Financial time series plots

Produces an index/price, a cumulated return, a return, or a drawdown plot.

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

x

an object of class "timeSeries" or any other object which can be transformed by as.timeSeries into an object of class "timeSeries".

index

a numeric value, by default 100. Used by cumulatedPlot only. The function cumulates column by column 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.

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".

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)).

title

a logical flag, by default TRUE. Should a default title added to the plot?

grid

a logical flag, should a grid be added to the plot? By default TRUE.

box

a logical flag, should a box be added to the plot? By default TRUE.

rug

a logical flag, by default TRUE. Should a rug representation of the data added to the plot?

...

optional arguments to be passed to plot.

Details

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

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.

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 to the plot, and the plot can be fully decorated by the user.

Value

NULL (invisibly)

See also

qqnormPlot, qqnigPlot, qqghtPlot, qqgldPlot

histPlot, densityPlot, logDensityPlot

boxPlot, boxPercentilePlot

acfPlot, pacfPlot, teffectPlot, lacfPlot

scalinglawPlot

returnSeriesGUI

Examples

data(LPP2005REC, package = "timeSeries")
tS <- as.timeSeries(LPP2005REC)

seriesPlot(tS)