R: Financial Time Series Plots

TimeSeriesPlots {fBasics} | R Documentation

## Financial Time Series Plots

### Description

Returns an index/price, a return, or a drawdown plot.

List of Functions:

`seriesPlot` | Returns a tailored return series plot,
`cumulatedPlot` | Displays a cumulated series given the returns,
`returnPlot` | Displays returns given the cumulated series,
`drawdownPlot` | Displays drawdowns given the return series.

### Usage

    seriesPlot(x, labels = TRUE, type = "l", col = "steelblue",
        title = TRUE, grid = TRUE, box = TRUE, rug = TRUE, ...)
    cumulatedPlot(x, index = 100, labels = TRUE, type = "l", col = "steelblue",
        title = TRUE, grid = TRUE, box = TRUE, rug = TRUE, ...)
    returnPlot(x, labels = TRUE, type = "l", col = "steelblue",
        title = TRUE, grid = TRUE, box = TRUE, rug = TRUE, ...)
    drawdownPlot(x, labels = TRUE, type = "l", col = "steelblue",
        title = TRUE, grid = TRUE, box = TRUE, rug = TRUE, ...)

### Arguments

`box` | a logical flag, should a box be added to the plot? By default `TRUE`.
`col` | the color for the series. In the univariate case use just a color name like the default, `col="steelblue"`, in the multivariate case we recommend to select the colors from a color palette, e.g. `col=heat.colors(ncol(x))`.
`grid` | a logical flag, should a grid be added to the plot? By default `TRUE`.
`index` | a numeric value, by default 100. The function cumulates column by colum the returns and multiplies the result with the index value: `index*exp(colCumsums(x))`.
`labels` | a logical flag, should the plot be returned with default labels and decorated in an automated way? By default `TRUE`.
`rug` | a logical flag, by default TRUE. Should a rug representation of the data added to the plot?
`title` | a logical flag, by default TRUE. Should a default title added to the plot?
`type` | what type of plot should be drawn? By default we use a line plot, `type="l"`. An alternative plot style which produces nice figures is for example `type="h"`.
`x` | an object of class `"timeSeries"` or any other object which can be transformed by the function `as.timeSeries` into an object of class `timeSeries`. The latter case, other then `timeSeries` objects, is more or less untested.
`...` | optional arguments to be passed.

### Details

The plot functions can be used to plot univariate and multivariate time series of class `timeSeries`.

The graphical parameters `type` and `col` can be set by the values specified through the argument list. In the case of multivariate time series `col` can be specified by the values returned by a color palette.

Automated titles including main title, x- and y-lables, grid lines, box style and rug represenatations cann be selected by setting these arguments to `TRUE` which is the default. If the title flag is unset, then the main title, x-, and y-labels are empty strings. This allows to set user defined labels with the function `title` after the plot is drawn.

Beside `type`, `col`, `main`, `xlab` and `ylab`, all other `par` arguments can be passed to the `plot` function.

If the `labels` flag is unset to `FALSE`, then no decorations will be added tothe plot, and the plot can be fully decorated by the user.

### Value

displays a time series plot.

### Examples

    ## seriesPlot -
       tS <- as.timeSeries(data(LPP2005REC))
       seriesPlot(tS)

[Package fBasics version 3042.89 Index]