chart.TimeSeries {PerformanceAnalytics} | R Documentation

## Creates a time series chart with some extensions.

### Description

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.

### Usage

    chart.TimeSeries(R, ..., auto.grid = TRUE, xaxis = TRUE,
      yaxis = TRUE, yaxis.right = FALSE, type = "l", lty = 1,
      lwd = 2, las = par("las"), main = NULL, ylab = NULL, 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, dygraphPlot = FALSE,
      yaxis.pct = FALSE)

    chart.TimeSeries.base(R, auto.grid = TRUE, xaxis = TRUE,
      yaxis = TRUE, yaxis.right = FALSE, type = "l", lty = 1,
      lwd = 2, las = par("las"), main = NULL, ylab = NULL, 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, yaxis.pct = FALSE, ...)

    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
`dygraphPlot` | Plot using dygraphs default FALSE
`yaxis.pct` | if TRUE, scales the y axis labels by 100
`space` | default 0

### Author(s)

Peter Carl

### See Also

`plot`, `par`, `axTicksByTime`

### Examples

    # These are start and end dates, formatted as xts ranges.
    ## http://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)

[Package PerformanceAnalytics version 1.5.3 Index]