How to Plot Graph of multiple securities with multiple time series in R

Question

I have 5413 companies (as columns) and time period of 2000 to 2014 daily stock price observations, 3789 is observation count in my dataset. So, now I want to plot the graphs of these companies prices and also plot the graphs of the log returns I created in separate dataframe. I illustrate some portion of the dataframe as follows

Date       A G L    ABA    ABB ABBEY 
2000-1-3    NA      NA      NA  NA
2000-1-4    79.5    325     NA  961  
2000-1-5    79.5    322.5   NA  945
2000-1-6    79.5    327.5   NA  952
2000-1-7    NA      327.5   NA  941  
2000-1-10   79.5    327.5   NA  946
2000-1-11   79.5    327.5   NA  888

and daily log returns

 Date      A G L    ABA      ABB         ABBEY
  2000-01-04   NA           NA   NA           NA
  2000-01-05    0 -0.007722046   NA -0.016789481
  2000-01-06    0  0.015384919   NA  0.007380107
  2000-01-07   NA  0.000000000   NA -0.011621895
  2000-01-10   NA  0.000000000   NA  0.005299429
  2000-01-11    0  0.000000000   NA -0.063270826

I want to plot the graphs with companies name as Y-axis and Date as X-axis, separately for each company in my dataframes. I want to show that trend or stationarity in the stock prices series has been removed by log returns I tried plot.ts(Price) but it returns

Error in plotts(x = x, y = y, plot.type = plot.type, xy.labels = xy.labels,  : 
  cannot plot more than 10 series as "multiple"

Answer 1

so here is a couple of examples you can use. I prefer ggplot2 but it's up to you :-)

data <- read.table(text="
Date       AGL    ABA    ABB ABBEY 
2000-1-3    NA      NA      NA  NA
2000-1-4    79.5    325     NA  961  
2000-1-5    79.5    322.5   NA  945
2000-1-6    79.5    327.5   NA  952
2000-1-7    NA      327.5   NA  941  
2000-1-10   79.5    327.5   NA  946
2000-1-11   79.5    327.5   NA  888",
  header = TRUE)

format your date

data$Date <- as.Date(data$Date)

and then use your plot function

plot.ts(data)

or with ggplot2

library(ggplot2)
ggplot(data=data, aes(x=Date, y=AGL)) + geom_line() + geom_line(data=data, aes(x=Date, y=ABA), color="red") + geom_line(data=data, aes(x=Date, y=ABBEY), color="green") + theme_bw()

obviously you can change the graphics by playing with the options!

Answer 2

Import necessary R packages:

require(ggplot2)
require(dplyr)

I create a toy data.frame to make the point:

   df <- tribble(
         ~day, ~stock1, ~stock2,
         1,       3,        5,
         2,       2,        1,
         3,       -3,       7
       )

Now, using gather function from dplyr you can transform the data into long format:

df2 <- df %>% gather(stock1:stock2, key = 'stock', value= 'price')

Use ggplot2 to make the plot:

ggplot(df2, aes(day, price, color = stock)) + geom_line()

Or, you could do it in one step:

df %>% gather(stock1:stock2, key = 'stock', value= 'price') %>%
  ggplot(aes(day, price, color = stock)) + 
  geom_line()