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(100,102.03,103.45,103.33,103.42,104.40,105.89,107.19,108.95,110.95) > x <- c(100,100.13,100.42,100.88,101.34,101.79,102.44,103.38,104.42,105.29) > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: Write here your technical program description (don't use hard returns!) > par1 <- as.numeric(par1) > library(lattice) > z <- as.data.frame(cbind(x,y)) > m <- lm(y~x) > summary(m) Call: lm(formula = y ~ x) Residuals: Min 1Q Median 3Q Max -1.431420 -0.230058 -0.002230 0.320557 1.280689 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) -74.2570 13.5244 -5.491 0.00058 *** x 1.7569 0.1326 13.253 1.00e-06 *** --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 0.7322 on 8 degrees of freedom Multiple R-squared: 0.9564, Adjusted R-squared: 0.951 F-statistic: 175.7 on 1 and 8 DF, p-value: 1.002e-06 > postscript(file="/var/www/html/rcomp/tmp/19ik41258098533.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(z,main='Scatterplot, lowess, and regression line') > lines(lowess(z),col='red') > abline(m) > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2el8t1258098533.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > m2 <- lm(m$fitted.values ~ x) > summary(m2) Call: lm(formula = m$fitted.values ~ x) Residuals: Min 1Q Median 3Q Max -1.769e-14 -4.701e-15 -8.361e-16 1.681e-15 2.917e-14 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) -7.426e+01 2.337e-13 -3.178e+14 <2e-16 *** x 1.757e+00 2.290e-15 7.671e+14 <2e-16 *** --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 1.265e-14 on 8 degrees of freedom Multiple R-squared: 1, Adjusted R-squared: 1 F-statistic: 5.884e+29 on 1 and 8 DF, p-value: < 2.2e-16 > z2 <- as.data.frame(cbind(x,m$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/3bsgw1258098533.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 -1.431420 -0.230058 -0.002230 0.320557 1.280689 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 6.292e-15 1.352e+01 4.65e-16 1 x -6.030e-17 1.326e-01 -4.55e-16 1 Residual standard error: 0.7322 on 8 degrees of freedom Multiple R-squared: 6.043e-32, Adjusted R-squared: -0.125 F-statistic: 4.834e-31 on 1 and 8 DF, p-value: 1 > z3 <- as.data.frame(cbind(x,m$residuals)) > names(z3) <- list('x','Residuals') > plot(z3,main='Scatterplot, lowess, and regression line') > lines(lowess(z3),col='red') > abline(m3) > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/4x8t61258098533.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > m4 <- lm(m$fitted.values ~ m$residuals) > summary(m4) Call: lm(formula = m$fitted.values ~ m$residuals) Residuals: Min 1Q Median 3Q Max -3.530 -2.590 -0.780 1.996 5.764 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 1.050e+02 1.085e+00 96.75 1.45e-13 *** m$residuals -1.415e-14 1.657e+00 -8.54e-15 1 --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 3.431 on 8 degrees of freedom Multiple R-squared: 1.287e-29, Adjusted R-squared: -0.125 F-statistic: 1.029e-28 on 1 and 8 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/52ss01258098533.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > myr <- as.ts(m$residuals) > z5 <- as.data.frame(cbind(lag(myr,1),myr)) > names(z5) <- list('Lagged Residuals','Residuals') > plot(z5,main='Lag plot') > m5 <- lm(z5) > summary(m5) Call: lm(formula = z5) Residuals: Min 1Q Median 3Q Max -0.55098 -0.35243 0.02327 0.10256 1.09413 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 0.16078 0.17790 0.904 0.396 Residuals 0.06963 0.25925 0.269 0.796 Residual standard error: 0.5334 on 7 degrees of freedom (2 observations deleted due to missingness) Multiple R-squared: 0.0102, Adjusted R-squared: -0.1312 F-statistic: 0.07214 on 1 and 7 DF, p-value: 0.796 > abline(m5) > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/6thfm1258098533.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(m$residuals,main='Residual Histogram',xlab='Residuals') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/7hifc1258098533.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/81un31258098533.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > acf(m$residuals,main='Residual Autocorrelation Function') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/9slhh1258098533.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > qqnorm(x) > qqline(x) > grid() > dev.off() null device 1 > > #Note: the /var/www/html/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Simple Linear Regression',5,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'Statistics',1,TRUE) > a<-table.element(a,'Estimate',1,TRUE) > a<-table.element(a,'S.D.',1,TRUE) > a<-table.element(a,'T-STAT (H0: coeff=0)',1,TRUE) > a<-table.element(a,'P-value (two-sided)',1,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'constant term',header=TRUE) > a<-table.element(a,m$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/108iju1258098533.tab") > > system("convert tmp/19ik41258098533.ps tmp/19ik41258098533.png") > system("convert tmp/2el8t1258098533.ps tmp/2el8t1258098533.png") > system("convert tmp/3bsgw1258098533.ps tmp/3bsgw1258098533.png") > system("convert tmp/4x8t61258098533.ps tmp/4x8t61258098533.png") > system("convert tmp/52ss01258098533.ps tmp/52ss01258098533.png") > system("convert tmp/6thfm1258098533.ps tmp/6thfm1258098533.png") > system("convert tmp/7hifc1258098533.ps tmp/7hifc1258098533.png") > system("convert tmp/81un31258098533.ps tmp/81un31258098533.png") > system("convert tmp/9slhh1258098533.ps tmp/9slhh1258098533.png") > > > proc.time() user system elapsed 1.759 1.317 2.759