# Time Series Analysis in Julia resources?

**URL:** <https://discourse.julialang.org/t/time-series-analysis-in-julia-resources/128597>\
**Category:** General Usage\
**Created:** [May 1, 2025, 2:56pm UTC](https://discourse.julialang.org/t/time-series-analysis-in-julia-resources/128597 "2025-05-01T14:56:32Z")\
**Posts on this page:** 2\
**Page:** 1

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**Author:** ![Snowy](https://sea2.discourse-cdn.com/julialang/user_avatar/discourse.julialang.org/snowy/32/36765_2.png) [@Snowy](https://discourse.julialang.org/u/Snowy)\
**Post date:** [May 1, 2025, 2:56pm UTC](https://discourse.julialang.org/t/time-series-analysis-in-julia-resources/128597/1 "2025-05-01T14:56:32Z")

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Hi all!  
I’m starting a new job in a few weeks doing forecasting / time series analysis. I’d like to use Julia in my new role. I know R for time series is _probably_ the better choice, but Julia is the language that I’m more familiar with generally, so I am planning on using Julia. Currently their model is just Excel based, so I have a lot of flexibility here.

Beyond just a list of packages, I was wondering if anyone knows of any time series resources in Julia? (E.g. [econometrics-with-r](https://www.econometrics-with-r.org/14-ittsraf.html), [forecasting principals and practice with r](https://otexts.com/fpp2/), etc.)

Thanks!

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**Author:** ![baggepinnen](https://sea2.discourse-cdn.com/julialang/user_avatar/discourse.julialang.org/baggepinnen/32/693_2.png) [@baggepinnen](https://discourse.julialang.org/u/baggepinnen)\
**Post date:** [May 1, 2025, 3:04pm UTC](https://discourse.julialang.org/t/time-series-analysis-in-julia-resources/128597/2 "2025-05-01T15:04:59Z")

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See this continuously updated list

> [@Time-series in Julia (working list)](https://discourse.julialang.org/t/time-series-in-julia-working-list/62539):
>
> Here is a summary of time series in Julia. (Ported from [this thread](https://discourse.julialang.org/t/how-can-we-create-a-leaner-ecosystem-for-julia/32904).) This is a Julia version of [CRAN Task View: Time Series Analysis](https://cran.r-project.org/web/views/TimeSeries.html). TL;DR [ARCHModels](https://github.com/s-broda/ARCHModels.jl) is the most developed volatility model pkg in Julia (it also fits ARMA models & does auto tuning) [StateSpaceModels](https://github.com/LAMPSPUC/StateSpaceModels.jl) is the most developed univariate TS pkg in Julia [TSAnalysis](https://github.com/fipelle/TSAnalysis.jl) is the most developed multivariate TS pkg in Julia Please comment w/ relevant code I missed 1: Working with TS data in Julia: Package Description Note [T…](https://github.com/JuliaStats/TimeSeries.jl)