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(4.2,2.6,3,3.8,4,3.5,4.1) > x <- c(4.8,-4.2,1.6,5.2,9.2,4.6,10.6) > par1 = '0' > #'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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: Write here your technical program description (don't use hard returns!) > par1 <- as.numeric(par1) > library(lattice) > z <- as.data.frame(cbind(x,y)) > m <- lm(y~x) > summary(m) Call: lm(formula = y ~ x) Residuals: 1 2 3 4 5 6 7 0.57200 -0.04785 -0.27950 0.12843 -0.10719 -0.10622 -0.15966 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 3.10525 0.16443 18.885 7.67e-06 *** x 0.10891 0.02562 4.252 0.00808 ** --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 0.3074 on 5 degrees of freedom Multiple R-squared: 0.7833, Adjusted R-squared: 0.74 F-statistic: 18.08 on 1 and 5 DF, p-value: 0.00808 > postscript(file="/var/www/html/rcomp/tmp/1eegj1225744407.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(z,main='Scatterplot, lowess, and regression line') > lines(lowess(z),col='red') > abline(m) > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2h66d1225744407.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > m2 <- lm(m$fitted.values ~ x) > summary(m2) Call: lm(formula = m$fitted.values ~ x) Residuals: 1 2 3 4 5 6 7 5.137e-16 -8.420e-17 -1.137e-16 -3.317e-17 -8.706e-17 -6.807e-17 -1.274e-16 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 3.105e+00 1.339e-16 2.318e+16 <2e-16 *** x 1.089e-01 2.087e-17 5.219e+15 <2e-16 *** --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 2.504e-16 on 5 degrees of freedom Multiple R-squared: 1, Adjusted R-squared: 1 F-statistic: 2.724e+31 on 1 and 5 DF, p-value: < 2.2e-16 > z2 <- as.data.frame(cbind(x,m$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/3xhkg1225744407.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 0.57200 -0.04785 -0.27950 0.12843 -0.10719 -0.10622 -0.15966 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 0.00000 0.16443 0 1 x 0.00000 0.02562 0 1 Residual standard error: 0.3074 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$residuals)) > names(z3) <- list('x','Residuals') > plot(z3,main='Scatterplot, lowess, and regression line') > lines(lowess(z3),col='red') > abline(m3) > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/4gbv31225744407.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > m4 <- lm(m$fitted.values ~ m$residuals) > summary(m4) Call: lm(formula = m$fitted.values ~ m$residuals) Residuals: 1 2 3 4 5 6 7 0.028004 -0.952151 -0.320495 0.071567 0.507192 0.006223 0.659660 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 3.600e+00 2.209e-01 16.30 1.59e-05 *** m$residuals 6.462e-16 8.503e-01 7.6e-16 1 --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 0.5844 on 5 degrees of freedom Multiple R-squared: 1.732e-30, Adjusted R-squared: -0.2 F-statistic: 8.662e-30 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/5vwvw1225744407.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > myr <- as.ts(m$residuals) > z5 <- as.data.frame(cbind(lag(myr,1),myr)) > names(z5) <- list('Lagged Residuals','Residuals') > plot(z5,main='Lag plot') > m5 <- lm(z5) > summary(m5) Call: lm(formula = z5) Residuals: 2 3 4 5 6 7 0.072243 -0.187552 0.209869 -0.007237 -0.016965 -0.070358 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) -0.09412 0.06144 -1.532 0.200 Residuals -0.04540 0.22513 -0.202 0.850 Residual standard error: 0.1498 on 4 degrees of freedom (2 observations deleted due to missingness) Multiple R-squared: 0.01006, Adjusted R-squared: -0.2374 F-statistic: 0.04066 on 1 and 4 DF, p-value: 0.85 > abline(m5) > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/6h9gm1225744407.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(m$residuals,main='Residual Histogram',xlab='Residuals') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/7pzk41225744407.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/824om1225744407.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > acf(m$residuals,main='Residual Autocorrelation Function') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/9vxuv1225744407.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > qqnorm(x) > qqline(x) > grid() > dev.off() null device 1 > > #Note: the /var/www/html/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Simple Linear Regression',5,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'Statistics',1,TRUE) > a<-table.element(a,'Estimate',1,TRUE) > a<-table.element(a,'S.D.',1,TRUE) > a<-table.element(a,'T-STAT (H0: coeff=0)',1,TRUE) > a<-table.element(a,'P-value (two-sided)',1,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'constant term',header=TRUE) > a<-table.element(a,m$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/10y2nd1225744407.tab") > > system("convert tmp/1eegj1225744407.ps tmp/1eegj1225744407.png") > system("convert tmp/2h66d1225744407.ps tmp/2h66d1225744407.png") > system("convert tmp/3xhkg1225744407.ps tmp/3xhkg1225744407.png") > system("convert tmp/4gbv31225744407.ps tmp/4gbv31225744407.png") > system("convert tmp/5vwvw1225744407.ps tmp/5vwvw1225744407.png") > system("convert tmp/6h9gm1225744407.ps tmp/6h9gm1225744407.png") > system("convert tmp/7pzk41225744407.ps tmp/7pzk41225744407.png") > system("convert tmp/824om1225744407.ps tmp/824om1225744407.png") > system("convert tmp/9vxuv1225744407.ps tmp/9vxuv1225744407.png") > > > proc.time() user system elapsed 1.954 1.326 3.287