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Type 'q()' to quit R. > y <- c(98.6,98,106.8,96.7,100.2,107.7,92,98.4,107.4,117.7,105.7,97.5,99.9,98.2,104.5,100.8,101.5,103.9,99.6,98.4,112.7,118.4,108.1,105.4,114.6,106.9,115.9,109.8,101.8,114.2,110.8,108.4,127.5,128.6,116.6,127.4,105,108.3,125,111.6,106.5,130.3,115,116.1,134,126.5,125.8,136.4,114.9,110.9,125.5,116.8,116.8,125.5,104.2,115.1,132.8,123.3,124.8,122,117.4,117.9,137.4,114.6,124.7,129.6,109.4,120.9,134.9,136.3,133.2,127.2,122.7,120.5,137.8,119.1,124.3,134.3,121.7,125) > x <- c(98.1,101.1,111.1,93.3,100,108,70.4,75.4,105.5,112.3,102.5,93.5,86.7,95.2,103.8,97,95.5,101,67.5,64,106.7,100.6,101.2,93.1,84.2,85.8,91.8,92.4,80.3,79.7,62.5,57.1,100.8,100.7,86.2,83.2,71.7,77.5,89.8,80.3,78.7,93.8,57.6,60.6,91,85.3,77.4,77.3,68.3,69.9,81.7,75.1,69.9,84,54.3,60,89.9,77,85.3,77.6,69.2,75.5,85.7,72.2,79.9,85.3,52.2,61.2,82.4,85.4,78.2,70.2,70.2,69.3,77.5,66.1,69,75.3,58.2,59.7) > par1 = '0' > #'GNU S' R Code compiled by R2WASP v. 1.0.44 () > #Author: Prof. Dr. P. Wessa > #To cite this work: Wessa P., (2007), Linear Regression Graphical Model Validation (v1.0.2) in Free Statistics Software (v$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_linear_regression.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: Write here your technical program description > par1 <- as.numeric(par1) > library(lattice) > z <- as.data.frame(cbind(x,y)) > m <- lm(y~x) > summary(m) Call: lm(formula = y ~ x) Residuals: Min 1Q Median 3Q Max -24.7685 -9.0462 -0.4634 9.6514 22.2532 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 124.23031 7.48964 16.59 <2e-16 *** x -0.10599 0.08984 -1.18 0.242 --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 11.81 on 78 degrees of freedom Multiple R-Squared: 0.01753, Adjusted R-squared: 0.004936 F-statistic: 1.392 on 1 and 78 DF, p-value: 0.2417 > postscript(file="/var/www/html/rcomp/tmp/1b4m71194689498.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(z,main='Scatterplot, lowess, and regression line') > lines(lowess(z),col='red') > abline(m) > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2c5c11194689498.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > m2 <- lm(m$fitted.values ~ x) > summary(m2) Call: lm(formula = m$fitted.values ~ x) Residuals: Min 1Q Median 3Q Max -8.487e-14 -1.767e-15 1.541e-15 3.312e-15 1.163e-14 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 1.242e+02 6.657e-15 1.866e+16 <2e-16 *** x -1.060e-01 7.985e-17 -1.327e+15 <2e-16 *** --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 1.05e-14 on 78 degrees of freedom Multiple R-Squared: 1, Adjusted R-squared: 1 F-statistic: 1.762e+30 on 1 and 78 DF, p-value: < 2.2e-16 > z2 <- as.data.frame(cbind(x,m$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/3znou1194689498.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 -24.7685 -9.0462 -0.4634 9.6514 22.2532 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 1.424e-15 7.490e+00 1.90e-16 1 x -1.743e-17 8.984e-02 -1.94e-16 1 Residual standard error: 11.81 on 78 degrees of freedom Multiple R-Squared: 7.161e-34, Adjusted R-squared: -0.01282 F-statistic: 5.586e-32 on 1 and 78 DF, p-value: 1 > z3 <- as.data.frame(cbind(x,m$residuals)) > names(z3) <- list('x','Residuals') > plot(z3,main='Scatterplot, lowess, and regression line') > lines(lowess(z3),col='red') > abline(m3) > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/4a7uk1194689498.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > m4 <- lm(m$fitted.values ~ m$residuals) > summary(m4) Call: lm(formula = m$fitted.values ~ m$residuals) Residuals: Min 1Q Median 3Q Max -3.2051 -1.1965 0.1125 1.2572 3.1650 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 1.155e+02 1.763e-01 655.1 <2e-16 *** m$residuals 1.675e-16 1.513e-02 1.11e-14 1 --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 1.577 on 78 degrees of freedom Multiple R-Squared: 1.759e-28, Adjusted R-squared: -0.01282 F-statistic: 1.372e-26 on 1 and 78 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/52odj1194689498.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > myr <- as.ts(m$residuals) > m5 <- lm(myr ~ lag(myr,1)) > summary(m5) Call: lm(formula = myr ~ lag(myr, 1)) Residuals: Min 1Q Median 3Q Max -1.722e-14 -1.350e-16 2.070e-16 5.144e-16 2.124e-15 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 1.378e-33 2.295e-16 6e-18 1 lag(myr, 1) 1.000e+00 1.968e-17 5.081e+16 <2e-16 *** --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 2.052e-15 on 78 degrees of freedom Multiple R-Squared: 1, Adjusted R-squared: 1 F-statistic: 2.582e+33 on 1 and 78 DF, p-value: < 2.2e-16 > z5 <- as.data.frame(cbind(lag(myr,1),myr)) > names(z5) <- list('Lagged Residuals','Residuals') > plot(z5,main='Lag plot') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/6zvh21194689498.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(m$residuals,main='Residual Histogram',xlab='Residuals') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/7ja5x1194689498.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > if (par1 > 0) + { + densityplot(~x,col='black',main=paste('Density Plot bw = ',par1),bw=par1) + } else { + densityplot(~x,col='black',main='Density Plot') + } > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/8z1551194689499.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > acf(m$residuals,main='Residual Autocorrelation Function') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/96unr1194689499.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > qqnorm(x) > grid() > dev.off() null device 1 > load(file='/var/www/html/rcomp/createtable') > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Simple Linear Regression',5,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'Statistics',1,TRUE) > a<-table.element(a,'Estimate',1,TRUE) > a<-table.element(a,'S.D.',1,TRUE) > a<-table.element(a,'T-STAT (H0: coeff=0)',1,TRUE) > a<-table.element(a,'P-value (two-sided)',1,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'constant term',header=TRUE) > a<-table.element(a,m$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/10btlz1194689499.tab") > > system("convert tmp/1b4m71194689498.ps tmp/1b4m71194689498.png") > system("convert tmp/2c5c11194689498.ps tmp/2c5c11194689498.png") > system("convert tmp/3znou1194689498.ps tmp/3znou1194689498.png") > system("convert tmp/4a7uk1194689498.ps tmp/4a7uk1194689498.png") > system("convert tmp/52odj1194689498.ps tmp/52odj1194689498.png") > system("convert tmp/6zvh21194689498.ps tmp/6zvh21194689498.png") > system("convert tmp/7ja5x1194689498.ps tmp/7ja5x1194689498.png") > system("convert tmp/8z1551194689499.ps tmp/8z1551194689499.png") > system("convert tmp/96unr1194689499.ps tmp/96unr1194689499.png") > > > proc.time() user system elapsed 3.881 2.448 4.203