Removing the border of legend symbol

I think geom_ribbon was the problem. If we take its color & fill out of aes, everything looks fine

library(ggplot2)

# Some random data
x <- seq(1: 10)
y_pred <- runif(10, min = -10, max = 10)
y_obs <- y_pred + rnorm(10)
# Faking a CI
Lo.95 <- y_pred - 1.96
Hi.95 <- y_pred + 1.96
my_df <- data.frame(x, y_pred, y_obs, Lo.95, Hi.95)

m1 <- ggplot(my_df, aes(x = x, y = y_pred)) +
  geom_point(aes(x = x, y = y_obs, colour = "Actual"), size = 3) +
  geom_line(aes(colour = "Forecasted"), size = 1.2) +
  geom_ribbon(aes(x = x, ymin = Lo.95, ymax = Hi.95), 
              fill = "grey30", alpha = 0.2) +
  scale_color_manual("Legend", 
                     values = c("blue", "red"),
                     labels = c("Actual", "Forecasted")) +
  guides( color = guide_legend(
    order = 1,
    override.aes = list(
                        color = c("blue", "red"),
                        fill  = c("white", "white"),
                        linetype = c("blank", "solid"),
                        shape = c(19, NA)))) +
  theme_bw() +
  # remove legend key border color & background
  theme(legend.key = element_rect(colour = NA, fill = NA),
    legend.box.background = element_blank())
m1

As we leave Confidence Interval out of aes, we no longer have its legend. One workaround is to create an invisible point and take one unused geom to manually create a legend key. Here we can use size/shape (credit to this answer)

m2 <- m1 +
  geom_point(aes(x = x, y = y_obs, size = "Confidence Interval", shape = NA)) +
  guides(size = guide_legend(NULL, 
                             order = 2,
                             override.aes = list(shape = 15, 
                                                 color = "lightgrey",
                                                 size = 6))) +
  # Move legends closer to each other
  theme(legend.title = element_blank(),
        legend.justification = "center",
        legend.spacing.y = unit(0.05, "cm"),
        legend.margin = margin(0, 0, 0, 0),
        legend.box.margin = margin(0, 0, 0, 0)) 
m2

Created on 2018-03-19 by the reprex package (v0.2.0).