R plot.xts error bars

Question

Trying to put error bars on a time series plot using plot.xts

> myTS[1:20]
           [,1]
2013-07-01   29
2013-07-03   24
2013-07-03   16
2013-07-03   16
2013-07-03   12
2013-07-03   12
2013-07-03   16
2013-07-03   21
2013-07-03   21
2013-07-03   16
2013-07-05   12
2013-07-05   12
2013-07-05   12
2013-07-05   12
2013-07-08   16
2013-07-08   23
2013-07-08   16
2013-07-08   12
2013-07-09   16
2013-07-09   12

I've aggregated this using myTSquarterly = apply.quarterly(myTS,mean)

> myTSquarterly 
               [,1]
2013-09-30 24.50829
2013-12-31 23.79624
2014-03-31 24.15170
2014-06-30 24.57641
2014-09-30 23.71467
2014-12-31 22.99500
2015-03-31 24.50423
2015-06-30 25.19950
2015-09-30 24.76330
2015-12-31 24.65810
2016-03-31 25.35616
2016-06-30 22.71066
2016-07-27 20.63636

I can plot easily using plot.xts(myTSquarterly):

I can calculate standard deviation easily as well with apply.quarterly(myTS,sd)

I would like to add these standard deviation info as error bars to the plot, but I cannot find a method for this?

Answer 1

If you're going to use plotting using xts, you might want to consider using the development version of xts which is at v0.10 (CRAN version is still lower I think), where plotting capabilities for plot.xts have been improved. . Then check for simple examples ?plot.xts.

What you want to do could be done as follows:

# Want xts v0.10.0
library(devtools)
install_github("joshuaulrich/xts")


library(quantmod)
getSymbols("GOOG")
myTS <- GOOG[, 4]
myTSquarterly_mean <- apply.quarterly(myTS,mean)
myTSquarterly_sd <- apply.quarterly(myTS, sd)
c <- 2
plot(myTSquarterly_mean)
lines(myTSquarterly_mean - c * myTSquarterly_sd, col = "red")
lines(myTSquarterly_mean + c * myTSquarterly_sd, col = "red", pch = 17)
points(myTSquarterly_mean + c * myTSquarterly_sd, col = "red", pch = 17)

(If you want to keep using the older xts library to plot multiple curves on one plot, consider converting the time series to zoo type (as.zoo), then plot)