Plotting Financial Time Series Data (Multiple Columns) in R

1> is.ts(EuStockMarkets)
2[1] TRUE
3> head(EuStockMarkets)
4         DAX    SMI    CAC   FTSE
5[1,] 1628.75 1678.1 1772.8 2443.6
6[2,] 1613.63 1688.5 1750.5 2460.2
7[3,] 1606.51 1678.6 1718.0 2448.2
8[4,] 1621.04 1684.1 1708.1 2470.4
9[5,] 1618.16 1686.6 1723.1 2484.7
10[6,] 1610.61 1671.6 1714.3 2466.8
11>
12

As you can see, the dataset is a time series object and contains prices for 4 indices, namely, DAX, SMI, CAC and FTSE.

Plot the Data

We can plot the data using the plot() function to create a simple plot which will print all 4 series as shown below:

Alternatively we can use the ts.plot() function to get the same plot but with a common y-axis. This time we are also adding a legend to the chart to make it more user-friendly.

1> ts.plot(EuStockMarkets, col = 1:4, xlab = "Year", ylab = "Prices", main = "European Stock Indices")
2> legend("topleft", colnames(EuStockMarkets), lty = 1, col = 1:4, bty = "n")
3>
4

Notes: col sets the colors of lines, lty is the line type, and bty is for the type of box to be drawn around the legend. n represents no box.