Please see updates to df2 assignment as shown below.

library(xts)  # primary
#library(tseries)   # Unit root tests
library(ggplot2)
library(vars)
library(grid)
dt_xts<-xts(x = 1:10, order.by = seq(as.Date("2016-01-01"),
                                     as.Date("2016-01-10"), by = "1 day"))
colnames(dt_xts)<-"gdp"
xmin<-min(index(dt_xts))
xmax<-max(index(dt_xts))
df1<-data.frame(x = index(dt_xts), coredata(dt_xts))
p<-ggplot(data = df1, mapping= aes(x=x, y=gdp))+geom_line()
rg<-ggplot_build(p)$panel$ranges[[1]]$y.range
y1<-rg[1]
y2<-rg[2]


# x = as.Date(..) in place of x = "2016-01-05"
df2<-data.frame(x = as.Date("2016-01-05"), y1=y1, y2=y2 )

p1<-p+geom_segment(mapping=aes(x=x, y=y1, xend=x, yend=y2), data=df2,
                   arrow=arrow())
--

Best,

GG




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