What is this about?
It's about time
Julia package containing utilities intended for Time Series analysis.
Warning: This package is under development and its functionality has not been thoroughly tested. Please, consider to report issues if you find any.
Featured Methods
acf: Auto-correlation or auto-covariance of univariate series.
ar: Multivariate Autoregressive Model.
arsim: Simulated Multivariate Autoregressive Model.
boxcox: Box-Cox transformation.
ccf: Cross-correlation or cros-covariance of two univariate series.
d: Lagged differences of a given order.
forecast: Forecast values of fitted time series models.
hma: Henderson moving average filter.
iboxcox: Inverse Box-Cox transformation.
loess: Locally estimated scatterplot smoothing.
p: Reverse lagged differences of a given order.
pacf: Partial Auto-correlation function.
sma: Simple moving average.
splot: Plot a seasonal plot.
stl: Seasonal and Trend decomposition using loess.
summarize: Statistical summary.