some statistical applications with R

I haven’t written a blog post in ages but I am finished my exams now and have more time to put my studies to work. I wanted to share how easy it is to get started with R and to produce some simple charts.

To do a simple regression and a chart with bollinger bands, install R and R studio. Paste the code into an R studio window and run.

This piece needs to be run once only:



mydata = Quandl(c(“CME/ESU2016”), start_date = “2016-01-01”);

ggplot(mydata, aes(x=Date, y=Settle)) +
geom_point(shape=1) + # Use hollow circles
geom_smooth(method=lm) # Add linear regression line
# (by default includes 95% confidence region)

This produces a simple linear regression with confidence interval:

ES linear regression

The quantmod package is nice and it works simply:

chartSeries(GSPC, subset=’last 3 months’)
addBBands(n = 20, sd = 2, ma = “SMA”, draw = ‘bands’, on = -1)

This should produce:


To make the regression focus period shorter you need to run the first 3 lines of the load data block to import the data before running the rest to draw the regression chart.

Here are some sources of info:

This book is great:


as is this resource on forecasting


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