plot.timeSeriesIts {QRMlib}R Documentation

Plot single or multiple timeSeries objects on same graph

Description

Plots individual or multiple timeSeries objects with time on the x-axis and corresponding sereies values on the y-axis. Builds a reference grid by default. This function converts the timeSeries input object to an ‘its’(irregular time series object) and hence requires the ‘its’ library to be loaded.
Use plot.timeSeriesIts()whenever the timeSeries x has multiple columns of data.

Usage

plot.timeSeriesIts(x, reference.grid = TRUE, lty = 1, ...)

Arguments

x a timeSeries object (may have multiple series)
reference.grid TRUE if you desire the graph to have a grid
lty line type for graphed series
... any other plot attributes which should be passed

Details

plot.timeSeries() is not working properly in fCalendar 240.10068 for multiple timeSeries on the same graph. Hence we've reinstituted an older version and named it plot.timeSeriesIts() to indicate we must have the ‘its’ library loaded. We may deprecate this function eventually.

Author(s)

documentation by Scott Ulman for R-language distribution

Examples

#Plot two time series (ftse100 and smi indices) on same graph
data(ftse100);
data(smi);
TS1 <- cut(ftse100, "1990-11-08", "2004-03-25");
TS1Augment <- alignDailySeries(TS1, method="before");
TS2Augment <- alignDailySeries(smi, method="before");
INDEXES.RAW <- merge(TS1Augment,TS2Augment);
#Cleanup:
rm(TS1, TS1Augment, TS2Augment);
plot.timeSeriesIts(INDEXES.RAW);

[Package QRMlib version 1.4 Index]