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 │  0.516199 │
│ 2018-01-02 │  0.628974 │
│ 2018-01-03 │  0.370417 │
│ 2018-01-04 │  0.615362 │
│ 2018-01-05 │  0.570177 │
│ 2018-01-06 │  0.729478 │
│ 2018-01-07 │  0.292938 │
│ 2018-01-08 │  0.380919 │
│     ⋮      │     ⋮     │
│ 2018-12-25 │  0.532455 │
│ 2018-12-26 │  0.663672 │
│ 2018-12-27 │  0.080594 │
│ 2018-12-28 │   0.75637 │
│ 2018-12-29 │  0.548931 │
│ 2018-12-30 │  0.448431 │
│ 2018-12-31 │  0.340406 │
└────────────┴───────────┘
          350 rows omitted