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.

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.