The missing value in Julia is called missing. It is a singleton of type Missing. You can create a vector of missing values like this:
v = Vector{Missing}(undef, 5)
# 5-element Array{Missing,1}:
# missing
# missing
# missing
# missing
# missing
Or, more conveniently using fill:
v = fill(missing, 5)
Be warned, though, that unlike in R, Missing does not share a type with other numeric types: it is its own type. Notice what happens when you try to put a Float64 into a vector of Missings:
v = fill(missing, 5)
# 5-element Array{Missing,1}:
# missing
# missing
# missing
# missing
# missing
v[1] = 3.14
# ERROR: MethodError: convert(::Type{Union{}}, ::Float64) is ambiguous.
This means if you want to create a vector containing only missing values, but you want it to also be able to contain a numeric value like a Float64, you should be explicit:
v = convert(Array{Union{Float64,Missing}}, v)
# 5-element Array{Union{Missing, Float64},1}:
# missing
# missing
# missing
# missing
# missing
v[1] = 3.14;
v
# 5-element Array{Union{Missing, Float64},1}:
# 3.14
# missing
# missing
# missing
# missing