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 │   0.762576 │
│ 2018-01-02 │   0.808459 │
│ 2018-01-03 │    0.34345 │
│ 2018-01-04 │   0.556236 │
│ 2018-01-05 │ 0.00843899 │
│ 2018-01-06 │   0.422886 │
│ 2018-01-07 │   0.536475 │
│ 2018-01-08 │   0.727638 │
│     ⋮      │     ⋮      │
│ 2018-12-25 │   0.323377 │
│ 2018-12-26 │   0.115284 │
│ 2018-12-27 │   0.370041 │
│ 2018-12-28 │   0.515762 │
│ 2018-12-29 │   0.929275 │
│ 2018-12-30 │   0.274076 │
│ 2018-12-31 │   0.372203 │
└────────────┴────────────┘
           350 rows omitted