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)
2018-01-01:1 day:2018-12-31

julia> ta = TimeArray(dates, rand(length(dates)))
365×1 TimeArray{Float64,1,Date,Array{Float64,1}} 2018-01-01 to 2018-12-31
│            │ A      │
├────────────┼────────┤
│ 2018-01-01 │ 0.9894 │
│ 2018-01-02 │ 0.0206 │
│ 2018-01-03 │ 0.1424 │
│ 2018-01-04 │ 0.328  │
│ 2018-01-05 │ 0.8914 │
│ 2018-01-06 │ 0.6302 │
│ 2018-01-07 │ 0.4105 │
│ 2018-01-08 │ 0.6603 │
│ 2018-01-09 │ 0.3085 │
   ⋮
│ 2018-12-24 │ 0.0359 │
│ 2018-12-25 │ 0.8761 │
│ 2018-12-26 │ 0.7293 │
│ 2018-12-27 │ 0.7775 │
│ 2018-12-28 │ 0.0686 │
│ 2018-12-29 │ 0.815  │
│ 2018-12-30 │ 0.3372 │
│ 2018-12-31 │ 0.8204 │