R version 2.9.0 (2009-04-17) Copyright (C) 2009 The R Foundation for Statistical Computing ISBN 3-900051-07-0 R is free software and comes with ABSOLUTELY NO WARRANTY. You are welcome to redistribute it under certain conditions. Type 'license()' or 'licence()' for distribution details. R is a collaborative project with many contributors. Type 'contributors()' for more information and 'citation()' on how to cite R or R packages in publications. Type 'demo()' for some demos, 'help()' for on-line help, or 'help.start()' for an HTML browser interface to help. Type 'q()' to quit R. > y <- c(2.81,2.77,2.61,2.53,2.55,2.18,2.08,2.06,2.07,2.05,2.02,2.01,2.01,2,2,2,2,2,2.01,2.01,2.02,2.02,2.04,2.06,2.06,2.05,2.05,2.05,2.05,2.05,2.05,2.05,2.06,2.06,2.06,2.27,2.3,2.31,2.52,2.58,2.58,2.72,2.8,2.98,3.03,3.22,3.31,3.47,3.56,3.55,3.72,3.82,3.82,3.97,4.05,4.07,4.17,4.13,4.15,4.19,4.18) > x <- c(1.2,1.6,1.7,1.5,0.9,1.5,1.4,1.6,1.7,1.4,1.8,1.7,1.4,1.2,1,1.7,2.4,2,2.1,2,1.8,2.7,2.3,1.9,2,2.3,2.8,2.4,2.3,2.7,2.7,2.9,3,2.2,2.3,2.8,2.8,2.8,2.2,2.6,2.8,2.5,2.4,2.3,1.9,1.7,2,2.1,1.7,1.8,1.8,1.8,1.3,1.3,1.3,1.2,1.4,2.2,2.9,3.1,3.5) > par1 = '0' > #'GNU S' R Code compiled by R2WASP v. 1.0.44 () > #Author: Prof. Dr. P. Wessa > #To cite this work: AUTHOR(S), (YEAR), YOUR SOFTWARE TITLE (vNUMBER) in Free Statistics Software (v$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: Write here your technical program description (don't use hard returns!) > par1 <- as.numeric(par1) > library(lattice) > z <- as.data.frame(cbind(x,y)) > m <- lm(y~x) > summary(m) Call: lm(formula = y ~ x) Residuals: Min 1Q Median 3Q Max -0.7369 -0.6061 -0.3252 0.5382 1.6399 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 2.81564 0.36137 7.792 1.23e-10 *** x -0.07871 0.17043 -0.462 0.646 --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 0.7803 on 59 degrees of freedom Multiple R-squared: 0.003602, Adjusted R-squared: -0.01329 F-statistic: 0.2133 on 1 and 59 DF, p-value: 0.6459 > postscript(file="/var/www/html/rcomp/tmp/1sjrb1258053008.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(z,main='Scatterplot, lowess, and regression line') > lines(lowess(z),col='red') > abline(m) > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2gljp1258053008.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > m2 <- lm(m$fitted.values ~ x) > summary(m2) Call: lm(formula = m$fitted.values ~ x) Residuals: Min 1Q Median 3Q Max -1.011e-14 5.625e-18 2.546e-16 2.812e-16 7.445e-16 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 2.816e+00 6.292e-16 4.475e+15 <2e-16 *** x -7.871e-02 2.968e-16 -2.652e+14 <2e-16 *** --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 1.359e-15 on 59 degrees of freedom Multiple R-squared: 1, Adjusted R-squared: 1 F-statistic: 7.036e+28 on 1 and 59 DF, p-value: < 2.2e-16 > z2 <- as.data.frame(cbind(x,m$fitted.values)) > names(z2) <- list('x','Fitted') > plot(z2,main='Scatterplot, lowess, and regression line') > lines(lowess(z2),col='red') > abline(m2) > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/3hf9e1258053008.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > m3 <- lm(m$residuals ~ x) > summary(m3) Call: lm(formula = m$residuals ~ x) Residuals: Min 1Q Median 3Q Max -0.7369 -0.6061 -0.3252 0.5382 1.6399 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 6.091e-18 3.614e-01 1.69e-17 1 x -9.093e-18 1.704e-01 -5.34e-17 1 Residual standard error: 0.7803 on 59 degrees of freedom Multiple R-squared: 1.026e-33, Adjusted R-squared: -0.01695 F-statistic: 6.051e-32 on 1 and 59 DF, p-value: 1 > z3 <- as.data.frame(cbind(x,m$residuals)) > names(z3) <- list('x','Residuals') > plot(z3,main='Scatterplot, lowess, and regression line') > lines(lowess(z3),col='red') > abline(m3) > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/4woaw1258053008.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > m4 <- lm(m$fitted.values ~ m$residuals) > summary(m4) Call: lm(formula = m$fitted.values ~ m$residuals) Residuals: Min 1Q Median 3Q Max -0.115100 -0.028517 0.002968 0.034453 0.089551 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 2.655e+00 6.007e-03 442 <2e-16 *** m$residuals 8.104e-18 7.828e-03 1.04e-15 1 --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 0.04692 on 59 degrees of freedom Multiple R-squared: 3.416e-28, Adjusted R-squared: -0.01695 F-statistic: 2.016e-26 on 1 and 59 DF, p-value: 1 > z4 <- as.data.frame(cbind(m$residuals,m$fitted.values)) > names(z4) <- list('Residuals','Fitted') > plot(z4,main='Scatterplot, lowess, and regression line') > lines(lowess(z4),col='red') > abline(m4) > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/5g7k81258053008.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > myr <- as.ts(m$residuals) > z5 <- as.data.frame(cbind(lag(myr,1),myr)) > names(z5) <- list('Lagged Residuals','Residuals') > plot(z5,main='Lag plot') > m5 <- lm(z5) > summary(m5) Call: lm(formula = z5) Residuals: Min 1Q Median 3Q Max -0.342878 -0.030697 -0.004738 0.038462 0.242280 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 0.02679 0.01086 2.468 0.0166 * Residuals 1.03431 0.01459 70.914 <2e-16 *** --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 0.08403 on 58 degrees of freedom (2 observations deleted due to missingness) Multiple R-squared: 0.9886, Adjusted R-squared: 0.9884 F-statistic: 5029 on 1 and 58 DF, p-value: < 2.2e-16 > abline(m5) > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/6zbma1258053008.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(m$residuals,main='Residual Histogram',xlab='Residuals') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/7lp3a1258053008.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > if (par1 > 0) + { + densityplot(~m$residuals,col='black',main=paste('Density Plot bw = ',par1),bw=par1) + } else { + densityplot(~m$residuals,col='black',main='Density Plot') + } > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/8b5u21258053008.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > acf(m$residuals,main='Residual Autocorrelation Function') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/91j2q1258053008.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > qqnorm(x) > qqline(x) > grid() > dev.off() null device 1 > > #Note: the /var/www/html/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Simple Linear Regression',5,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'Statistics',1,TRUE) > a<-table.element(a,'Estimate',1,TRUE) > a<-table.element(a,'S.D.',1,TRUE) > a<-table.element(a,'T-STAT (H0: coeff=0)',1,TRUE) > a<-table.element(a,'P-value (two-sided)',1,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'constant term',header=TRUE) > a<-table.element(a,m$coefficients[[1]]) > sd <- sqrt(vcov(m)[1,1]) > a<-table.element(a,sd) > tstat <- m$coefficients[[1]]/sd > a<-table.element(a,tstat) > pval <- 2*(1-pt(abs(tstat),length(x)-2)) > a<-table.element(a,pval) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'slope',header=TRUE) > a<-table.element(a,m$coefficients[[2]]) > sd <- sqrt(vcov(m)[2,2]) > a<-table.element(a,sd) > tstat <- m$coefficients[[2]]/sd > a<-table.element(a,tstat) > pval <- 2*(1-pt(abs(tstat),length(x)-2)) > a<-table.element(a,pval) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/www/html/rcomp/tmp/10odh51258053008.tab") > > system("convert tmp/1sjrb1258053008.ps tmp/1sjrb1258053008.png") > system("convert tmp/2gljp1258053008.ps tmp/2gljp1258053008.png") > system("convert tmp/3hf9e1258053008.ps tmp/3hf9e1258053008.png") > system("convert tmp/4woaw1258053008.ps tmp/4woaw1258053008.png") > system("convert tmp/5g7k81258053008.ps tmp/5g7k81258053008.png") > system("convert tmp/6zbma1258053008.ps tmp/6zbma1258053008.png") > system("convert tmp/7lp3a1258053008.ps tmp/7lp3a1258053008.png") > system("convert tmp/8b5u21258053008.ps tmp/8b5u21258053008.png") > system("convert tmp/91j2q1258053008.ps tmp/91j2q1258053008.png") > > > proc.time() user system elapsed 1.811 1.388 2.638