two zoo questions
On Fri, 9 May 2008, michal miklovic wrote:
Hi, thanks for your prompt responses. I am sorry for not being clear in my first question. The date "2006-05-20" was not displayed in my plot but the x-axis contained a corresponding 'slot' although the date is not in the zoo object. Similarly, the date "Jun 11" is displayed but there are no observation for this date.
Gabor explained why this happens. When you do a scatter plot of plot(c(1, 2, 4), rnorm(3)) There is also 3 in the range of the x-axis although there are no observations for this.
I would like my x-axis to contain only the dates that are in the object. In other words, I do not want my plot to have empty segments, which arise from adding dates without observations to the x-axis. Is this possible?
I still don't understand what empty segments really means. But I have the
suspsicion you want something like:
plot(1:nrow(ShorterSpan), ShorterSpan[,1], xaxt = "n")
axis(1, at = 1:nrow(ShorterSpan),
labels = format(time(ShorterSpan), "%d %b %Y"))
which is not really a time series plot...
hth,
Z
Concerning my second question, your suggestions worked fine.
Thanks again for your help.
Best regards,
Michal
'dput' output:
structure(c(-0.647927859775788, -6.12495112247933, 2.35011183030576,
-4.28594659156438, 2.64668558870609, 2.54967191535274, -0.758099006348889,
-1.91708512600499, -1.85666892546967, 1.41984151778516, 1.67032322347964,
-0.49744067461619, -1.69363956562325, -3.02124058139697, -4.02359885185390,
-1.31310542630114, -2.47108579725168, -3.08080237199411, 1.98597717860372,
7.04819583250611, 0.10958047433407, 2.40379468330145, 1.87809239730186,
1.87809239730186, 1.87809239730186, 2.35011183030576, 2.35011183030576,
2.64668558870609, 2.64668558870609, 2.64668558870609, 2.64668558870609,
2.64668558870609, 2.64668558870609, 2.64668558870609, 2.64668558870609,
2.64668558870609, 2.64668558870609, 2.64668558870609, 2.64668558870609,
2.64668558870609, 2.64668558870609, 2.64668558870609, 7.04819583250611,
3.58343037136928, 1.51523152190878, 1.51523152190878, 1.51523152190878,
2.35011183030576, 2.35011183030576, 2.64668558870609, 2.64668558870609,
2.64668558870609, 2.64668558870609, 2.64668558870609, 2.64668558870609,
2.64668558870609, 2.64668558870609, 2.64668558870609, 2.64668558870609,
2.64668558870609, 2.64668558870609, 2.64668558870609, 2.64668558870609,
2.64668558870609, 7.04819583250611, 7.04819583250611), .Dim = c(22L,
3L), .Dimnames = list(NULL, c("PXreturns", "VaRWHSe099", "VaRWHSe095"
)), index = structure(c(13287, 13290, 13291, 13292, 13293, 13294,
13297, 13298, 13299, 13300, 13301, 13304, 13305, 13306, 13307,
13308, 13311, 13312, 13313, 13314, 13315, 13318), class = "Date"), class = "zoo")
----- Original Message ----
From: Gabor Grothendieck <ggrothendieck at gmail.com>
To: michal miklovic <mmiklovic at yahoo.com>
Cc: r-sig-finance at stat.math.ethz.ch
Sent: Friday, May 9, 2008 1:12:19 PM
Subject: Re: [R-SIG-Finance] two zoo questions
1. I can't reproduce your description either. When
I run the following using zoo 1.5-3 and "R version 2.7.0 RC
(2008-04-17 r45367)"
the labelling on the X axis is May 22, May 27, Jun 01, Jun 06, Jun 11 and Jun 16
and when in the second plot statement (###) we plot the first series
using ordinary,
not zoo, graphics we get the exact same X axis (as expected) so there is nothing
specific to zoo here -- that is how automatic labelling in R works.
Maybe your ShorterSpan object is not what you think. Try posting
dput(ShorterSpan) or perhaps inspection will make it immediately clear.
(Continued after code.)
library(zoo)
Lines <- " PXreturns VaRWHSe099 VaRWHSe095
2006-05-19 -0.6479279 1.878092 1.515232
2006-05-22 -6.1249511 1.878092 1.515232
2006-05-23 2.3501118 1.878092 1.515232
2006-05-24 -4.2859466 2.350112 2.350112
2006-05-25 2.6466856 2.350112 2.350112
2006-05-26 2.5496719 2.646686 2.646686
2006-05-29 -0.7580990 2.646686 2.646686
2006-05-30 -1.9170851 2.646686 2.646686
2006-05-31 -1.8566689 2.646686 2.646686
2006-06-01 1.4198415 2.646686 2.646686
2006-06-02 1.6703232 2.646686 2.646686
2006-06-05 -0.4974407 2.646686 2.646686
2006-06-06 -1.6936396 2.646686 2.646686
2006-06-07 -3.0212406 2.646686 2.646686
2006-06-08 -4.0235989 2.646686 2.646686
2006-06-09 -1.3131054 2.646686 2.646686
2006-06-12 -2.4710858 2.646686 2.646686
2006-06-13 -3.0808024 2.646686 2.646686
2006-06-14 1.9859772 2.646686 2.646686
2006-06-15 7.0481958 2.646686 2.646686
2006-06-16 0.1095805 7.048196 7.048196
2006-06-19 2.4037947 3.583430 7.048196
"
ShorterSpan <- read.zoo(textConnection(Lines), skip = 1, FUN = as.Date)
colnames(ShorterSpan) <- read.table(textConnection(Lines), nrow = 1)
plot(ShorterSpan, plot.type = "single", type = "p", xlab = "Date", ylab = "",
col = list("black", "red", "orange"), pch = c(19,22,23), las = 1)
# gives same X axis labelling -- does not use plot.zoo
plot(time(ShorterSpan), coredata(ShorterSpan)[,1]) ###
2. Regarding your second question, you can change the format as in the
previously posted response or by issuing a custom axis command:
plot(ShorterSpan, type = "p", screen = 1, xaxt = "n")
ax <- as.Date(axTicks(1))
axis(1, ax, format(ax, "%Y-%m-%d"), cex.axis = 0.7)
On Fri, May 9, 2008 at 4:18 AM, michal miklovic <mmiklovic at yahoo.com> wrote:
Hi,
I have a zoo object with three time series and the corresponding dates. When I plot it, the x-axis contains dates which are not in the object and, naturally, no data points are displayed for these dates. For example, the date "2006-05-20" is not in the object, but it appears in the x-axis of the plot. As a result, I get a plot with 'empty' segments. The object, my code and sessionInfo are copied below.
I would like to ask if it is possible to plot only the relevant dates, i.e. to produce a plot without, e.g., the date "2006-05-20". If yes, how could I do it?
My second question concerns the way of displaying the dates on the x-axis. Currently, the dates are displayed as "V 22", which stands for "2006-05-22". I would like them to be displayed as "22 05 2006" or "22 May 2006". How can I do this?
Thanks for your help!
Michal
The zoo object, ShorterSpan:
PXreturns VaRWHSe099 VaRWHSe095
2006-05-19 -0.6479279 1.878092 1.515232
2006-05-22 -6.1249511 1.878092 1.515232
2006-05-23 2.3501118 1.878092 1.515232
2006-05-24 -4.2859466 2.350112 2.350112
2006-05-25 2.6466856 2.350112 2.350112
2006-05-26 2.5496719 2.646686 2.646686
2006-05-29 -0.7580990 2.646686 2.646686
2006-05-30 -1.9170851 2.646686 2.646686
2006-05-31 -1.8566689 2.646686 2.646686
2006-06-01 1.4198415 2.646686 2.646686
2006-06-02 1.6703232 2.646686 2.646686
2006-06-05 -0.4974407 2.646686 2.646686
2006-06-06 -1.6936396 2.646686 2.646686
2006-06-07 -3.0212406 2.646686 2.646686
2006-06-08 -4.0235989 2.646686 2.646686
2006-06-09 -1.3131054 2.646686 2.646686
2006-06-12 -2.4710858 2.646686 2.646686
2006-06-13 -3.0808024 2.646686 2.646686
2006-06-14 1.9859772 2.646686 2.646686
2006-06-15 7.0481958 2.646686 2.646686
2006-06-16 0.1095805 7.048196 7.048196
2006-06-19 2.4037947 3.583430 7.048196
My code:
plot(ShorterSpan, plot.type = "single", type = "p", xlab = "Date", ylab = "",
col = list("black", "red", "orange"), pch = c(19,22,23), las = 1)
legend.text <- expression(paste("% log returns on PX"),
paste("VaR WHS, ", eta, " = 0.99"), paste("VaR WHS, ", eta, " = 0.95"))
legend("topleft", legend.text, col=c("black", "red","orange"), pch = c(19,22,23),
bty="n", y.intersp = 1.5)
sessionInfo()
R version 2.6.2 (2008-02-08)
i386-pc-mingw32
locale:
LC_COLLATE=Slovak_Slovakia.1250;LC_CTYPE=Slovak_Slovakia.1250;LC_MONETARY=Slovak_Slovakia.1250;
LC_NUMERIC=C;LC_TIME=Slovak_Slovakia.1250
attached base packages:
[1] stats graphics grDevices utils datasets methods base
other attached packages:
[1] zoo_1.5-2
loaded via a namespace (and not attached):
[1] grid_2.6.2 lattice_0.17-6
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