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(0.96,0.95,0.95,0.96,0.96,0.96,0.95,0.96,0.96,0.96,0.95,0.95,0.96,0.96,0.96,0.96,0.96,0.95,0.95,0.95,0.95,0.95,0.95,0.95,0.95,0.95,0.95,0.96,0.96,0.96,0.97,0.97,0.97,0.96,0.95,0.95,0.95,0.95,0.95,0.95,0.95,0.95,0.95,0.95,0.95,0.95,0.94,0.94,0.94,0.93,0.93,0.93,0.93,0.92,0.93) > x <- c(1.35,1.33,1.33,1.35,1.33,1.32,1.34,1.32,1.34,1.37,1.36,1.32,1.35,1.32,1.35,1.33,1.33,1.34,1.34,1.33,1.32,1.35,1.33,1.29,1.31,1.29,1.30,1.32,1.29,1.29,1.31,1.29,1.28,1.31,1.30,1.26,1.27,1.28,1.27,1.27,1.26,1.27,1.28,1.27,1.28,1.26,1.26,1.27,1.26,1.25,1.27,1.25,1.24,1.27,1.26) > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: Write here your technical program description (don't use hard returns!) > par1 <- as.numeric(par1) > library(lattice) > z <- as.data.frame(cbind(x,y)) > m <- lm(y~x) > summary(m) Call: lm(formula = y ~ x) Residuals: Min 1Q Median 3Q Max -0.0256159 -0.0057662 0.0008503 0.0043841 0.0226924 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 0.73077 0.04552 16.054 < 2e-16 *** x 0.16917 0.03494 4.842 1.16e-05 *** --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 0.008811 on 53 degrees of freedom Multiple R-squared: 0.3067, Adjusted R-squared: 0.2936 F-statistic: 23.44 on 1 and 53 DF, p-value: 1.156e-05 > postscript(file="/var/www/html/rcomp/tmp/1ij8o1289931552.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(z,main='Scatterplot, lowess, and regression line') > lines(lowess(z),col='red') > abline(m) > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2ta781289931552.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > m2 <- lm(m$fitted.values ~ x) > summary(m2) Call: lm(formula = m$fitted.values ~ x) Residuals: Min 1Q Median 3Q Max -3.105e-16 -1.511e-16 -1.059e-16 3.176e-17 3.505e-15 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 7.308e-01 2.560e-15 2.854e+14 <2e-16 *** x 1.692e-01 1.965e-15 8.608e+13 <2e-16 *** --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 4.956e-16 on 53 degrees of freedom Multiple R-squared: 1, Adjusted R-squared: 1 F-statistic: 7.409e+27 on 1 and 53 DF, p-value: < 2.2e-16 > z2 <- as.data.frame(cbind(x,m$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/34job1289931552.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 -0.0256159 -0.0057662 0.0008503 0.0043841 0.0226924 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 3.705e-18 4.552e-02 8.14e-17 1 x -3.440e-18 3.494e-02 -9.84e-17 1 Residual standard error: 0.008811 on 53 degrees of freedom Multiple R-squared: 1.843e-32, Adjusted R-squared: -0.01887 F-statistic: 9.77e-31 on 1 and 53 DF, p-value: 1 > z3 <- as.data.frame(cbind(x,m$residuals)) > names(z3) <- list('x','Residuals') > plot(z3,main='Scatterplot, lowess, and regression line') > lines(lowess(z3),col='red') > abline(m3) > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/44job1289931552.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > m4 <- lm(m$fitted.values ~ m$residuals) > summary(m4) Call: lm(formula = m$fitted.values ~ m$residuals) Residuals: Min 1Q Median 3Q Max -0.0105503 -0.0054751 -0.0003999 0.0046753 0.0114423 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 9.511e-01 7.902e-04 1204 <2e-16 *** m$residuals 1.055e-15 9.136e-02 1.15e-14 1 --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 0.00586 on 53 degrees of freedom Multiple R-squared: 3.319e-28, Adjusted R-squared: -0.01887 F-statistic: 1.759e-26 on 1 and 53 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/5wtne1289931552.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > myr <- as.ts(m$residuals) > z5 <- as.data.frame(cbind(lag(myr,1),myr)) > names(z5) <- list('Lagged Residuals','Residuals') > plot(z5,main='Lag plot') > m5 <- lm(z5) > summary(m5) Call: lm(formula = z5) Residuals: Min 1Q Median 3Q Max -0.0173079 -0.0028003 0.0003709 0.0040933 0.0118663 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) -0.0002138 0.0008019 -0.267 0.791 Residuals 0.7679068 0.0941096 8.160 7.13e-11 *** --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 0.00589 on 52 degrees of freedom (2 observations deleted due to missingness) Multiple R-squared: 0.5615, Adjusted R-squared: 0.553 F-statistic: 66.58 on 1 and 52 DF, p-value: 7.126e-11 > abline(m5) > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/6724z1289931552.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(m$residuals,main='Residual Histogram',xlab='Residuals') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/7724z1289931552.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/80b421289931552.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > acf(m$residuals,main='Residual Autocorrelation Function') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/90b421289931552.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > qqnorm(x) > qqline(x) > grid() > dev.off() null device 1 > > #Note: the /var/www/html/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Simple Linear Regression',5,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'Statistics',1,TRUE) > a<-table.element(a,'Estimate',1,TRUE) > a<-table.element(a,'S.D.',1,TRUE) > a<-table.element(a,'T-STAT (H0: coeff=0)',1,TRUE) > a<-table.element(a,'P-value (two-sided)',1,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'constant term',header=TRUE) > a<-table.element(a,m$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/10wl1t1289931552.tab") > > try(system("convert tmp/1ij8o1289931552.ps tmp/1ij8o1289931552.png",intern=TRUE)) character(0) > try(system("convert tmp/2ta781289931552.ps tmp/2ta781289931552.png",intern=TRUE)) character(0) > try(system("convert tmp/34job1289931552.ps tmp/34job1289931552.png",intern=TRUE)) character(0) > try(system("convert tmp/44job1289931552.ps tmp/44job1289931552.png",intern=TRUE)) character(0) > try(system("convert tmp/5wtne1289931552.ps tmp/5wtne1289931552.png",intern=TRUE)) character(0) > try(system("convert tmp/6724z1289931552.ps tmp/6724z1289931552.png",intern=TRUE)) character(0) > try(system("convert tmp/7724z1289931552.ps tmp/7724z1289931552.png",intern=TRUE)) character(0) > try(system("convert tmp/80b421289931552.ps tmp/80b421289931552.png",intern=TRUE)) character(0) > try(system("convert tmp/90b421289931552.ps tmp/90b421289931552.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.819 1.334 2.271