TimeSeriesPlots           package:fBasics           R Documentation

_F_i_n_a_n_c_i_a_l _T_i_m_e _S_e_r_i_e_s _P_l_o_t_s

_D_e_s_c_r_i_p_t_i_o_n:

     Returns an index/price, a return, or a drawdown plot. 

     List of Functions:

       'seriesPlot'     Returns a tailored return series plot,
       'cumulatedPlot'  Displays a cumulated series given the returns,
       'returnPlot'     Displays returns given the cumulated series,
       'drawdownPlot'   Displays drawdowns given the return series.

_U_s_a_g_e:

      
     seriesPlot(x, labels = TRUE, type = "l", col = "steelblue", 
         title = TRUE, grid = TRUE, box = TRUE, rug = TRUE, ...) 
     cumulatedPlot(x, index = 100, labels = TRUE, type = "l", col = "steelblue", 
         title = TRUE, grid = TRUE, box = TRUE, rug = TRUE, ...) 
     returnPlot(x, labels = TRUE, type = "l", col = "steelblue", 
         title = TRUE, grid = TRUE, box = TRUE, rug = TRUE, ...) 
     drawdownPlot(x, labels = TRUE, type = "l", col = "steelblue", 
         title = TRUE, grid = TRUE, box = TRUE, rug = TRUE, ...) 

_A_r_g_u_m_e_n_t_s:

     box: a logical flag, should a box be added to the plot?  By
          default 'TRUE'. 

     col: the color for the series. In the univariate case use just a 
          color name like the default, 'col="steelblue"', in the
          multivariate case we recommend to select the colors from a 
          color palette, e.g. 'col=heat.colors(ncol(x))'.  

    grid: a logical flag, should a grid be added to the plot?  By
          default 'TRUE'. 

   index: a numeric value, by default 100. The function cumulates 
          column by colum the returns and multiplies the result with 
          the index value: 'index*exp(colCumsums(x))'.  

  labels: a logical flag, should the plot be returned with default
          labels and decorated in an automated way? By default 'TRUE'. 

     rug: a logical flag, by default TRUE. Should a rug representation 
          of the data added to the plot? 

   title: a logical flag, by default TRUE. Should a default title added
           to the plot? 

    type: what type of plot should be drawn? By default we use a line
          plot, 'type="l"'. An alternative plot style which produces
          nice  figures is for example 'type="h"'. 

       x: an object of class '"timeSeries"' or any other object which
          can be transformed by the function 'as.timeSeries' into an
          object of class 'timeSeries'. The latter case, other then
          'timeSeries' objects, is more or less untested. 

     ...: optional arguments to be passed. 

_D_e_t_a_i_l_s:

     The plot functions can be used to plot univariate and multivariate
     time series of class 'timeSeries'.

     The graphical parameters 'type' and 'col' can be set by the values
     specified through the argument list. In the case of multivariate
     time series 'col' can be specified by the values returned by a
     color palette.

     Automated titles including main title, x- and y-lables, grid
     lines, box style and rug represenatations cann be selected by
     setting these arguments to 'TRUE' which is the default. If the
     title flag is unset, then the main title, x-, and y-labels are
     empty strings. This allows to set user defined labels with the
     function 'title' after the plot is drawn.

     Beside 'type', 'col', 'main', 'xlab' and  'ylab', all other 'par'
     arguments can be passed to the 'plot' function.

     If the 'labels' flag is unset to 'FALSE', then no decorations 
     will be added tothe  plot, and the plot can be fully decorated by
     the user.

_V_a_l_u_e:

     displays a time series plot.

_E_x_a_m_p_l_e_s:

     ## seriesPlot -
        tS = as.timeSeries(data(LPP2005REC))
        seriesPlot(tS)

