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Type 'q()' to quit R. > y <- c(101,100.88,100.55,100.83,101.51,102.16,102.39,102.54,102.85,103.47,103.57,103.69,103.5,103.47,103.45,103.48,103.93,103.89,104.4,104.79,104.77,105.13,105.26,104.96,104.75,105.01,105.15,105.2,105.77,105.78,106.26,106.13,106.12,106.57,106.44,106.54,107.1,108.1,108.4,108.84,109.62,110.42,110.67,111.66,112.28,112.87,112.18,112.36,112.16,111.49,111.25,111.36,111.74,111.1,111.33,111.25,111.04,110.97,111.31,111.02) > x <- c(100.64,100.63,100.43,100.8,101.33,101.88,101.85,102.04,102.22,102.63,102.65,102.54,102.37,102.68,102.76,102.82,103.31,103.23,103.6,103.95,103.93,104.25,104.38,104.36,104.32,104.58,104.68,104.92,105.46,105.23,105.58,105.34,105.28,105.7,105.67,105.71,106.19,106.93,107.44,107.85,108.71,109.32,109.49,110.2,110.62,111.22,110.88,111.15,111.29,111.09,111.24,111.45,111.75,111.07,111.17,110.96,110.5,110.48,110.66,110.46) > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: Write here your technical program description (don't use hard returns!) > par1 <- as.numeric(par1) > library(lattice) > z <- as.data.frame(cbind(x,y)) > m <- lm(y~x) > summary(m) Call: lm(formula = y ~ x) Residuals: Min 1Q Median 3Q Max -0.85889 -0.23875 0.02999 0.22769 0.90479 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) -1.06827 1.51008 -0.707 0.482 x 1.01648 0.01422 71.460 <2e-16 *** --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 0.3984 on 58 degrees of freedom Multiple R-squared: 0.9888, Adjusted R-squared: 0.9886 F-statistic: 5106 on 1 and 58 DF, p-value: < 2.2e-16 > postscript(file="/var/www/html/freestat/rcomp/tmp/1faj31256749143.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(z,main='Scatterplot, lowess, and regression line') > lines(lowess(z),col='red') > abline(m) > grid() > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/2ly6n1256749143.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > m2 <- lm(m$fitted.values ~ x) > summary(m2) Call: lm(formula = m$fitted.values ~ x) Residuals: Min 1Q Median 3Q Max -8.172e-15 -4.722e-15 -1.629e-15 1.821e-15 7.338e-14 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) -1.068e+00 4.053e-14 -2.636e+13 <2e-16 *** x 1.016e+00 3.818e-16 2.662e+15 <2e-16 *** --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 1.069e-14 on 58 degrees of freedom Multiple R-squared: 1, Adjusted R-squared: 1 F-statistic: 7.089e+30 on 1 and 58 DF, p-value: < 2.2e-16 > z2 <- as.data.frame(cbind(x,m$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/freestat/rcomp/tmp/3prkv1256749143.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 -0.85889 -0.23875 0.02999 0.22769 0.90479 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) -2.423e-16 1.510e+00 -1.60e-16 1 x 2.309e-18 1.422e-02 1.62e-16 1 Residual standard error: 0.3984 on 58 degrees of freedom Multiple R-squared: 8.056e-34, Adjusted R-squared: -0.01724 F-statistic: 4.673e-32 on 1 and 58 DF, p-value: 1 > z3 <- as.data.frame(cbind(x,m$residuals)) > names(z3) <- list('x','Residuals') > plot(z3,main='Scatterplot, lowess, and regression line') > lines(lowess(z3),col='red') > abline(m3) > grid() > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/4ll471256749143.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > m4 <- lm(m$fitted.values ~ m$residuals) > summary(m4) Call: lm(formula = m$fitted.values ~ m$residuals) Residuals: Min 1Q Median 3Q Max -5.7613 -3.3471 -0.8008 4.4392 5.7453 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 1.068e+02 4.826e-01 221.2 <2e-16 *** m$residuals -3.162e-15 1.232e+00 -2.57e-15 1 --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 3.739 on 58 degrees of freedom Multiple R-squared: 1.221e-29, Adjusted R-squared: -0.01724 F-statistic: 7.08e-28 on 1 and 58 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/freestat/rcomp/tmp/5ijy41256749143.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > myr <- as.ts(m$residuals) > z5 <- as.data.frame(cbind(lag(myr,1),myr)) > names(z5) <- list('Lagged Residuals','Residuals') > plot(z5,main='Lag plot') > m5 <- lm(z5) > summary(m5) Call: lm(formula = z5) Residuals: Min 1Q Median 3Q Max -0.45794 -0.08443 0.03130 0.10477 0.30887 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 0.0009519 0.0219533 0.043 0.966 Residuals 0.9063480 0.0556845 16.276 <2e-16 *** --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 0.1686 on 57 degrees of freedom (2 observations deleted due to missingness) Multiple R-squared: 0.8229, Adjusted R-squared: 0.8198 F-statistic: 264.9 on 1 and 57 DF, p-value: < 2.2e-16 > abline(m5) > grid() > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/6q0681256749143.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(m$residuals,main='Residual Histogram',xlab='Residuals') > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/7mu461256749143.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/freestat/rcomp/tmp/8oyqb1256749143.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > acf(m$residuals,main='Residual Autocorrelation Function') > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/9f88n1256749143.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > qqnorm(x) > qqline(x) > grid() > dev.off() null device 1 > > #Note: the /var/www/html/freestat/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/freestat/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Simple Linear Regression',5,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'Statistics',1,TRUE) > a<-table.element(a,'Estimate',1,TRUE) > a<-table.element(a,'S.D.',1,TRUE) > a<-table.element(a,'T-STAT (H0: coeff=0)',1,TRUE) > a<-table.element(a,'P-value (two-sided)',1,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'constant term',header=TRUE) > a<-table.element(a,m$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/freestat/rcomp/tmp/106igt1256749143.tab") > > system("convert tmp/1faj31256749143.ps tmp/1faj31256749143.png") > system("convert tmp/2ly6n1256749143.ps tmp/2ly6n1256749143.png") > system("convert tmp/3prkv1256749143.ps tmp/3prkv1256749143.png") > system("convert tmp/4ll471256749143.ps tmp/4ll471256749143.png") > system("convert tmp/5ijy41256749143.ps tmp/5ijy41256749143.png") > system("convert tmp/6q0681256749143.ps tmp/6q0681256749143.png") > system("convert tmp/7mu461256749143.ps tmp/7mu461256749143.png") > system("convert tmp/8oyqb1256749143.ps tmp/8oyqb1256749143.png") > system("convert tmp/9f88n1256749143.ps tmp/9f88n1256749143.png") > > > proc.time() user system elapsed 2.850 2.153 3.393