rQuantmod圖表添加線性回歸線

Question

我想將一個簡單的線性回歸線添加到來自quantmod chartSeries函數的繪圖中。

Input:
getSymbols('AAPL')

chartSeries(AAPL, subset='last 3 years', TA = NULL, theme = "white", up.col = "green", dn.col = "red")

但是當我嘗試添加行時，它們都不起作用

addLines(lm(Cl(AAPL)~index(AAPL)),col="blue", on=1)

abline(lm(Cl(AAPL)~index(AAPL)),col="blue")

有什么建議嗎？ 謝謝。

Answer 1

您正在為整個APL收盤價范圍創建線性模型，而僅繪制了最近三年的收盤價。 因此，可能正在畫線，但是看不見。 同樣，在lm中，最好適合索引而不是日期。

這對我有用：

library(quantmod)
library(TimeWarp)

getSymbols('AAPL')

# Subset to your desired 3-year date range
end = as.character(last(index(AAPL)))
start = as.character(TimeWarp::dateWarp(last(index(AAPL)),"-3 years"))
subset = AAPL[paste(start,end,sep="/")]

# Work with subset from now on. Chart subset (note I removed
# subset argument from call to chartSeries)
chartSeries(subset, TA = NULL, theme = "white", up.col = "green", dn.col = "red")

# Linear model on same range as your chart
indices = 1:nrow(subset)
model=lm(AAPL.Close~indices,data=subset)

# Draw line
abline(model$coefficients[1],model$coefficients[2])