Refresher on xts and the plot() function

Visualizing Time Series Data in R

Arnaud Amsellem

Quantitative Trader and creator of the R Trader blog

Refresher on xts

  • A special class of object to handle time series
  • eXtensible Time Series
  • xts = Time Index + Matrix
  • The index is a time object: Date, POSIX Time, timeDate, chron

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Visualizing Time Series Data in R

plot() and plot.xts()

  • plot()
  • plot.xts()
  • plot() can be used instead of plot.xts() when the object to be plotted is an xts object
Visualizing Time Series Data in R

Using the plot() function

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plot(my_ts)
Visualizing Time Series Data in R

Using the plot() function

ch1_vid1_slides.013.png

plot(my_ts, main = "my first time series")
lines(my_ts, col = "red", lwd = 2)
Visualizing Time Series Data in R

Using the plot() function

ch1_vid1_slides.022.png

plot(my_ts, main = "my first time series", 
            sub = "from Sep. 2008 to Dec. 2016")
lines(my_ts, col = "red", lwd = 2)
Visualizing Time Series Data in R

Let's practice!

Visualizing Time Series Data in R

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