Hi,
I would like to calculate some basic statistics on a TimeSeries - mean and standard deviation, however I get an error:
std(ts_data[:RandomWalk])
ERROR: MethodError: no method matching /(::Tuple{Date,Array{Float64,1}}, ::Int64)
What is the correct way of doing this:
using Temporal, Base.Dates
date_array=collect(Dates.today()-Day(365):Day(1):today())
random_walk = cumsum(randn(length(date_array)))+100.00
ts_data = TS(random_walk, date_array, :RandomWalk)
std(ts_data[:RandomWalk])
Thank you for your help!
replace the last line
std((ts_data[:RandomWalk]).values)
… or submit an issue about this to Temporal.jl on github (or both)
with all Temporal.jl series, you can take a column temporal_series[:colname]
and get its values (shorn of the dates) as a vector:
temporal_series[:colname].values
and you can get the dates as a vector:
temporal_series.index