Using dygraphs for plotting time series

Dygraphs is a neat package that can be used to plot time series interactively. This makes it much easier to explore a time series, and the final result actually looks pretty good as well.

First, let’s get a time series of the AEX stock market index using quantmod::getSymbols:

library(quantmod)

## Loading required package: xts
## Loading required package: zoo
## 
## Attaching package: 'zoo'
## 
## The following objects are masked from 'package:base':
## 
##     as.Date, as.Date.numeric
## 
## Loading required package: TTR
## Version 0.4-0 included new data defaults. See ?getSymbols.

getSymbols('^AEX')

##     As of 0.4-0, 'getSymbols' uses env=parent.frame() and
##  auto.assign=TRUE by default.
## 
##  This  behavior  will be  phased out in 0.5-0  when the call  will
##  default to use auto.assign=FALSE. getOption("getSymbols.env") and 
##  getOptions("getSymbols.auto.assign") are now checked for alternate defaults
## 
##  This message is shown once per session and may be disabled by setting 
##  options("getSymbols.warning4.0"=FALSE). See ?getSymbols for more details.

## [1] "AEX"

plot(AEX$AEX.Open)

That is the standard time series plot, which is non-interactive. By using the dygraph plot, we can click around in the plot to get specific values and to zoom in on specific time series.

library(dygraphs)
dygraph(AEX, main="AEX") %>% dyRangeSelector()

You can also easily put a second column on the secondary axis, e.g. the trade volume:

dygraph(AEX, main="AEX") %>% dyRangeSelector() %>%
  dySeries("AEX.Volume", axis = 'y2')

You can also set the selected line to highlight, which is useful if you have a lot of series in a single plot:

dygraph(AEX, main="AEX") %>% dyRangeSelector() %>%
  dySeries("AEX.Volume", axis = 'y2') %>%
  dyHighlight(highlightCircleSize = 5, highlightSeriesBackgroundAlpha = 0.2)

Finally, you can easily smooth the series by taking a moving average:

dygraph(AEX, main = "AEX") %>% 
  dySeries("AEX.Volume", axis = 'y2') %>%
  dyRoller(rollPeriod = 10)

And see more examples at http://dygraphs.com/gallery/