This chapter will introduce you to basic R time series visualization tools.

Refresher on xts and the plot() function

plot() function quiz

plot() function - basic parameters

plot() function - basic parameters (2)

Control graphic parameters

Graphic parameters quiz

Other useful visualizing functions

Adding an extra series to an existing chart

Highlighting events in a time series

Highlighting a specific period in a time series

A fancy stock chart

A fancy stock chart (2)

R Time Series Visualization Tools

Univariate plots are designed to learn as much as possible about the distribution, central tendency and spread of the data at hand. In this chapter you will be presented with some visual tools used to diagnose univariate times series.

Univariate time series analysis

Representing a univariate time series

Other visualization tools

Histogram of returns

Box and whisker plot

Autocorrelation

q-q plot

How to use everything we learned so far?

A comprehensive time series diagnostic

A comprehensive time series diagnostic (2)

Time Series quiz

Stock quiz

Univariate Time Series

What to do if you have to deal with multivariate time series? In this chapter, you will learn how to identify patterns in the distribution, central tendency and spread over pairs or groups of data.

Dealing with higher dimensions

Two time series grouped or stacked

Visualizing bivariate relationships

Multivariate time series

Correlation matrix

Scatterplots for multiple pairs of data

Correlation plot

Higher dimension time series

Correlation matrix as heatmap

Wrap up quiz

Multivariate Time Series

Let's put everything you learned so far in practice! Imagine you already own a portfolio of stocks and you have some spare cash to invest, how can you wisely select a new stock to invest your additional cash? Analyzing the statistical properties of individual stocks vs. an existing portfolio is a good way of approaching the problem.

Case study presentation

Current portfolio description

Existing portfolio quiz

New stocks

New stocks description

New stocks description (2)

Portfolio quiz

Compare old and new portfolios

A more accurate comparison of portfolios

Congratulations!

Case study: Visually Selecting a Stock That Improves Your Existing Portfolio

Returns for XOM, C, MSFT, DOW, and YHOO

Existing portfolio

Stock data for GS, KO, DIS, and CAT

Daily stocks for YHOO, MSFT, C, and DOW

Daily returns for Apple

Old versus new portfolio

As the saying goes, “A chart is worth a thousand words”. This is why visualization is the most used and powerful way to get a better understanding of your data. After this course you will have a very good overview of R time series visualisation capabilities and you will be able to better decide which model to choose for subsequent analysis. You will be able to also convey the message you want to deliver in an efficient and beautiful way.

Manipulating Time Series Data in R

Learn how to visualize time series in R, then practice with a stock-picking case study.

Visualizing Time Series Data in R

Analista quantitativo  em R

Séries temporais  in R

Quantitative Trader and creator of the R Trader blog

Histograms

Box and whisker

QQ-plot

Let's practice!

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Univariate Time Series - Other visualization tools

Other visualization tools

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