[R-SIG-Finance] Data and label skew in plot.timeSeries? (fCalendar)
Peter Carl
pcarl at gsbalum.uchicago.edu
Thu Aug 17 20:16:21 CEST 2006
I've noticed that there seems to be some skew between the x-axis labels
and the data points when using plot.timeSeries (in fCalendar).
> benchmark.ts
S&P500TR
2002-12-31 -0.0588
2003-01-31 -0.0262
2003-02-28 -0.0150
2003-03-31 0.0097
2003-04-30 0.0824
2003-05-30 0.0527
2003-06-30 0.0128
2003-07-31 0.0176
2003-08-29 0.0195
2003-09-30 -0.0106
2003-10-31 0.0566
2003-11-28 0.0088
2003-12-31 0.0524
2004-01-30 0.0184
2004-02-27 0.0139
2004-03-31 -0.0151
2004-04-30 -0.0157
2004-05-31 0.0137
2004-06-30 0.0194
2004-07-30 -0.0331
2004-08-31 0.0040
2004-09-30 0.0108
2004-10-29 0.0153
2004-11-30 0.0405
2004-12-31 0.0340
2005-01-31 -0.0244
2005-02-28 0.0210
2005-03-31 -0.0177
2005-04-29 -0.0190
2005-05-31 0.0318
2005-06-30 0.0014
2005-07-29 0.0372
2005-08-31 -0.0091
2005-09-30 0.0081
2005-10-31 -0.0167
2005-11-30 0.0378
2005-12-30 0.0003
2006-01-31 0.0265
> plot.timeSeries(benchmark.ts,format="%m/%y")
> plot.timeSeries(benchmark.ts,format="%Y-%m-%d")
Note that the x-axis labels are dated the following day (the first day
of the next month) rather than the dates that were passed in with the
timeSeries object. So when viewing the x-axis as "%m/%y", the dates
and the data do not appear to be lined up correctly.
Am I missing something about how to use the function or is this a
genuine bug?
--
Peter Carl
145 Scottswood Rd
Riverside, IL 60546
708.447.6465
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