A Julia implementation of basic tools for time series analysis compatible with incomplete data.
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Advanced estimation and validation algorithms are included in MessyTimeSeriesOptim.
Installation
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")