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  3. Visualizing Time Series Data in R

Exercise

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.

Instructions

100 XP
  • 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"