R quantmod chartSeries：向图表添加两个时间序列

Question

Using Quantmod's chartSeries and chart_Series functions, I've been attempting to chart two time series on a single chart. The following code has resulted in a thick green band in the chart output. I understand that this is because I'm binding it and showing two values for every observation. I can't, however, figure out how to show the two time series separately.

If not possible to do this with Quantmod functions, is it possible to do in ggplot?

library(quantmod)

getSymbols(c('VXX','^VIX'), from = "2019-01-01", to = "2020-03-16")

symbols <- c(VIX$VIX.Adjusted,VXX$VXX.Adjusted)

chartSeries(symbols)

Answer 1

There are a few packages that make it a bit easier than using chartSeries from quantmod.

package rtsplot. Timeseries plotting using base R plot functions. Read the help pdf for all the options.

library(rtsplot)
rtsplot(VIX)
rtsplot.lines(VXX$VXX.Adjusted)

Or if you want to use ggplot2, you can use tidyquant. tidyquant also adds a candlestick charting options to ggplot2. Read the vignettes for more info:

library(tidyquant)
library(ggplot2)
vols <- tq_get(c('VXX','^VIX'), from = "2019-01-01", to = "2020-03-16") 

vols %>% 
  ggplot(aes(x = date, y = adjusted,  group = symbol)) +
  geom_line() +
  theme_tq()

Answer 2

plot.xts will do what you asked for. The logical argument multi.panel plots both time series in 1 (default) or 2 separate panels. Have a look at ?plot.xts for more details. You can use cbind if you know that the indices of the time series are the same, but a better and safer approach is to use `merge'.

plot.xts(merge(VXX[,6],VIX[,6],join = 'inner'),main = 'plot 2 series on same panel')