绘制高频率回报

时间:2016-08-01 21:51:11

标签: r plot xts

我正在尝试绘制一个xts对象,其中包含从2015-01-01到2015-12-31的5分钟回报,其中包含以下代码:

library(xts)
as.xts(dummy_fivemin)
plot(dummy_fivemin[,4], auto.grid = FALSE, major.ticks = "auto", 
                            minor.ticks = FALSE, col = "red") #plot
legend(x="topleft", legend = "EUR/AUD", lty = 1, col= "red")

产生以下图表 enter image description here

我想让我的情节看起来更专业,如下图Forecasting exchange rate volatility using high-frequency data: Is the euro different? enter image description here

0 个答案:

没有答案