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mangojuice
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Joined: May 5th, 2009, 9:47 am

plot 4 times series with different scale in same graph

August 26th, 2010, 11:05 am

I have 4 times series with different scale but they move in line with each other. i want to plot them into same graph but then the result is not so nice. The time series that has little change become almost flat when plotted against a more volatile series. althought hey actually move together. but in the graph we can't see it. I can plot 2 series of different scale by using Y axis on both left and right hand size. And the graph looks nice for 2 series. But here, now I have 4 series to compare. what should I do??any help would be highly appreciate.
 
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MHill
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Joined: February 26th, 2010, 11:32 pm

plot 4 times series with different scale in same graph

August 26th, 2010, 11:08 am

Can you plot everything as a % of it's original value?
 
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ACD
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Joined: April 19th, 2004, 8:09 am

plot 4 times series with different scale in same graph

August 26th, 2010, 2:32 pm

Also you could standardise them by their in sample volatility so that their movements are of similar magnitudes (if you don't care about the volatilities).
 
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frenchX
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Joined: March 29th, 2010, 6:54 pm

plot 4 times series with different scale in same graph

August 26th, 2010, 7:36 pm

The volatility normalization and the initial value normalization are good ideas but we don't know the difference in the dynamic of the time series. Imagine than one has a growth rate of 1% and the other 5000% ? (quite exagerating but just for the illustration)What exactly are your times series ? Is it possible to make a log plot (if all your data are positive) ? with that you would compress the dynamic. That's usually what I do for example to plot series (in my case spectrum measurement in the RF range) when the dynamic is very large (a signal can be several millions times weaker than an another) . the log plot could be your friend for your problem.
 
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quantmeh
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Joined: April 6th, 2007, 1:39 pm

plot 4 times series with different scale in same graph

August 27th, 2010, 10:08 pm

log Y