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Plotting by factor with xts
2 messages · Nick Torenvliet, Gabor Grothendieck
On Sat, Jan 22, 2011 at 12:46 PM, Nick Torenvliet
<nick.torenvliet at gmail.com> wrote:
Hi all, 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
read.zoo has a split argument. Assume we have a data frame with Date, Symbol and Price columns. Then: DF <- data.frame(Date = Sys.Date() + c(1:4, 1:4), Symbol = rep(LETTERS[1:2], each = 4), Price = 1:8) library(zoo) z <- read.zoo(DF, split = 2) plot(z, screen = 1)
Statistics & Software Consulting GKX Group, GKX Associates Inc. tel: 1-877-GKX-GROUP email: ggrothendieck at gmail.com