R help - Jan 2011 - Plotting by factor with xts

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

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

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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)


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