imf <- list()
for (i in 2:ncol(emd$imf)) {
  tmp <- as.ts(emd[["imf"]][, i], start = 1, end = length(prices[, "GSPC.Close"]))
  imf <- append(imf, list(tmp))
}
residue <- as.ts(emd[["residue"]], start = 1, end = length(prices[, "GSPC.Close"]))
transformed <- Reduce("+", imf) + residue

plot(transformed, ylab = "USD", xlim = c(480, 510), ylim = c(2800, 3050))
lines(prices[, "GSPC.Close"], col = "red")
legend(502, 3025, legend = c("Signal", "Transformed"), col = c("red", "black"), lty = c(1, 1))