R version 2.7.2 (2008-08-25) Copyright (C) 2008 The R Foundation for Statistical Computing ISBN 3-900051-07-0 R is free software and comes with ABSOLUTELY NO WARRANTY. You are welcome to redistribute it under certain conditions. Type 'license()' or 'licence()' for distribution details. R is a collaborative project with many contributors. Type 'contributors()' for more information and 'citation()' on how to cite R or R packages in publications. Type 'demo()' for some demos, 'help()' for on-line help, or 'help.start()' for an HTML browser interface to help. Type 'q()' to quit R. > y <- c(4.8,-4.2,1.6,5.2,9.2,4.6,10.6) > x <- c(20.8,17.1,22.3,25.1,27.7,24.9,29.5) > par1 = '12' > #'GNU S' R Code compiled by R2WASP v. 1.0.44 () > #Author: Prof. Dr. P. Wessa > #To cite this work: AUTHOR(S), (YEAR), YOUR SOFTWARE TITLE (vNUMBER) in Free Statistics Software (v$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: Write here your technical program description (don't use hard returns!) > par1 <- as.numeric(par1) > library(lattice) > z <- as.data.frame(cbind(x,y)) > m <- lm(y~x) > summary(m) Call: lm(formula = y ~ x) Residuals: 1 2 3 4 5 6 7 3.639414 -1.342200 -1.189662 -0.630603 0.545667 -1.013392 -0.009224 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) -21.4293 4.4746 -4.789 0.00493 ** x 1.0861 0.1847 5.881 0.00202 ** --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 1.907 on 5 degrees of freedom Multiple R-squared: 0.8737, Adjusted R-squared: 0.8484 F-statistic: 34.59 on 1 and 5 DF, p-value: 0.002019 > postscript(file="/var/www/html/rcomp/tmp/1t6121225632333.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(z,main='Scatterplot, lowess, and regression line') > lines(lowess(z),col='red') > abline(m) > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2g73s1225632333.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > m2 <- lm(m$fitted.values ~ x) > summary(m2) Call: lm(formula = m$fitted.values ~ x) Residuals: 1 2 3 4 5 6 7 1.023e-15 -9.119e-16 5.580e-16 -4.583e-16 -2.679e-16 1.932e-16 -1.361e-16 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) -2.143e+01 1.668e-15 -1.285e+16 <2e-16 *** x 1.086e+00 6.884e-17 1.578e+16 <2e-16 *** --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 7.109e-16 on 5 degrees of freedom Multiple R-squared: 1, Adjusted R-squared: 1 F-statistic: 2.489e+32 on 1 and 5 DF, p-value: < 2.2e-16 > z2 <- as.data.frame(cbind(x,m$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/3wpre1225632333.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: 1 2 3 4 5 6 7 3.639414 -1.342200 -1.189662 -0.630603 0.545667 -1.013392 -0.009224 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 0.0000 4.4746 0 1 x 0.0000 0.1847 0 1 Residual standard error: 1.907 on 5 degrees of freedom Multiple R-squared: 0, Adjusted R-squared: -0.2 F-statistic: 0 on 1 and 5 DF, p-value: 1 > z3 <- as.data.frame(cbind(x,m$residuals)) > names(z3) <- list('x','Residuals') > plot(z3,main='Scatterplot, lowess, and regression line') > lines(lowess(z3),col='red') > abline(m3) > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/4vhwj1225632333.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > m4 <- lm(m$fitted.values ~ m$residuals) > summary(m4) Call: lm(formula = m$fitted.values ~ m$residuals) Residuals: 1 2 3 4 5 6 7 -3.382 -7.401 -1.753 1.288 4.111 1.071 6.066 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 4.543e+00 1.896e+00 2.396 0.0619 . m$residuals -2.083e-16 1.176e+00 -1.77e-16 1.0000 --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 5.016 on 5 degrees of freedom Multiple R-squared: 3.763e-32, Adjusted R-squared: -0.2 F-statistic: 1.881e-31 on 1 and 5 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/5l8mx1225632333.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > myr <- as.ts(m$residuals) > z5 <- as.data.frame(cbind(lag(myr,1),myr)) > names(z5) <- list('Lagged Residuals','Residuals') > plot(z5,main='Lag plot') > m5 <- lm(z5) > summary(m5) Call: lm(formula = z5) Residuals: 2 3 4 5 6 7 -0.05145 -0.83581 -0.24806 1.03335 -0.30449 0.40647 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) -0.6063 0.2950 -2.055 0.109 Residuals -0.1881 0.1694 -1.110 0.329 Residual standard error: 0.7226 on 4 degrees of freedom (2 observations deleted due to missingness) Multiple R-squared: 0.2355, Adjusted R-squared: 0.04432 F-statistic: 1.232 on 1 and 4 DF, p-value: 0.3293 > abline(m5) > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/673b31225632333.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(m$residuals,main='Residual Histogram',xlab='Residuals') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/73j8f1225632333.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > 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() null device 1 > postscript(file="/var/www/html/rcomp/tmp/8igbh1225632333.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > acf(m$residuals,main='Residual Autocorrelation Function') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/9c9j31225632334.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > qqnorm(x) > qqline(x) > grid() > dev.off() null device 1 > > #Note: the /var/www/html/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Simple Linear Regression',5,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'Statistics',1,TRUE) > a<-table.element(a,'Estimate',1,TRUE) > a<-table.element(a,'S.D.',1,TRUE) > a<-table.element(a,'T-STAT (H0: coeff=0)',1,TRUE) > a<-table.element(a,'P-value (two-sided)',1,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'constant term',header=TRUE) > a<-table.element(a,m$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/10jixe1225632334.tab") > > system("convert tmp/1t6121225632333.ps tmp/1t6121225632333.png") > system("convert tmp/2g73s1225632333.ps tmp/2g73s1225632333.png") > system("convert tmp/3wpre1225632333.ps tmp/3wpre1225632333.png") > system("convert tmp/4vhwj1225632333.ps tmp/4vhwj1225632333.png") > system("convert tmp/5l8mx1225632333.ps tmp/5l8mx1225632333.png") > system("convert tmp/673b31225632333.ps tmp/673b31225632333.png") > system("convert tmp/73j8f1225632333.ps tmp/73j8f1225632333.png") > system("convert tmp/8igbh1225632333.ps tmp/8igbh1225632333.png") > system("convert tmp/9c9j31225632334.ps tmp/9c9j31225632334.png") > > > proc.time() user system elapsed 2.002 1.306 2.613