R help - Aug 2010 - Adding colored background area to a time series plot

Hi,

I am trying to add a rectangular colored background area to a plot of a time
series of relative price changes.  I believe that what I'm trying to do is
very similar to the question and example given here:

http://www.mail-archive.com/r-help at stat.math.ethz.ch/msg73948.html
http://www.mayin.org/ajayshah/KB/R/html/g5.html

My problem/difference is that my time series looks like so:
> library(quantmod)
> getSymbols("^GSPC", from="2008-01-01")
> xtsPR <- diff(log(Ad(GSPC)))
> head(xtsPR)
                     GSPC.Adjusted
2008-01-02            NA
2008-01-03   0.000000000
2008-01-04  -0.024857950
2008-01-07   0.003218041
2008-01-08  -0.018522677
2008-01-09   0.013532064

So my dates along the x-axis are in the format "2008-01-02" rather
than "2008", as in the example.

To keep things simple, I've simply been trying to plot the time series using
the plot command:

plot(xtsPR)

and then adding either a polygon, or preferably, a rect:

rect(2009-01-02, -0.10, 2009-12-31, 0.10, border = 0, col = "blue")

But nothing is added to the plot when I try to add the rectangle, but I
don't get an error message either.

My question is how do I specify my x coordinates to draw the polygon or rect,
given that my scale is of the form "2008-01-02" rather than simply
"2008"?

Additionally, do I have to use polygon, even if I'm trying to drawing a
rectangle, as was the case in the examples linked above?

I'd like to be able to use this with chartSeries, rather than plot, but I
thought it would be easiest to figure it out using plot first.  Clearly that
hasn't helped me.

Thanks for any advice you can provide.


James

On Sun, Aug 15, 2010 at 12:21 PM, James Toll <james at jtoll.com>
wrote:
> Hi,
>
> I am trying to add a rectangular colored background area to a plot of a
time series of relative price changes. ?I believe that what I'm trying to do
is very similar to the question and example given here:
>
> http://www.mail-archive.com/r-help at stat.math.ethz.ch/msg73948.html
> http://www.mayin.org/ajayshah/KB/R/html/g5.html
>
> My problem/difference is that my time series looks like so:
>
>> library(quantmod)
>> getSymbols("^GSPC", from="2008-01-01")
>> xtsPR <- diff(log(Ad(GSPC)))
>> head(xtsPR)
> ? ? ? ? ? ? ? ? ? ? GSPC.Adjusted
> 2008-01-02 ? ? ? ? ? ?NA
> 2008-01-03 ? 0.000000000
> 2008-01-04 ?-0.024857950
> 2008-01-07 ? 0.003218041
> 2008-01-08 ?-0.018522677
> 2008-01-09 ? 0.013532064
>
> So my dates along the x-axis are in the format "2008-01-02"
rather than "2008", as in the example.
>
> To keep things simple, I've simply been trying to plot the time series
using the plot command:
>
> plot(xtsPR)
>
> and then adding either a polygon, or preferably, a rect:
>
> rect(2009-01-02, -0.10, 2009-12-31, 0.10, border = 0, col =
"blue")
>
> But nothing is added to the plot when I try to add the rectangle, but I
don't get an error message either.
>
> My question is how do I specify my x coordinates to draw the polygon or
rect, given that my scale is of the form "2008-01-02" rather than
simply "2008"?
>
> Additionally, do I have to use polygon, even if I'm trying to drawing a
rectangle, as was the case in the examples linked above?
>
> I'd like to be able to use this with chartSeries, rather than plot, but
I thought it would be easiest to figure it out using plot first. ?Clearly that
hasn't helped me.
>
Try this for several examples:

library(zoo)
example(xblocks)

On Aug 15, 2010, at 12:21 PM, James Toll wrote:
> Hi,
>
> I am trying to add a rectangular colored background area to a plot  
> of a time series of relative price changes.  I believe that what I'm  
> trying to do is very similar to the question and example given here:
>
> http://www.mail-archive.com/r-help at stat.math.ethz.ch/msg73948.html
> http://www.mayin.org/ajayshah/KB/R/html/g5.html
>
> My problem/difference is that my time series looks like so:
>
>> library(quantmod)
>> getSymbols("^GSPC", from="2008-01-01")
>> xtsPR <- diff(log(Ad(GSPC)))
>> head(xtsPR)
>                     GSPC.Adjusted
> 2008-01-02            NA
> 2008-01-03   0.000000000
> 2008-01-04  -0.024857950
> 2008-01-07   0.003218041
> 2008-01-08  -0.018522677
> 2008-01-09   0.013532064
>
> So my dates along the x-axis are in the format "2008-01-02"
rather
> than "2008", as in the example.
>
> To keep things simple, I've simply been trying to plot the time  
> series using the plot command:
>
> plot(xtsPR)
>
> and then adding either a polygon, or preferably, a rect:
>
> rect(2009-01-02, -0.10, 2009-12-31, 0.10, border = 0, col =
"blue")
There would be a problem here:
a) In R:  2009-01-02 == 2006, since numbers separated by minus signs  
would get parsed as, well, ... numbers.

b) Even if you had but quotes around 2009-01-02, you most probably  
would not have gotten a proper response from rect, since it would not  
have intuited that you were giving it a Date object. (The level of  
abstraction of computers and interpreters is currently behind that of  
the human brain.) It seems very doubtful that there is a rect.Date  
function (i.e., a Date method for rect(), although I haven't checked)

c) Date objects are represented internally by the number of seconds  
after a stating date, conventionally "1970-01-01". It is possible
that:
> rect(as.Date("2009-01-02"), -0.10,
as.Date("2009-12-31"), 0.10,
> border = 0, col = "blue")

.... might have worked as you expected but this was untested.
>
> But nothing is added to the plot when I try to add the rectangle,  
> but I don't get an error message either.
>
> My question is how do I specify my x coordinates to draw the polygon  
> or rect, given that my scale is of the form "2008-01-02" rather
than
> simply "2008"?
>
> Additionally, do I have to use polygon, even if I'm trying to  
> drawing a rectangle, as was the case in the examples linked above?
>
> I'd like to be able to use this with chartSeries, rather than plot,  
> but I thought it would be easiest to figure it out using plot  
> first.  Clearly that hasn't helped me.
Grothendieck has given you an alternate solution, but even if it  
"works" for you, you would be well advised to read up on Date and
Date-
time objects  ... they are different.
>
> Thanks for any advice you can provide.
>
 > ?Date
 > ?DateTime
No documentation for 'DateTime' in specified packages and libraries:
you could try '??DateTime'
 > ?DateTimeClasses  # works

Read, and learn.

David Winsemius, MD
West Hartford, CT