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I am working on a script in R, where I have to plot three estimated models stored in a matrix as a plot against time. I have used the "quantmod"-package to extract the data from Yahoo Finance and hereafter created a vector containing the dates of these data, called vDates.

Now I want to plot the estimated values of my model against the dates contained in the vector. They have

plot.ts(mSigma_DJI, plot.type = "single", col = c("green", "black", "blue"), 
        main = "Filtered volatilities for Dow Jones", xlab = "Time", 
        ylab = expression(paste(sigma[t]^2)))

I have extracted the data in the following way:

library(quantmod)

# Reading the series for DJI and S&P500:
vSP500 = getSymbols("^GSPC", 
                    from = "2007-01-03", 
                    to = "2019-01-01", 
                    auto.assign = FALSE)

vDJI = getSymbols("^DJI", 
                  from = "2007-01-03", 
                  to = "2019-01-01", 
                  auto.assign = FALSE)

# Extracting the dates of the series to use in plots:
vDates = as.Date(row.names(as.matrix(vDJI)))[-1]

# Creating the series with the percentage logarithmic returns of both series
vSP500 = diff(log(as.numeric(vSP500$GSPC.Adjusted))) * 100
vDJI = diff(log(as.numeric(vDJI$DJI.Adjusted))) * 100

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.
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# Then the estimated values are save here:
mSigma_SP500[,"GARCH"] = GARCH_Fit_SP500$vSigma

But the plot looks like seen on the attached picture. Instead of the x-avis on the plot, I would like to have my vector containing the dates, vDates, as the x-avis. It seems like I am not able to do this using the "xts"-package. Plot with numerical values on x-axis

Any suggestions on how to do this?

Thanks in advance.

Phil
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  • Maybe you could use `gather` to reorder series, `ggplot` to plot them and `scale_x_axis()` to get the x-date axis; would need GARCH , EGARCH and GJRGARCH series to reproduce the example... – AlSub Dec 21 '20 at 03:13
  • Can you provide your data using `dput`? Edit your post to include `dput(mSigma_DJI)` – Ronak Shah Dec 21 '20 at 04:42

0 Answers0