Sample script of using ggplot to plot acf matrix data.

ggplot2_heat_map.r

m.geQuote <- as.matrix(geQuote[,2:5])
acf.geQuote <- acf(m.geQuote, lag=5, plot=F, na.action=na.contiguous)
m.acf.geQuote <- melt(acf.geQuote$acf)

m.acf.geQuote$Var1[m.acf.geQuote$Var1 == 1] <- "Day0"
m.acf.geQuote$Var1[m.acf.geQuote$Var1 == 2] <- "Day1"
m.acf.geQuote$Var1[m.acf.geQuote$Var1 == 3] <- "Day2"
m.acf.geQuote$Var1[m.acf.geQuote$Var1 == 4] <- "Day3"
m.acf.geQuote$Var1[m.acf.geQuote$Var1 == 5] <- "Day4"

m.acf.geQuote$Var2[m.acf.geQuote$Var2 == 1] <- "Open"
m.acf.geQuote$Var2[m.acf.geQuote$Var2 == 2] <- "Close"
m.acf.geQuote$Var2[m.acf.geQuote$Var2 == 3] <- "Low"
m.acf.geQuote$Var2[m.acf.geQuote$Var2 == 4] <- "High"
m.acf.geQuote$Var2 <- factor(m.acf.geQuote$Var2,
                             levels=unique(m.acf.geQuote$Var2), ordered=T)

m.acf.geQuote$Var3[m.acf.geQuote$Var3 == 1] <- "Open"
m.acf.geQuote$Var3[m.acf.geQuote$Var3 == 2] <- "Close"
m.acf.geQuote$Var3[m.acf.geQuote$Var3 == 3] <- "Low"
m.acf.geQuote$Var3[m.acf.geQuote$Var3 == 4] <- "High"
m.acf.geQuote$Var3 <- factor(m.acf.geQuote$Var3, 
                             levels=unique(m.acf.geQuote$Var3), ordered=T)

myvalue <- format(m.acf.geQuote$value, digits=2, scientific=F)

p <- ggplot(m.acf.geQuote)
p <- p + geom_raster(aes(x=Var1, y=Var2, lable=value, fill= value)) +
  facet_wrap(~Var3, nrow=4) +
  ggtitle("Cross-correlation of 4 different prices of GE ticker") +
  theme(legend.position="none") + 
  labs(fill="Correlation") +
  geom_text(aes(Var1, Var2, label=myvalue), color="snow", size=4) +
  xlab("") + ylab("")
print(p)