A Julia implementation of basic tools for time series analysis compatible with incomplete data.

Documentation

Advanced estimation and validation algorithms are included in MessyTimeSeriesOptim.

The package can be installed with the Julia package manager. From the Julia REPL, type ] to enter the Pkg REPL mode and run:

pkg> add MessyTimeSeries

Or, equivalently, via the Pkg API:

julia> import Pkg; Pkg.add("MessyTimeSeries")