ggplot2: Two Time Series With Different Dates
May 5, 2009
In his blogpost Jon Peltier shows how to “make a line chart which has two time series, in which each time series has data for different dates”, both in Excel 2003 and Excel 2007. The process involves a number of steps, some of which are not very intuitive.
Creating the same chart in ggplot2 is very easy.
> library(ggplot2)
> df <- structure(list(date = structure(c(4L,
10L, 16L, 19L, 2L, 14L, 20L, 6L, 12L, 4L,
5L, 10L, 11L, 13L, 15L, 16L, 17L, 18L,
1L, 2L, 3L, 7L, 8L, 9L, 14L, 20L), .Label = c("01-Dec-08",
"02-Dec-08", "04-Dec-08", "04-Nov-08",
"05-Nov-08", "06-Jan-09", "08-Dec-08",
"10-Dec-08", "11-Dec-08", "11-Nov-08",
"12-Nov-08", "13-Jan-09", "13-Nov-08",
"16-Dec-08", "17-Nov-08", "18-Nov-08",
"20-Nov-08", "24-Nov-08", "25-Nov-08",
"30-Dec-08"), class = "factor"), value = c(5.9,
6, 6.1, 6.2, 6.1, 5.8, 6.1, 5.5, 5.9, 5.7,
6.2, 6.1, 5.7, 6, 6, 6.2, 6.2, 6.1, 6,
5.7, 6.1, 5.9, 5.7, 6, 5.9, 6.1), variable = structure(c(1L,
1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 2L, 2L,
2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L,
2L, 2L, 2L, 2L, 2L), .Label = c("A", "B"),
class = "factor")), .Names = c("date",
"value", "variable"), class = "data.frame",
row.names = c(NA, -26L))
|
> df$date <- as.Date(df$date, format = "%d-%b-%y") |
> ggplot(df, aes(x = date, y = value, group = variable,
colour = variable)) + geom_point() + geom_line()
|
Now let’s apply a more minimalist formatting and remove axes labels.
> last_plot() + theme_bw() + opts(panel.grid.major = theme_blank()) +
xlab(NULL) + ylab(NULL)
|
9 Comments
leave one →
Learning R 
Hi,
Thanks for this. Maybe you’d like to explain why we need the complicated structure(liste(date etc. for the data?
Cheers.
Andreas
I included the data in this format so that it could be easily possible to use the data and reproduce the plot(s) in the post.
In fact, I first imported the data using
read.csv(), and then useddput()to write a text representation of the R dataframe.A human-readable alternative is
df <- read.table(header=TRUE, textConnection("
date value variable
1 04-Nov-08 5.9 A
2 11-Nov-08 6.0 A
#...
25 16-Dec-08 5.9 B
26 30-Dec-08 6.1 B
"))
Spread the word! 😎
Hi, thanks , nice plot! I m trying to applied qplot on two time series data like :
DATE;OPEN;HIGH;LOW;CLOSE;VOLUME
02.04.2008 09:00;6.749,24;6.755,55;6.746,89;6.754,11;0
02.04.2008 09:01;6.754,70;6.754,70;6.748,13;6.749,55;0
02.04.2008 09:02;6.749,36;6.757,00;6.745,50;6.749,38;0
unfortunatly the plot dose not work, any idea how to make it work?
Thanks in advance for advice
Pastor
If you specified what type of plot you are trying to create, it would be easier to help you!
I like to plot two plot of the two financial time series to compare both. As x- axis would be the date (scala month) and the y-axis the values of the both series as it is schowned in the plot on this site.
I hope you have any idea…. I did not figuerd out how to make it…Pastor
First you have to import the data into R dataframe. Then you can try something like this:
ggplot(df, aes(DATE)) + geom_line(aes(y=HIGH)) + geom_line(aes(y=LOW))Hi, thnaks for your code.
I used did the following:
mydata=as.data.frame(data)
ggplot(mydata, aes(DATE)) + geom_line(aes(y=HIGH)) + geom_line(aes(y=LOW))
then got the error: (any idea?)
Fehler in paste(rep(l, length(lvs)), rep(lvs, each = length(l)), sep = sep) :
Vektoren negativer Länge sind nicht erlaubt
Zusätzlich: Warnmeldung:
In ans * length(l) : NAs durch Ganzzahlüberlauf erzeugt
Thank you for this post. After struggling the whole afternoon trying to plot some data similar to yours, this solved my problem.