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R 语言经典实例(原书第 2 版)
book

R 语言经典实例(原书第 2 版)

by J.D. Long, Paul Teetor
June 2020
Beginner to intermediate
522 pages
9h 6m
Chinese
China Machine Press
Content preview from R 语言经典实例(原书第 2 版)
414
14
和快速参考卡。如果计算机上已安装软件包,请使用 vignette 函数查看它们的相关
文档:
vignette("zoo")
vignette("xts")
timeSeries 包是另一个不错的分析时间序列的 R 包。它是 Rmetrics 梳理金融项目的
一部分。
14.2 绘制时序图
14.2.1 问题
绘制一个或多个时间序列的时序图。
14.2.2 解决方案
对于 zoo 对象和 xts 对象,无论它们是单一时间序列还是多元时间序列,可以直接使
用函数 plot(
x
) 进行绘制。
对于一个简单的时间序列观测向量 v,可以使用 plot(v, type = "l") plot.
ts(v) 进行绘制。
14.2.3 讨论
泛型函数 plot 既适用于 zoo 对象也适用于 xts 对象。它可以绘制一个单独的时间序
列,也可以绘制多元时间序列。在后一种情况下,它可以将每个序列绘制在单独的图中
或一起绘制在一个图中。
假设 ibm.infl 是一个包含两个时间序列的 zoo 对象。一个序列是从 2000 1 月到
2017 12 月的 IBM 股票报价,另一个序列是通货膨胀调整后的 IBM 股票价格。如果
绘制对象,R 将在一个绘图中将两个时间序列绘制在一起,如图 14-1 所示:
load(file = "./data/ibm.rdata")
library(xts)
main <- "IBM: Historical vs. Inflation-Adjusted"
lty <- c("dotted", ...
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Publisher Resources

ISBN: 9787111656814