On Sun, Apr 3, 2011 at 1:57 PM, algotr8der <algotr8...@gmail.com> wrote: > I have 2 zoo objects - > > 1) Interest rate spread between 10-YR-US-Treasury and 2-YR-US-Treasury > (object name = sprd) > > 2) S&P 500 index (object name = spy) > > >> str(spy) > ‘zoo’ series from 1976-06-01 to 2011-03-31 > Data: num [1:8791] 99.8 100.2 100.1 99.2 98.6 ... > Index: Class 'Date' num [1:8791] 2343 2344 2345 2346 2349 ... > >> str(sprd) > ‘zoo’ series from 1976-06-01 to 2011-03-31 > Data: num [1:9088] 0.68 0.71 0.7 0.77 0.79 0.79 0.82 0.86 0.83 0.83 ... > Index: Class 'Date' num [1:9088] 2343 2344 2345 2346 2349 ... > > > Since there are NA data points in object 'sprd' I created another object > that omits "NA". The name of that object is 'sprdtmp'. > > >> str(sprdtmp) > ‘zoo’ series from 1976-06-01 to 2011-03-31 > Data: atomic [1:8704] 0.68 0.71 0.7 0.77 0.79 0.79 0.82 0.86 0.83 0.83 ... > - attr(*, "na.action")=Class 'omit' int [1:384] 25 70 95 111 118 128 149 > 190 224 260 ... > Index: Class 'Date' num [1:8704] 2343 2344 2345 2346 2349 ... > > I want to plot both time series on the same plot with time/date on the > x-axis and the axis label quarterly (or monthly). One problem is that the > sprdtmp and spy objects do not have the same number of data points as there > are times when the equity markets are closed while the interest rate markets > are open. For the most part the dates overlap. Would this matter if I try to > plot both on the same plot? And how would I go about plotting these objects > in one plot. > > The second part of the plot requires that both are on different scales. I > guess I could take a log of the s&p and plot that along with the rate > spread. But it would be nice for future reference how I could plot 2 series > in one plot with 2 difference scales. > > I spent all night yesterday and this morning trying various options but I > cant seem to get this to work. I have read through the ?plot, ?plot.zoo and > ?axis documentation without any success. I would greatly appreciate if > anyone can point me in the right direction. Thank you kindly. >
Try this: plot(na.approx(cbind(z1, z2)), screen = 1) and in ?plot.zoo see the multivariate plotting example. where z1 and z2 are two zoo series. Omit screen = 1 if you want them in different panels. -- Statistics & Software Consulting GKX Group, GKX Associates Inc. tel: 1-877-GKX-GROUP email: ggrothendieck at gmail.com ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.