[R-SIG-Finance] Dates not formatting properly for quarterly time series in xtsExtra

[Joshua Ulrich]

To close the loop, this has been fixed:
https://github.com/joshuaulrich/xts/issues/75

On Mon, Jan 6, 2014 at 9:10 PM, R. Michael Weylandt
<michael.weylandt at gmail.com> wrote:
> On Mon, Jan 6, 2014 at 7:25 PM, Eric Zivot <ezivot at u.washington.edu> wrote:
>> I have been working on some examples of plotting time series for my new book
>> Modeling Financial Time Series with R and I noticed something funny with
>> plot.xts() from the R package xtsExtra when trying to plot quarterly time
>> series created from the xts function to.quarterly. Here is an example:
>>
>>> sessionInfo()
>>
>> R version 3.0.2 (2013-09-25)
>>
>> Platform: x86_64-w64-mingw32/x64 (64-bit)
>>
>>> getSymbols("GS")
>>
>>> GS.Ad.xts = Ad(GS)
>>> GS.Ad.quarterly.xts = to.quarterly(GS.Ad.xts, OHLC=FALSE)
>>> periodicity(GS.Ad.quarterly.xts)
>> Quarterly periodicity from 2007 Q1 to 2014 Q1
>>> # Error in axis format for time plot
>>> plot(GS.Ad.quarterly.xts, lwd=2, col="blue")
>>
>> In the resulting plot, the format for the axis is not correct. Instead of
>> showing the date as "Q1 2007", I see "%b 2007".
>
> Hi Professor,
>
> Thanks for the great bug report. Very easy to track down exactly what happened.
>
> The issue is in xts, not xtsExtra: specifically, the axTicksByTime() function.
>
>> axTicksByTime(GS.Ad.quarterly.xts)[1:5]
> %n%b%n2007 %n%b%n2007 %n%b%n2007 %n%b%n2007 %n%b%n2008
>          1          2          3          4          5
>
> (I'm on a Unix system, hence the extra %n symbols)
>
> Looking at the source of axTicksByTime, one sees that the default
> formatting is "%b %Y" but that weekly, daily, minutely [1], hourly,
> secondly [1] periodicities are special-cased.
>
> Unfortunately, the "yearqtr" index object doesn't have anything which
> can be formatted at %b (month name in English in ?strptime), so the %b
> remains, giving the ugly axes you see.
>
> Adding this line to the source of axTicksByTime (say around L40) should fix it:
>
> if(time.scale == "quarterly") fmt <- "%Y-Q%q"
>
> I've pushed a commit to r-forge which adds this to a copy of
> axTicksByTime in xtsExtra which should fix it temporarily [r800]. I'll
> speak to Josh about putting in xts-proper.
>
> Hope it helps,
> Michael
>
> [1] Neither of those actually seem like the right word.
>
>>
>> Also, I notice a strange error related to timezones.
>>
> I think this is just a warning (at least on my system): shouldn't be a
> problem if you're on daily-or-lower data.
>
>>
>>
>>> Sys.timezone()
>> [1] "PST"
>>
>>
>>
>> Do I have to change my system timezone to UTC prior to downloading the data
>> to get rid of this error?
>>
>> Thanks for any help.
>>
>
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-- 
Joshua Ulrich  |  about.me/joshuaulrich
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