Highcharter R Package Essentials for Easy Interactive Graphs

Prerequisites

# Load required R packages
library(tidyverse)
library(highcharter) 
# Set highcharter options
options(highcharter.theme = hc_theme_smpl(tooltip = list(valueDecimals = 2)))

Economic time series data

data("economics_long", package = "ggplot2")
# Check automatically if the x column is date class
economics_long2 <- economics_long %>%
  filter(variable %in% c("pop", "uempmed", "unemploy"))
economics_long2

## # A tibble: 1,722 x 4
##   date       variable  value value01
##   <date>     <chr>     <dbl>   <dbl>
## 1 1967-07-01 pop      198712 0      
## 2 1967-08-01 pop      198911 0.00164
## 3 1967-09-01 pop      199113 0.00330
## 4 1967-10-01 pop      199311 0.00492
## 5 1967-11-01 pop      199498 0.00646
## 6 1967-12-01 pop      199657 0.00777
## # … with 1,716 more rows

hc <- economics_long2 %>%
   hchart(
    "line", 
    hcaes(x = date, y = value01, group = variable)
  )

hc

Visualize a time series object

hc <- hchart(LakeHuron)

hc

Multivariate Time series

x <- cbind(mdeaths, fdeaths)
hc <- hchart(x)

hc

Seasonal Decomposition of Time Series by Loess

x <- stl(log(AirPassengers), "per")
hc <- hchart(x)

hc

Forecast package

library(forecast)
x <- forecast(ets(USAccDeaths), h = 48, level = 95)
hc <- hchart(x)

hc

Quantmod package

The highstock extension is used to chart xts and xts ohlc classes from the quantmod package.

library(quantmod)
# `xts objects
x <- getFX("USD/JPY", auto.assign = FALSE)
hc <- hchart(x)

hc

# `xts ohlc` objects
y <- getSymbols("SPY", auto.assign = FALSE)
hc <- hchart(y)

hc