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 │   0.990732 │
│ 2018-01-02 │   0.128104 │
│ 2018-01-03 │   0.092666 │
│ 2018-01-04 │  0.0159807 │
│ 2018-01-05 │  0.0154083 │
│ 2018-01-06 │   0.253166 │
│ 2018-01-07 │   0.438553 │
│ 2018-01-08 │  0.0868909 │
│     ⋮      │     ⋮      │
│ 2018-12-25 │ 0.00269018 │
│ 2018-12-26 │   0.300473 │
│ 2018-12-27 │   0.266403 │
│ 2018-12-28 │   0.775983 │
│ 2018-12-29 │   0.771511 │
│ 2018-12-30 │  0.0538688 │
│ 2018-12-31 │  0.0630461 │
└────────────┴────────────┘
           350 rows omitted