[R-SIG-Finance] Plotting by factor with xts

[Jeff Ryan]

Don't use "long format". That is, run the symbols across columns - one symbol per column i.e. "wide format".  

Since xts is a matrix, you'll nee to make sure to keep the coredata numeric - mixing symbols into columns assures it isn't. 

From there you can either plot with plot.xts and lines or plot.zoo.

Best,
Jeff

Jeffrey Ryan    |    Founder    |    jeffrey.ryan at lemnica.com

www.lemnica.com

On Jan 22, 2011, at 1:01 PM, Nick Torenvliet <nick.torenvliet at gmail.com> wrote:

> Hi all,
> 
> I may have double posted this, so apologies, for some reason R-help doesn't
> seem to be posting for me.
> 
> I've got an xts time series of stock symbols and closing prices.
> 
>> head(x)
>           symbol close
> 2010-01-04 "AFB"  "13.46"
> 2010-01-04 "AKP"  "12.80"
> 2010-01-04 "APX"  " 8.78"
> 2010-01-04 "AYN"  "13.15"
> 2010-01-04 "BAF"  "13.50"
> 2010-01-04 "BBF"  "12.86"
>> tail(x)
>           symbol close
> 2011-01-21 "VMO"  "12.35"
> 2011-01-21 "VOQ"  "13.77"
> 2011-01-21 "VPV"  "11.97"
> 2011-01-21 "VTJ"  "14.74"
> 2011-01-21 "VTN"  "13.16"
> 2011-01-21 "XAA"  "12.82"
> 
>> is.xts(x)
> [1] TRUE
> 
> I've made the symbols a factor
> 
>> head(xFactor)
> symbol   <NA>   <NA>   <NA>   <NA>   <NA>
>   AFB    AKP    APX    AYN    BAF    BBF
> 154 Levels: AFB AKP APX AYN BAF BBF BBK BFK BFO BFZ BIE BJZ BKK BKN BLH ...
> XAA
> 
> Each factor represent a time series on closing prices.
> 
> I would like to plot those 154 time series on a single plot...
> 
> Any ideas?
> 
> Regards,
> 
> Nick
> 
>    [[alternative HTML version deleted]]
> 
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