Creates a time series chart with some extensions.

Draws a line chart and labels the x-axis with the appropriate dates. This is really a "primitive", since it extends the base plot and standardizes the elements of a chart. Adds attributes for shading areas of the timeline or aligning vertical lines along the timeline. This function is intended to be used inside other charting functions.

chart.TimeSeries(
  R,
  ...,
  auto.grid = TRUE,
  xaxis = TRUE,
  yaxis = TRUE,
  yaxis.right = FALSE,
  type = "l",
  lty = 1,
  lwd = 1,
  las = par("las"),
  main = "",
  ylab = "",
  xlab = "",
  date.format.in = "%Y-%m-%d",
  date.format = NULL,
  xlim = NULL,
  ylim = NULL,
  element.color = "darkgray",
  event.lines = NULL,
  event.labels = NULL,
  period.areas = NULL,
  event.color = "darkgray",
  period.color = "aliceblue",
  colorset = (1:12),
  pch = (1:12),
  legend.loc = NULL,
  ylog = FALSE,
  cex.axis = 0.8,
  cex.legend = 0.8,
  cex.lab = 1,
  cex.labels = 0.8,
  cex.main = 1,
  major.ticks = "auto",
  minor.ticks = TRUE,
  grid.color = "lightgray",
  grid.lty = "dotted",
  xaxis.labels = NULL,
  plot.engine = "default",
  yaxis.pct = FALSE
)

chart.TimeSeries.base(
  R,
  auto.grid,
  xaxis,
  yaxis,
  yaxis.right,
  type,
  lty,
  lwd,
  las,
  main,
  ylab,
  xlab,
  date.format.in,
  date.format,
  xlim,
  ylim,
  element.color,
  event.lines,
  event.labels,
  period.areas,
  event.color,
  period.color,
  colorset,
  pch,
  legend.loc,
  ylog,
  cex.axis,
  cex.legend,
  cex.lab,
  cex.labels,
  cex.main,
  major.ticks,
  minor.ticks,
  grid.color,
  grid.lty,
  xaxis.labels,
  plot.engine,
  yaxis.pct,
  ...
)

chart.TimeSeries.builtin(
  R,
  auto.grid,
  xaxis,
  yaxis,
  yaxis.right,
  type,
  lty,
  lwd,
  las,
  main,
  ylab,
  xlab,
  date.format.in,
  date.format,
  xlim,
  ylim,
  element.color,
  event.lines,
  event.labels,
  period.areas,
  event.color,
  period.color,
  colorset,
  pch,
  legend.loc,
  ylog,
  cex.axis,
  cex.legend,
  cex.lab,
  cex.labels,
  cex.main,
  major.ticks,
  minor.ticks,
  grid.color,
  grid.lty,
  xaxis.labels,
  yaxis.pct,
  ...
)

chart.TimeSeries.dygraph(R)

chart.TimeSeries.ggplot2(
  R,
  auto.grid,
  xaxis,
  yaxis,
  yaxis.right,
  type,
  lty,
  lwd,
  las,
  main,
  ylab,
  xlab,
  date.format.in,
  date.format,
  xlim,
  ylim,
  element.color,
  event.lines,
  event.labels,
  period.areas,
  event.color,
  period.color,
  colorset,
  pch,
  legend.loc,
  ylog,
  cex.axis,
  cex.legend,
  cex.lab,
  cex.labels,
  cex.main,
  major.ticks,
  minor.ticks,
  grid.color,
  grid.lty,
  xaxis.labels,
  plot.engine,
  yaxis.pct
)

chart.TimeSeries.googlevis(R, xlab, ylab, main)

chart.TimeSeries.plotly(R, main, ...)

charts.TimeSeries(R, space = 0, main = "Returns", ...)

Arguments

R: an xts, vector, matrix, data frame, timeSeries or zoo object of asset returns
...: any other passthru parameters
auto.grid: if true, draws a grid aligned with the points on the x and y axes
xaxis: if true, draws the x axis
yaxis: if true, draws the y axis
yaxis.right: if true, draws the y axis on the right-hand side of the plot
type: set the chart type, same as in plot
lty: set the line type, same as in plot
lwd: set the line width, same as in plot
las: set the axis label rotation, same as in plot
main: set the chart title, same as in plot
ylab: set the y-axis label, same as in plot
xlab: set the x-axis label, same as in plot
date.format.in: allows specification of other date formats in the data object, defaults to "%Y-%m-%d"
date.format: re-format the dates for the xaxis; the default is "%m/%y"
xlim: set the x-axis limit, same as in plot
ylim: set the y-axis limit, same as in plot
element.color: provides the color for drawing chart elements, such as the box lines, axis lines, etc. Default is "darkgray"
event.lines: if not null, vertical lines will be drawn to indicate that an event happened during that time period. event.lines should be a list of dates (e.g., c("09/03","05/06")) formatted the same as date.format. This function matches the re-formatted row names (dates) with the events.list, so to get a match the formatting needs to be correct.
event.labels: if not null and event.lines is not null, this will apply a list of text labels (e.g., c("This Event", "That Event") to the vertical lines drawn. See the example below.
period.areas: these are shaded areas described by start and end dates in a vector of xts date rangees, e.g., c("1926-10::1927-11","1929-08::1933-03") See the examples below.
event.color: draws the event described in event.labels in the color specified
period.color: draws the shaded region described by period.areas in the color specified
colorset: color palette to use, set by default to rational choices
pch: symbols to use, see also plot
legend.loc: places a legend into one of nine locations on the chart: bottomright, bottom, bottomleft, left, topleft, top, topright, right, or center.
ylog: TRUE/FALSE set the y-axis to logarithmic scale, similar to plot, default FALSE
cex.axis: The magnification to be used for axis annotation relative to the current setting of 'cex', same as in plot.
cex.legend: The magnification to be used for sizing the legend relative to the current setting of 'cex'.
cex.lab: The magnification to be used for x- and y-axis labels relative to the current setting of 'cex'.
cex.labels: The magnification to be used for event line labels relative to the current setting of 'cex'.
cex.main: The magnification to be used for the chart title relative to the current setting of 'cex'.
major.ticks: Should major tickmarks be drawn and labeled, default 'auto'
minor.ticks: Should minor tickmarks be drawn, default TRUE
grid.color: sets the color for the reference grid
grid.lty: defines the line type for the grid
xaxis.labels: Allows for non-date labeling of date axes, default is NULL
plot.engine: choose the plot engine you wish to use: ggplot2, plotly,dygraph,googlevis and default
yaxis.pct: if TRUE, scales the y axis labels by 100
space: default 0

Author

Peter Carl

Examples



# These are start and end dates, formatted as xts ranges.
## https://www.nber.org-cycles.html
cycles.dates<-c("1857-06/1858-12",
                "1860-10/1861-06",
                "1865-04/1867-12",
                "1869-06/1870-12",
                "1873-10/1879-03",
                "1882-03/1885-05",
                "1887-03/1888-04",
                "1890-07/1891-05",
                "1893-01/1894-06",
                "1895-12/1897-06",
                "1899-06/1900-12",
                "1902-09/1904-08",
                "1907-05/1908-06",
                "1910-01/1912-01",
                "1913-01/1914-12",
                "1918-08/1919-03",
                "1920-01/1921-07",
                "1923-05/1924-07",
                "1926-10/1927-11",
                "1929-08/1933-03",
                "1937-05/1938-06",
                "1945-02/1945-10",
                "1948-11/1949-10",
                "1953-07/1954-05",
                "1957-08/1958-04",
                "1960-04/1961-02",
                "1969-12/1970-11",
                "1973-11/1975-03",
                "1980-01/1980-07",
                "1981-07/1982-11",
                "1990-07/1991-03",
                "2001-03/2001-11",
                "2007-12/2009-06"
                )
# Event lists - FOR BEST RESULTS, KEEP THESE DATES IN ORDER
risk.dates = c(
    "Oct 87",
    "Feb 94",
    "Jul 97",
    "Aug 98",
    "Oct 98",
    "Jul 00",
    "Sep 01")
risk.labels = c(
    "Black Monday",
    "Bond Crash",
    "Asian Crisis",
    "Russian Crisis",
    "LTCM",
    "Tech Bubble",
    "Sept 11")
data(edhec)

R=edhec[,"Funds of Funds",drop=FALSE]
Return.cumulative = cumprod(1+R) - 1
chart.TimeSeries(Return.cumulative)

chart.TimeSeries(Return.cumulative, colorset = "darkblue", 
                 legend.loc = "bottomright", 
                 period.areas = cycles.dates, 
                 period.color = rgb(204/255, 204/255, 204/255, alpha=0.25), 
                 event.lines = risk.dates, 
                 event.labels = risk.labels, 
                 event.color = "red", lwd = 2)

Arguments

See also

Author

Examples