[R] Adding colored background area to a time series plot

[James Toll]

On Aug 15, 2010, at 10:40 AM, Gabor Grothendieck wrote:

> On Sun, Aug 15, 2010 at 12:21 PM, James Toll wrote:
>> Hi,
>> 
>> I am trying to add a rectangular colored background area to a plot of a time series of relative price changes.  I believe that what I'm trying to do is very similar to the question and example given here:
>> 
>> http://www.mail-archive.com/r-help@stat.math.ethz.ch/msg73948.html
>> http://www.mayin.org/ajayshah/KB/R/html/g5.html
>> 
>> My problem/difference is that my time series looks like so:
>> 
>>> library(quantmod)
>>> getSymbols("^GSPC", from="2008-01-01")
>>> xtsPR <- diff(log(Ad(GSPC)))
>>> head(xtsPR)
>>                     GSPC.Adjusted
>> 2008-01-02            NA
>> 2008-01-03   0.000000000
>> 2008-01-04  -0.024857950
>> 2008-01-07   0.003218041
>> 2008-01-08  -0.018522677
>> 2008-01-09   0.013532064
>> 
>> So my dates along the x-axis are in the format "2008-01-02" rather than "2008", as in the example.
>> 
>> To keep things simple, I've simply been trying to plot the time series using the plot command:
>> 
>> plot(xtsPR)
>> 
>> and then adding either a polygon, or preferably, a rect:
>> 
>> rect(2009-01-02, -0.10, 2009-12-31, 0.10, border = 0, col = "blue")
>> 
>> But nothing is added to the plot when I try to add the rectangle, but I don't get an error message either.
>> 
>> My question is how do I specify my x coordinates to draw the polygon or rect, given that my scale is of the form "2008-01-02" rather than simply "2008"?
>> 
>> Additionally, do I have to use polygon, even if I'm trying to drawing a rectangle, as was the case in the examples linked above?
>> 
>> I'd like to be able to use this with chartSeries, rather than plot, but I thought it would be easiest to figure it out using plot first.  Clearly that hasn't helped me.
>> 
> 
> Try this for several examples:
> 
> library(zoo)
> example(xblocks)

Thank you for the suggestion.  I couldn't get it to work with my time series, but I did try some of the examples from ?xblocks which is pretty interesting, and I'll probably end up using that elsewhere.

Trying to apply xblocks to my time series, I get the error:

> xblocks(xtsPR < 0.05, col = rgb[1])
Error in rle(y) : 'x' must be an atomic vector

Even if I could get xblocks to work, I don't think it would do exactly what I'm looking for.  I get the feeling that I need to find a way to get either rect or polygon to work with my time series.  The question is how to define the coordinates of a rect or polygon in terms of time along the x-axis?

Thanks

James