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Author's title

Author*The author of this computation has been verified*
R Software Modulerwasp_linear_regression.wasp
Title produced by softwareLinear Regression Graphical Model Validation
Date of computationThu, 17 Nov 2011 17:16:33 -0500
Cite this page as followsStatistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2011/Nov/17/t1321568231o7bocj8afqa42hb.htm/, Retrieved Wed, 01 May 2024 22:08:15 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=145320, Retrieved Wed, 01 May 2024 22:08:15 +0000
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Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact68
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-       [Linear Regression Graphical Model Validation] [X= Dow Jones, Y= ...] [2011-11-17 22:16:33] [0652e0694c2cbf138ee0a1c8d686a8e4] [Current]
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Dataseries X:
10 539.51
10 723.78
10 682.06
10 283.19
10 377.18
10 486.64
10 545.38
10 554.27
10 532.54
10 324.31
10 695.25
10 827.81
10 872.48
10 971.19
11 145.65
11 234.68
11 333.88
10 997.97
11 036.89
11 257.35
11 533.59
11 963.12
12 185.15
12 377.62
12 512.89
12 631.48
12 268.53
12 754.80
13 407.75
13 480.21
13 673.28
13 239.71
13 557.69
13 901.28
13 200.58
13 406.97
12 538.12
12 419.57
12 193.88
12 656.63
12 812.48
12 056.67
11 322.38
11 530.75
11 114.08
9 181.73
8 614.55
8 595.56
8 396.20
7 690.50
7 235.47
7 992.12
8 398.37
8 593.00
8 679.75
9 374.63
9 634.97
9 857.34
10 238.83
10 433.44
10 471.24
Dataseries Y:
10 407
10 463
10 556
10 646
10 702
11 353
11 346
11 451
11 964
12 574
13 031
13 812
14 544
14 931
14 886
16 005
17 064
15 168
16 050
15 839
15 137
14 954
15 648
15 305
15 579
16 348
15 928
16 171
15 937
15 713
15 594
15 683
16 438
17 032
17 696
17 745
19 394
20 148
20 108
18 584
18 441
18 391
19 178
18 079
18 483
19 644
19 195
19 650
20 830
23 595
22 937
21 814
21 928
21 777
21 383
21 467
22 052
22 680
24 320
24 977
25 204




Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time3 seconds
R Server'Gertrude Mary Cox' @ cox.wessa.net

\begin{tabular}{lllllllll}
\hline
Summary of computational transaction \tabularnewline
Raw Input & view raw input (R code)  \tabularnewline
Raw Output & view raw output of R engine  \tabularnewline
Computing time & 3 seconds \tabularnewline
R Server & 'Gertrude Mary Cox' @ cox.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=145320&T=0

[TABLE]
[ROW][C]Summary of computational transaction[/C][/ROW]
[ROW][C]Raw Input[/C][C]view raw input (R code) [/C][/ROW]
[ROW][C]Raw Output[/C][C]view raw output of R engine [/C][/ROW]
[ROW][C]Computing time[/C][C]3 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Gertrude Mary Cox' @ cox.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=145320&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=145320&T=0

As an alternative you can also use a QR Code:  

The GUIDs for individual cells are displayed in the table below:

Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time3 seconds
R Server'Gertrude Mary Cox' @ cox.wessa.net







Simple Linear Regression
StatisticsEstimateS.D.T-STAT (H0: coeff=0)P-value (two-sided)
constant term25928.35499922963280.736323675567.903212096661567.97755195236505e-11
slope-0.7982651875575810.293959205955724-2.715564511620760.008665445971342

\begin{tabular}{lllllllll}
\hline
Simple Linear Regression \tabularnewline
Statistics & Estimate & S.D. & T-STAT (H0: coeff=0) & P-value (two-sided) \tabularnewline
constant term & 25928.3549992296 & 3280.73632367556 & 7.90321209666156 & 7.97755195236505e-11 \tabularnewline
slope & -0.798265187557581 & 0.293959205955724 & -2.71556451162076 & 0.008665445971342 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=145320&T=1

[TABLE]
[ROW][C]Simple Linear Regression[/C][/ROW]
[ROW][C]Statistics[/C][C]Estimate[/C][C]S.D.[/C][C]T-STAT (H0: coeff=0)[/C][C]P-value (two-sided)[/C][/ROW]
[ROW][C]constant term[/C][C]25928.3549992296[/C][C]3280.73632367556[/C][C]7.90321209666156[/C][C]7.97755195236505e-11[/C][/ROW]
[ROW][C]slope[/C][C]-0.798265187557581[/C][C]0.293959205955724[/C][C]-2.71556451162076[/C][C]0.008665445971342[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=145320&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=145320&T=1

As an alternative you can also use a QR Code:  

The GUIDs for individual cells are displayed in the table below:

Simple Linear Regression
StatisticsEstimateS.D.T-STAT (H0: coeff=0)P-value (two-sided)
constant term25928.35499922963280.736323675567.903212096661567.97755195236505e-11
slope-0.7982651875575810.293959205955724-2.715564511620760.008665445971342



Parameters (Session):
par1 = 0 ;
Parameters (R input):
par1 = 0 ;
R code (references can be found in the software module):
par1 <- as.numeric(par1)
library(lattice)
z <- as.data.frame(cbind(x,y))
m <- lm(y~x)
summary(m)
bitmap(file='test1.png')
plot(z,main='Scatterplot, lowess, and regression line')
lines(lowess(z),col='red')
abline(m)
grid()
dev.off()
bitmap(file='test2.png')
m2 <- lm(m$fitted.values ~ x)
summary(m2)
z2 <- as.data.frame(cbind(x,m$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()
bitmap(file='test3.png')
m3 <- lm(m$residuals ~ x)
summary(m3)
z3 <- as.data.frame(cbind(x,m$residuals))
names(z3) <- list('x','Residuals')
plot(z3,main='Scatterplot, lowess, and regression line')
lines(lowess(z3),col='red')
abline(m3)
grid()
dev.off()
bitmap(file='test4.png')
m4 <- lm(m$fitted.values ~ m$residuals)
summary(m4)
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()
bitmap(file='test5.png')
myr <- as.ts(m$residuals)
z5 <- as.data.frame(cbind(lag(myr,1),myr))
names(z5) <- list('Lagged Residuals','Residuals')
plot(z5,main='Lag plot')
m5 <- lm(z5)
summary(m5)
abline(m5)
grid()
dev.off()
bitmap(file='test6.png')
hist(m$residuals,main='Residual Histogram',xlab='Residuals')
dev.off()
bitmap(file='test7.png')
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()
bitmap(file='test8.png')
acf(m$residuals,main='Residual Autocorrelation Function')
dev.off()
bitmap(file='test9.png')
qqnorm(x)
qqline(x)
grid()
dev.off()
load(file='createtable')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Simple Linear Regression',5,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Statistics',1,TRUE)
a<-table.element(a,'Estimate',1,TRUE)
a<-table.element(a,'S.D.',1,TRUE)
a<-table.element(a,'T-STAT (H0: coeff=0)',1,TRUE)
a<-table.element(a,'P-value (two-sided)',1,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'constant term',header=TRUE)
a<-table.element(a,m$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='mytable.tab')