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Type 'q()' to quit R. > y <- 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) > x <- 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) > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_linear_regression.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: Write here your technical program description > par1 <- as.numeric(par1) > library(lattice) > z <- as.data.frame(cbind(x,y)) > m <- lm(y~x) > summary(m) Call: lm(formula = y ~ x) Residuals: Min 1Q Median 3Q Max -4.4265353 -1.3908534 -0.0003713 1.3284532 4.5475973 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 14.73859 2.12680 6.93 1.07e-09 *** x 0.83444 0.01831 45.56 < 2e-16 *** --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 1.927 on 78 degrees of freedom Multiple R-Squared: 0.9638, Adjusted R-squared: 0.9633 F-statistic: 2076 on 1 and 78 DF, p-value: < 2.2e-16 > postscript(file="/var/www/html/rcomp/tmp/1548j1194691623.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(z,main='Scatterplot, lowess, and regression line') > lines(lowess(z),col='red') > abline(m) > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2sol91194691623.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > m2 <- lm(m$fitted.values ~ x) > summary(m2) Call: lm(formula = m$fitted.values ~ x) Residuals: Min 1Q Median 3Q Max -1.445e-14 -3.918e-15 -4.521e-16 2.974e-15 4.212e-14 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 1.474e+01 7.291e-15 2.021e+15 <2e-16 *** x 8.344e-01 6.279e-17 1.329e+16 <2e-16 *** --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 6.606e-15 on 78 degrees of freedom Multiple R-Squared: 1, Adjusted R-squared: 1 F-statistic: 1.766e+32 on 1 and 78 DF, p-value: < 2.2e-16 > z2 <- as.data.frame(cbind(x,m$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/3rfae1194691624.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 -4.4265353 -1.3908534 -0.0003713 1.3284532 4.5475973 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) -7.514e-17 2.127e+00 -3.53e-17 1 x 2.484e-19 1.831e-02 1.36e-17 1 Residual standard error: 1.927 on 78 degrees of freedom Multiple R-Squared: 9.933e-34, Adjusted R-squared: -0.01282 F-statistic: 7.748e-32 on 1 and 78 DF, p-value: 1 > z3 <- as.data.frame(cbind(x,m$residuals)) > names(z3) <- list('x','Residuals') > plot(z3,main='Scatterplot, lowess, and regression line') > lines(lowess(z3),col='red') > abline(m3) > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/46qmi1194691624.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > m4 <- lm(m$fitted.values ~ m$residuals) > summary(m4) Call: lm(formula = m$fitted.values ~ m$residuals) Residuals: Min 1Q Median 3Q Max -19.63650 -7.70398 -0.02712 7.90008 18.58093 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 1.111e+02 1.111e+00 100 <2e-16 *** m$residuals 3.881e-16 5.841e-01 6.64e-16 1 --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 9.94 on 78 degrees of freedom Multiple R-Squared: 9.433e-31, Adjusted R-squared: -0.01282 F-statistic: 7.358e-29 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/5ur4x1194691624.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > myr <- as.ts(m$residuals) > m5 <- lm(myr ~ lag(myr,1)) > summary(m5) Call: lm(formula = myr ~ lag(myr, 1)) Residuals: Min 1Q Median 3Q Max -3.965e-15 9.913e-18 5.709e-17 8.915e-17 6.251e-16 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) -1.031e-32 5.225e-17 -1.97e-16 1 lag(myr, 1) 1.000e+00 2.746e-17 3.641e+16 <2e-16 *** --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 4.673e-16 on 78 degrees of freedom Multiple R-Squared: 1, Adjusted R-squared: 1 F-statistic: 1.326e+33 on 1 and 78 DF, p-value: < 2.2e-16 > z5 <- as.data.frame(cbind(lag(myr,1),myr)) > names(z5) <- list('Lagged Residuals','Residuals') > plot(z5,main='Lag plot') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/6jpa91194691624.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(m$residuals,main='Residual Histogram',xlab='Residuals') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/7vcr11194691624.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/8aed31194691624.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > acf(m$residuals,main='Residual Autocorrelation Function') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/9p5xt1194691624.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > qqnorm(x) > grid() > dev.off() null device 1 > load(file='/var/www/html/rcomp/createtable') > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Simple Linear Regression',5,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'Statistics',1,TRUE) > a<-table.element(a,'Estimate',1,TRUE) > a<-table.element(a,'S.D.',1,TRUE) > a<-table.element(a,'T-STAT (H0: coeff=0)',1,TRUE) > a<-table.element(a,'P-value (two-sided)',1,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'constant term',header=TRUE) > a<-table.element(a,m$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/10s71d1194691624.tab") > > system("convert tmp/1548j1194691623.ps tmp/1548j1194691623.png") > system("convert tmp/2sol91194691623.ps tmp/2sol91194691623.png") > system("convert tmp/3rfae1194691624.ps tmp/3rfae1194691624.png") > system("convert tmp/46qmi1194691624.ps tmp/46qmi1194691624.png") > system("convert tmp/5ur4x1194691624.ps tmp/5ur4x1194691624.png") > system("convert tmp/6jpa91194691624.ps tmp/6jpa91194691624.png") > system("convert tmp/7vcr11194691624.ps tmp/7vcr11194691624.png") > system("convert tmp/8aed31194691624.ps tmp/8aed31194691624.png") > system("convert tmp/9p5xt1194691624.ps tmp/9p5xt1194691624.png") > > > proc.time() user system elapsed 3.850 2.423 4.161