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Type 'q()' to quit R. > y <- c(103.1,100.6,103.1,95.5,90.5,90.9,88.8,90.7,94.3,104.6,111.1,110.8,107.2,99,99,91,96.2,96.9,96.2,100.1,99,115.4,106.9,107.1,99.3,99.2,108.3,105.6,99.5,107.4,93.1,88.1,110.7,113.1,99.6,93.6,98.6,99.6,114.3,107.8,101.2,112.5,100.5,93.9,116.2,112,106.4,95.7,96,95.8,103,102.2,98.4,111.4,86.6,91.3,107.9,101.8,104.4,93.4,100.1,98.5,112.9,101.4,107.1,110.8,90.3,95.5,111.4,113,107.5,95.9,106.3,105.2,117.2,106.9,108.2,110,96.1,100.6) > x <- c(98.6,98,106.8,96.6,100.1,107.7,91.5,97.8,107.4,117.5,105.6,97.4,99.5,98,104.3,100.6,101.1,103.9,96.9,95.5,108.4,117,103.8,100.8,110.6,104,112.6,107.3,98.9,109.8,104.9,102.2,123.9,124.9,112.7,121.9,100.6,104.3,120.4,107.5,102.9,125.6,107.5,108.8,128.4,121.1,119.5,128.7,108.7,105.5,119.8,111.3,110.6,120.1,97.5,107.7,127.3,117.2,119.8,116.2,111,112.4,130.6,109.1,118.8,123.9,101.6,112.8,128,129.6,125.8,119.5,115.7,113.6,129.7,112,116.8,126.3,112.9,115.9) > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_linear_regression.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: Write here your technical program description > par1 <- as.numeric(par1) > library(lattice) > z <- as.data.frame(cbind(x,y)) > m <- lm(y~x) > summary(m) Call: lm(formula = y ~ x) Residuals: Min 1Q Median 3Q Max -14.2662 -3.7667 0.3639 4.0772 15.0073 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 51.68737 7.53669 6.858 1.47e-09 *** x 0.45283 0.06754 6.705 2.86e-09 *** --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 6.039 on 78 degrees of freedom Multiple R-Squared: 0.3656, Adjusted R-squared: 0.3575 F-statistic: 44.95 on 1 and 78 DF, p-value: 2.855e-09 > postscript(file="/var/www/html/rcomp/tmp/1gy9y1194691469.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(z,main='Scatterplot, lowess, and regression line') > lines(lowess(z),col='red') > abline(m) > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2tkky1194691469.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > m2 <- lm(m$fitted.values ~ x) > summary(m2) Call: lm(formula = m$fitted.values ~ x) Residuals: Min 1Q Median 3Q Max -4.172e-14 -2.992e-15 2.089e-16 3.777e-15 8.293e-15 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 5.169e+01 7.948e-15 6.504e+15 <2e-16 *** x 4.528e-01 7.122e-17 6.358e+15 <2e-16 *** --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 6.369e-15 on 78 degrees of freedom Multiple R-Squared: 1, Adjusted R-squared: 1 F-statistic: 4.043e+31 on 1 and 78 DF, p-value: < 2.2e-16 > z2 <- as.data.frame(cbind(x,m$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/3dhws1194691469.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 -14.2662 -3.7667 0.3639 4.0772 15.0073 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 4.769e-15 7.537e+00 6.33e-16 1 x -4.470e-17 6.754e-02 -6.62e-16 1 Residual standard error: 6.039 on 78 degrees of freedom Multiple R-Squared: 1.187e-32, Adjusted R-squared: -0.01282 F-statistic: 9.26e-31 on 1 and 78 DF, p-value: 1 > z3 <- as.data.frame(cbind(x,m$residuals)) > names(z3) <- list('x','Residuals') > plot(z3,main='Scatterplot, lowess, and regression line') > lines(lowess(z3),col='red') > abline(m3) > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/4u7ph1194691469.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > m4 <- lm(m$fitted.values ~ m$residuals) > summary(m4) Call: lm(formula = m$fitted.values ~ m$residuals) Residuals: Min 1Q Median 3Q Max -8.8952 -3.4273 -0.4274 3.7839 8.8103 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 1.020e+02 5.126e-01 199 <2e-16 *** m$residuals -4.995e-17 8.596e-02 -5.81e-16 1 --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 4.585 on 78 degrees of freedom Multiple R-Squared: 1.11e-28, Adjusted R-squared: -0.01282 F-statistic: 8.655e-27 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/5v9ic1194691469.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > myr <- as.ts(m$residuals) > m5 <- lm(myr ~ lag(myr,1)) > summary(m5) Call: lm(formula = myr ~ lag(myr, 1)) Residuals: Min 1Q Median 3Q Max -1.253e-14 -5.800e-17 1.879e-16 3.345e-16 2.123e-15 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) -4.410e-32 1.687e-16 -2.61e-16 1 lag(myr, 1) 1.000e-00 2.829e-17 3.535e+16 <2e-16 *** --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 1.509e-15 on 78 degrees of freedom Multiple R-Squared: 1, Adjusted R-squared: 1 F-statistic: 1.249e+33 on 1 and 78 DF, p-value: < 2.2e-16 > z5 <- as.data.frame(cbind(lag(myr,1),myr)) > names(z5) <- list('Lagged Residuals','Residuals') > plot(z5,main='Lag plot') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/6tfoc1194691469.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(m$residuals,main='Residual Histogram',xlab='Residuals') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/7p7cn1194691469.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/8txj61194691469.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > acf(m$residuals,main='Residual Autocorrelation Function') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/98ypy1194691469.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > qqnorm(x) > grid() > dev.off() null device 1 > load(file='/var/www/html/rcomp/createtable') > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Simple Linear Regression',5,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'Statistics',1,TRUE) > a<-table.element(a,'Estimate',1,TRUE) > a<-table.element(a,'S.D.',1,TRUE) > a<-table.element(a,'T-STAT (H0: coeff=0)',1,TRUE) > a<-table.element(a,'P-value (two-sided)',1,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'constant term',header=TRUE) > a<-table.element(a,m$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/100yue1194691469.tab") > > system("convert tmp/1gy9y1194691469.ps tmp/1gy9y1194691469.png") > system("convert tmp/2tkky1194691469.ps tmp/2tkky1194691469.png") > system("convert tmp/3dhws1194691469.ps tmp/3dhws1194691469.png") > system("convert tmp/4u7ph1194691469.ps tmp/4u7ph1194691469.png") > system("convert tmp/5v9ic1194691469.ps tmp/5v9ic1194691469.png") > system("convert tmp/6tfoc1194691469.ps tmp/6tfoc1194691469.png") > system("convert tmp/7p7cn1194691469.ps tmp/7p7cn1194691469.png") > system("convert tmp/8txj61194691469.ps tmp/8txj61194691469.png") > system("convert tmp/98ypy1194691469.ps tmp/98ypy1194691469.png") > > > proc.time() user system elapsed 2.110 1.379 2.574