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 │ 0.942549 │
│ 2018-01-02 │ 0.612459 │
│ 2018-01-03 │ 0.556892 │
│ 2018-01-04 │ 0.669266 │
│ 2018-01-05 │ 0.845362 │
│ 2018-01-06 │ 0.421293 │
│ 2018-01-07 │ 0.812686 │
│ 2018-01-08 │ 0.313154 │
│     ⋮      │    ⋮     │
│ 2018-12-25 │ 0.341297 │
│ 2018-12-26 │ 0.372747 │
│ 2018-12-27 │ 0.290989 │
│ 2018-12-28 │  0.63201 │
│ 2018-12-29 │  0.70439 │
│ 2018-12-30 │ 0.141112 │
│ 2018-12-31 │ 0.380421 │
└────────────┴──────────┘
         350 rows omitted