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.

### Usage

    chart.TimeSeries(R, reference.grid = TRUE, xaxis = TRUE, type = "l", lty = 1, lwd = 1, main = "Title", ylab = NULL, xlab = "Date", date.format = "%m/%y", xlim = NULL, ylim = NULL, event.lines = NULL, event.labels = NULL, period.areas = NULL, event.color = "darkgray", period.color = "lightgray", colorset = (1:12), pch = (1:12), darken = FALSE, legend.loc = NULL, ylog = FALSE, ...)

### Arguments

`R` | a vector, matrix, data frame, timeSeries or zoo object of asset returns
`reference.grid` | if true, draws a grid aligned with the points on the x and y axes
`xaxis` | if true, draws the x axis
`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`
`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` | 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`
`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 the same format as the date.format. This is provided as a list of pairs, e.g., `list(c("10/26","11/27"), c("08/29","03/33"))` 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`
`darken` | if true, draws the chart elements in "darkgray" rather than "gray". Makes it easier to print for some printers.
`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
`...` | any other passthru parameters

### Details

This function is intended to be used in a wrapper that is written for a particular purpose.

### Value

Draws a timeseries plot of type "line" with some sensible defaults.

### Note

### Author(s)

Peter Carl

### References

### See Also

`plot`

### Examples

    # These are start and end dates, formatted the same way as the default axis labels
    cycles.dates = list(
        c("10/26","11/27"),
        c("08/29","03/33"),
        c("05/37","06/38"),
        c("02/45","10/45"),
        c("11/48","10/49"),
        c("07/53","05/54"),
        c("08/57","04/58"),
        c("04/60","02/61"),
        c("12/69","11/70"),
        c("11/73","03/75"),
        c("01/80","07/80"),
        c("07/81","11/82"),
        c("07/90","03/91"),
        c("03/01","11/01"))
    # Event lists - FOR BEST RESULTS, KEEP THESE DATES IN ORDER
    risk.dates = c(
        "10/87",
        "02/94",
        "07/97",
        "08/98",
        "10/98",
        "07/00",
        "09/01")
    risk.labels = c(
        "Black Monday",
        "Bond Crash",
        "Asian Crisis",
        "Russian Crisis",
        "LTCM",
        "Tech Bubble",
        "Sept 11")
    data(edhec)
    #use subset instead of accessing the column directly to preserve row and column names
    R=subset(edhec,select="Funds.of.Funds")
    Return.cumulative = cumprod.column(1+R) - 1
    chart.TimeSeries(Return.cumulative)
    chart.TimeSeries(Return.cumulative, colorset = "darkblue", legend.loc = "bottomright", period.areas = cycles.dates, period.color = "lightblue", event.lines = risk.dates, event.labels = risk.labels, event.color = "red", lwd = 2)

[Package PerformanceAnalytics version 0.9.5 Index]