i have the following code below and at the end there are some plotting
statements.
it actualy looks quite nice when you run it but there is just one
strange thing happening that
don't know how to fix.
the three things being plotted are
aggfxdata[,logbidask] which has its own set of times ( it's a zoo object
).
rollmeanlogbidask which has a subset of the times that aggfxdata has.
basically it starts later than aggfxdata[,logbidask] and when the plot
is done, it works in the
sense that rollmeanlogbidask gets plotted later.
then, i plot the variable lt on the same plot witrh it's vertical axis
on the right side and this works nicely also.
the only that doesn't quite work is that lt, time wise, lt, starting at
the same time as the aggfxdata[,logbidask] when it should be starting a
few minutes after
rollmeanlogbidask. the times in it are correct and i don't think it has
to do with the fact that things are zoo ( but i could be wrong ? ).
i must be doing something wrong in my commands. the weird thing is that
rollmeanlogbidask starts at the appropriate place ?
maybe i have to give lt a different frequency but when i do the dput , i
don'ts ee freequency as part of it ?
this probably sounds way more confusing than it actually is but, if you
run below, you will see exactly what io mean.
thanks a lot to anyone who can be bothered pasitng below. as usual, you
would need zoo and chron.
aggfxdata<-structure(c(114.834516129032, 114.7922, 114.820808080808,
114.838260869565,
114.837560975610, 114.776697247706, 114.796933333333, 114.745714285714,
114.734923076923, 114.661939393939, 114.646574074074, 114.703486238532,
114.646453900709, 114.651948051948, 114.742671755725, 114.721132075472,
114.828647058824, 114.885978260870, 114.936860465116, 114.94,
114.967763157895, 114.935107526882, 114.92225, 115.015606060606,
115.077261146497, 115.034248366013, 114.961923076923, 114.976463414634,
115.063468208092, 115.085882352941, 115.166847826087, 115.153306451613,
115.137719298246, 115.080735294118, 115.074090909091, 115.021134751773,
114.903450292398, 114.916153846154, 114.888306451613, 114.937469879518,
114.890943396226, 114.849747899160, 114.926912751678, 114.874567901235,
114.837980769231, 114.797538461538, 114.746707317073, 114.696013071895,
114.676458333333, 114.852184466019, 114.848548387097, 114.8078,
114.835050505051, 114.851304347826, 114.852439024390, 114.792844036697,
114.811733333333, 114.759206349206, 114.748307692308, 114.675939393939,
114.661296296296, 114.717889908257, 114.660921985816, 114.665779220779,
114.756870229008, 114.735471698113, 114.841941176471, 114.899184782609,
114.949186046512, 114.953990384615, 114.982280701754, 114.948924731183,
114.9368, 115.028863636364, 115.091592356688, 115.047777777778,
114.975576923077, 114.990365853659, 115.078381502890, 115.099705882353,
115.180326086957, 115.166370967742, 115.151052631579, 115.095147058824,
115.088522727273, 115.035390070922, 114.917894736842, 114.930128205128,
114.903790322581, 114.952409638554, 114.906226415094, 114.863865546218,
114.940939597315, 114.890370370370, 114.852211538462, 114.812307692308,
114.760548780488, 114.710326797386, 114.690208333333, 114.866213592233,
4.74355319771057, 4.74319148388547, 4.74343474081987, 4.74358150022944,
4.74358339314172, 4.74305881517423, 4.74322922997911, 4.74277728938584,
4.74268277772736, 4.74204918880485, 4.7419183321792, 4.74241320264843,
4.74191617575789, 4.74196131670693, 4.74275385322944, 4.74256674074965,
4.74349887668465, 4.74399761812053, 4.74443655563793, 4.74447111073972,
4.74471490416156, 4.74442779363424, 4.74431911442163, 4.74512545618279,
4.74566600467616, 4.74528870019174, 4.74466035230505, 4.74478789738982,
4.74554867613244, 4.74573870836097, 4.74644044208183, 4.74632106516708,
4.74618687097407, 4.74569654200703, 4.74563889435559, 4.74517785826786,
4.74415506578588, 4.74426356601777, 4.74402779250609, 4.74445322900522,
4.74404986890124, 4.74368619357562, 4.7443574082389, 4.74390959824271,
4.74358423039023, 4.7432343669113, 4.74278746542368, 4.74234766049834,
4.74217470698038, 4.7437070219583), .Dim = c(50, 3), .Dimnames = list(
NULL, c("bid", "ask", "logbidask")), index = structure(c(1152058200,
1152058800, 1152059400, 1152060000, 1152060600, 1152061200, 1152061800,
1152062400, 1152063000, 1152063600, 1152064200, 1152064800, 1152065400,
1152066000, 1152066600, 1152067200, 1152067800, 1152068400, 1152069000,
1152069600, 1152070200, 1152070800, 1152071400, 1152072000, 1152072600,
1152073200, 1152073800, 1152074400, 1152075000, 1152075600, 1152076200,
1152076800, 1152077400, 1152078000, 1152078600, 1152079200, 1152079800,
1152080400, 1152081000, 1152081600, 1152082200, 1152082800, 1152083400,
1152084000, 1152084600, 1152085200, 1152085800, 1152086400, 1152087000,
1152087600), class = c("POSIXt", "POSIXct")), class = "zoo")
rollmeanlogbidask<-structure(c(4.74371176689231, 4.74380800837135,
4.7439123277474,
4.74400406541921, 4.7440745668118, 4.74414308351893, 4.74421371828871,
4.74424457948227, 4.74429412203667, 4.74433895586263, 4.74441909053597,
4.74449014176004, 4.74453257479095, 4.74461394920698, 4.74467889192484,
4.74470657116353, 4.74472882536892, 4.74470511166022, 4.74465011307282,
4.74457471811757, 4.74454924849152), index = structure(c(1152075600,
1152076200, 1152076800, 1152077400, 1152078000, 1152078600, 1152079200,
1152079800, 1152080400, 1152081000, 1152081600, 1152082200, 1152082800,
1152083400, 1152084000, 1152084600, 1152085200, 1152085800, 1152086400,
1152087000, 1152087600), class = c("POSIXt", "POSIXct")), class = "zoo")
lt<-structure(c(1, 2, 3, 4, 5, 6, 1, 1, 2, 3, 4, 5, 6, 7, 1, 1, 1,
1, 1), index = structure(c(1152076800, 1152077400, 1152078000,
1152078600, 1152079200, 1152079800, 1152080400, 1152081000, 1152081600,
1152082200, 1152082800, 1152083400, 1152084000, 1152084600, 1152085200,
1152085800, 1152086400, 1152087000, 1152087600), class = c("POSIXt",
"POSIXct")), class = "zoo")
plot(aggfxdata[,"logbidask"],main="",col=4)
lines(rollmeanlogbidask,col=2)
par(new=T)
plot(lt,axes=F,type="l",lty=2)
axis(4,at=pretty(range(lt)),line=0.5,tck=0.02)
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