-01-06 │    0.157167 │
│ 2018-01-07 │    0.814305 │
│ 2018-01-08 │  0.00690698 │
│     ⋮      │      ⋮      │
│ 2018-12-25 │    0.982988 │
│ 2018-12-26 │ 0.000856534 │
│ 2018-12-27 │    0.513186 │
│ 2018-12-28 │    0.906955 │
│ 2018-12-29 │    0.567196 │
│ 2018-12-30 │    0.252062 │
│ 2018-12-31 │    0.198486 │
└────────────┴─────────────┘
            350 rows omitted