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Highlighting a specific period in a time series

To highlight a specific period in a time series, you can display it in the plot in a different background color. The chart.TimeSeries() function in the PerformanceAnalytics package offers a very easy and flexible way of doing this.

Let's examine some of the arguments of this function:

chart.TimeSeries(R, period.areas, period.color)

R is an xts, time series, or zoo object of asset returns, period.areas are shaded areas specified by a start and end date in a vector of xts date ranges like c("1926-10/1927-11"), and period.color draws the shaded region in whichever color is specified.

In this exercise, you will highlight a single period in a chart of the Citigroup time series in data.

This exercise is part of the course

Visualizing Time Series Data in R

View Course

Exercise instructions

  • Create an object called period containing the first three months of 2015
  • Using the chart.TimeSeries() function, highlight the citigroup data values in the period
  • Use chart.TimeSeries() again to redraw the same line chart but this time set the color of the highlighted period to "lightgrey"

Hands-on interactive exercise

Have a go at this exercise by completing this sample code.

# Create period to hold the 3 months of 2015


# Highlight the first three months of 2015 


# Highlight the first three months of 2015 in light grey
 
Edit and Run Code