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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(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) > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_linear_regression.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: Write here your technical program description > par1 <- as.numeric(par1) > library(lattice) > z <- as.data.frame(cbind(x,y)) > m <- lm(y~x) > summary(m) Call: lm(formula = y ~ x) Residuals: Min 1Q Median 3Q Max -20.8359 -5.0172 0.8094 5.6843 22.6561 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 28.7744 12.3182 2.336 0.0221 * x 0.8074 0.1204 6.705 2.86e-09 *** --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 8.065 on 78 degrees of freedom Multiple R-Squared: 0.3656, Adjusted R-squared: 0.3575 F-statistic: 44.95 on 1 and 78 DF, p-value: 2.855e-09 > postscript(file="/var/www/html/rcomp/tmp/16l821194692292.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(z,main='Scatterplot, lowess, and regression line') > lines(lowess(z),col='red') > abline(m) > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2mkvb1194692292.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > m2 <- lm(m$fitted.values ~ x) > summary(m2) Call: lm(formula = m$fitted.values ~ x) Residuals: Min 1Q Median 3Q Max -1.738e-14 -1.101e-14 -7.356e-15 -3.905e-15 5.517e-13 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 2.877e+01 9.686e-14 2.971e+14 <2e-16 *** x 8.074e-01 9.470e-16 8.526e+14 <2e-16 *** --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 6.342e-14 on 78 degrees of freedom Multiple R-Squared: 1, Adjusted R-squared: 1 F-statistic: 7.27e+29 on 1 and 78 DF, p-value: < 2.2e-16 > z2 <- as.data.frame(cbind(x,m$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/35a6n1194692292.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 -20.8359 -5.0172 0.8094 5.6843 22.6561 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) -1.063e-14 1.232e+01 -8.63e-16 1 x 1.061e-16 1.204e-01 8.81e-16 1 Residual standard error: 8.065 on 78 degrees of freedom Multiple R-Squared: 8.399e-33, Adjusted R-squared: -0.01282 F-statistic: 6.551e-31 on 1 and 78 DF, p-value: 1 > z3 <- as.data.frame(cbind(x,m$residuals)) > names(z3) <- list('x','Residuals') > plot(z3,main='Scatterplot, lowess, and regression line') > lines(lowess(z3),col='red') > abline(m3) > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/4bxhy1194692292.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > m4 <- lm(m$fitted.values ~ m$residuals) > summary(m4) Call: lm(formula = m$fitted.values ~ m$residuals) Residuals: Min 1Q Median 3Q Max -12.4473 -4.7971 -0.9013 4.4882 12.2596 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 1.111e+02 6.845e-01 162.4 <2e-16 *** m$residuals -1.599e-15 8.596e-02 -1.86e-14 1 --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 6.122 on 78 degrees of freedom Multiple R-Squared: 5.595e-30, Adjusted R-squared: -0.01282 F-statistic: 4.364e-28 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/5xhns1194692292.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > myr <- as.ts(m$residuals) > m5 <- lm(myr ~ lag(myr,1)) > summary(m5) Call: lm(formula = myr ~ lag(myr, 1)) Residuals: Min 1Q Median 3Q Max -1.479e-15 -2.257e-16 -7.178e-17 1.282e-16 2.801e-15 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 0.000e+00 6.640e-17 0.000e+00 1 lag(myr, 1) 1.000e+00 8.339e-18 1.199e+17 <2e-16 *** --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 5.939e-16 on 78 degrees of freedom Multiple R-Squared: 1, Adjusted R-squared: 1 F-statistic: 1.438e+34 on 1 and 78 DF, p-value: < 2.2e-16 > z5 <- as.data.frame(cbind(lag(myr,1),myr)) > names(z5) <- list('Lagged Residuals','Residuals') > plot(z5,main='Lag plot') > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/6n72l1194692292.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(m$residuals,main='Residual Histogram',xlab='Residuals') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/7csey1194692292.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/82adb1194692292.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > acf(m$residuals,main='Residual Autocorrelation Function') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/9xuwx1194692292.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > qqnorm(x) > grid() > dev.off() null device 1 > load(file='/var/www/html/rcomp/createtable') > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Simple Linear Regression',5,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'Statistics',1,TRUE) > a<-table.element(a,'Estimate',1,TRUE) > a<-table.element(a,'S.D.',1,TRUE) > a<-table.element(a,'T-STAT (H0: coeff=0)',1,TRUE) > a<-table.element(a,'P-value (two-sided)',1,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'constant term',header=TRUE) > a<-table.element(a,m$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/107gqn1194692292.tab") > > system("convert tmp/16l821194692292.ps tmp/16l821194692292.png") > system("convert tmp/2mkvb1194692292.ps tmp/2mkvb1194692292.png") > system("convert tmp/35a6n1194692292.ps tmp/35a6n1194692292.png") > system("convert tmp/4bxhy1194692292.ps tmp/4bxhy1194692292.png") > system("convert tmp/5xhns1194692292.ps tmp/5xhns1194692292.png") > system("convert tmp/6n72l1194692292.ps tmp/6n72l1194692292.png") > system("convert tmp/7csey1194692292.ps tmp/7csey1194692292.png") > system("convert tmp/82adb1194692292.ps tmp/82adb1194692292.png") > system("convert tmp/9xuwx1194692292.ps tmp/9xuwx1194692292.png") > > > proc.time() user system elapsed 2.135 1.419 2.625