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 │ 0.961764 │
│ 2018-01-02 │ 0.634466 │
│ 2018-01-03 │ 0.147636 │
│ 2018-01-04 │ 0.577634 │
│ 2018-01-05 │ 0.099597 │
│ 2018-01-06 │ 0.904244 │
│ 2018-01-07 │  0.75619 │
│ 2018-01-08 │ 0.395099 │
│     ⋮      │    ⋮     │
│ 2018-12-25 │ 0.879847 │
│ 2018-12-26 │ 0.558374 │
│ 2018-12-27 │ 0.947887 │
│ 2018-12-28 │ 0.122005 │
│ 2018-12-29 │ 0.153264 │
│ 2018-12-30 │ 0.859027 │
│ 2018-12-31 │ 0.357222 │
└────────────┴──────────┘
         350 rows omitted