Time series data in Julia

A time series is a collection of observations of well-defined data items obtained via repeated measurements over time. This collection of quantitative observations is ordered, allowing us to understand the underlying structure. Examples of such data include the daily closing price of a company's stock, quarterly sales figures for a retailer, continuous monitoring of a person's blood glucose levels, or hourly air temperatures.

Julia's package ecosystem provides a powerful functionality for working with time series through the TimeSeries package. The package provides an extensive API that covers the full range of tasks, from reading and writing CSV files with temporal data, to filtering and segmenting time series, to mathematical and logical operators, and plotting. Let's add it to our toolbox:

julia> using Pkg 
pkg> add TimeSeries 

Now, let's get some time series data. The easiest thing we can do is to reach for the MarketData package, it provides open source...