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\name{TimeSeriesPlots}
\alias{seriesPlot}
\alias{returnPlot}
\alias{cumulatedPlot}
\alias{drawdownPlot}
\title{Financial time series plots}
\description{
Produces an index/price, a cumulated return, a return, or a drawdown
plot.
}
\usage{
seriesPlot(x, labels = TRUE, type = "l", col = "steelblue",
title = TRUE, grid = TRUE, box = TRUE, rug = TRUE, \dots)
cumulatedPlot(x, index = 100, labels = TRUE, type = "l", col = "steelblue",
title = TRUE, grid = TRUE, box = TRUE, rug = TRUE, \dots)
returnPlot(x, labels = TRUE, type = "l", col = "steelblue",
title = TRUE, grid = TRUE, box = TRUE, rug = TRUE, \dots)
drawdownPlot(x, labels = TRUE, type = "l", col = "steelblue",
title = TRUE, grid = TRUE, box = TRUE, rug = TRUE, \dots)
}
\arguments{
\item{x}{
an object of class \code{"timeSeries"} or any other object which can
be transformed by \code{as.timeSeries} into an object of class
\code{"timeSeries"}.
}
\item{index}{
a numeric value, by default 100. Used by \code{cumulatedPlot} only.
The function cumulates column by column the returns and multiplies
the result with the index value: \code{index * exp(colCumsums(x))}.
}
\item{labels}{
a logical flag, should the plot be returned with default labels and
decorated in an automated way? By default \code{TRUE}.
}
\item{type}{
what type of plot should be drawn? By default we use a line plot,
\code{type = "l"}. An alternative plot style which produces nice
figures is for example \code{type = "h"}.
}
\item{col}{
the color for the series. In the univariate case use just a color
name like the default, \code{col = "steelblue"}, in the multivariate
case we recommend to select the colors from a color palette,
e.g. \code{col = heat.colors(ncol(x))}.
}
\item{title}{
a logical flag, by default TRUE. Should a default title added
to the plot?
}
\item{grid}{
a logical flag, should a grid be added to the plot? By default
\code{TRUE}.
}
\item{box}{
a logical flag, should a box be added to the plot? By default
\code{TRUE}.
}
\item{rug}{
a logical flag, by default TRUE. Should a rug representation of the
data added to the plot?
}
\item{\dots}{
optional arguments to be passed to \code{plot}.
}
}
\details{
The plot functions can be used to plot univariate and multivariate
time series of class \code{timeSeries}:
\tabular{ll}{
\code{seriesPlot} \tab Returns a tailored return series plot, \cr
\code{cumulatedPlot} \tab Displays a cumulated series given the returns, \cr
\code{returnPlot} \tab Displays returns given the cumulated series, \cr
\code{drawdownPlot} \tab Displays drawdowns given the return series.}
The graphical parameters \code{type} and \code{col} can be set by the
values specified through the argument list. In the case of multivariate
time series \code{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 \code{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 \code{title}
after the plot is drawn.
Beside \code{type}, \code{col}, \code{main}, \code{xlab} and
\code{ylab}, all other \code{par} arguments can be passed to the
\code{plot} function.
If the \code{labels} flag is unset to \code{FALSE}, then no
decorations will be added to the plot, and the plot can be fully
decorated by the user.
}
\value{
\code{NULL} (invisibly)
}
\seealso{
\code{\link{qqnormPlot}},
\code{\link{qqnigPlot}},
\code{\link{qqghtPlot}},
\code{\link{qqgldPlot}}
\code{\link{histPlot}},
\code{\link{densityPlot}},
\code{\link{logDensityPlot}}
\code{\link{boxPlot}},
\code{\link{boxPercentilePlot}}
\code{\link{acfPlot}},
\code{\link{pacfPlot}},
\code{\link{teffectPlot}},
\code{\link{lacfPlot}}
\code{\link{scalinglawPlot}}
\code{\link{returnSeriesGUI}}
}
\examples{
data(LPP2005REC, package = "timeSeries")
tS <- as.timeSeries(LPP2005REC)
seriesPlot(tS)
}
\keyword{hplot}
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