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(0.9,0.85,0.83,0.84,0.85,0.83,0.83) > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: Write here your technical program description (don't use hard returns!) > par1 <- as.numeric(par1) > library(lattice) > z <- as.data.frame(cbind(x,y)) > m <- lm(y~x) > summary(m) Call: lm(formula = y ~ x) Residuals: 1 2 3 4 5 6 7 0.0529592 -0.0006128 -0.0183108 -0.0068820 0.0047055 -0.0171202 -0.0147388 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 0.8489459 0.0145925 58.177 2.84e-08 *** x -0.0003969 0.0022733 -0.175 0.868 --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 0.02728 on 5 degrees of freedom Multiple R-squared: 0.006059, Adjusted R-squared: -0.1927 F-statistic: 0.03048 on 1 and 5 DF, p-value: 0.8683 > postscript(file="/var/www/html/freestat/rcomp/tmp/1e2n71225745711.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(z,main='Scatterplot, lowess, and regression line') > lines(lowess(z),col='red') > abline(m) > grid() > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/2cpv61225745711.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > m2 <- lm(m$fitted.values ~ x) > summary(m2) Call: lm(formula = m$fitted.values ~ x) Residuals: 1 2 3 4 5 6 7 -2.990e-16 4.569e-17 8.574e-17 -1.221e-17 7.593e-17 4.095e-17 6.287e-17 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 8.489e-01 7.948e-17 1.068e+16 <2e-16 *** x -3.969e-04 1.238e-17 -3.205e+13 <2e-16 *** --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 1.486e-16 on 5 degrees of freedom Multiple R-squared: 1, Adjusted R-squared: 1 F-statistic: 1.027e+27 on 1 and 5 DF, p-value: < 2.2e-16 > z2 <- as.data.frame(cbind(x,m$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/freestat/rcomp/tmp/3csks1225745711.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 0.0529592 -0.0006128 -0.0183108 -0.0068820 0.0047055 -0.0171202 -0.0147388 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) -4.251e-18 1.459e-02 -2.91e-16 1 x 2.514e-19 2.273e-03 1.11e-16 1 Residual standard error: 0.02728 on 5 degrees of freedom Multiple R-squared: 4.622e-33, Adjusted R-squared: -0.2 F-statistic: 2.311e-32 on 1 and 5 DF, p-value: 1 > z3 <- as.data.frame(cbind(x,m$residuals)) > names(z3) <- list('x','Residuals') > plot(z3,main='Scatterplot, lowess, and regression line') > lines(lowess(z3),col='red') > abline(m3) > grid() > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/4vw501225745711.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > m4 <- lm(m$fitted.values ~ m$residuals) > summary(m4) Call: lm(formula = m$fitted.values ~ m$residuals) Residuals: 1 2 3 4 5 6 7 -1.021e-04 3.470e-03 1.168e-03 -2.608e-04 -1.848e-03 -2.268e-05 -2.404e-03 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 8.471e-01 8.050e-04 1052 1.47e-14 *** m$residuals -5.008e-15 3.492e-02 -1.43e-13 1 --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 0.00213 on 5 degrees of freedom Multiple R-squared: 2.717e-27, Adjusted R-squared: -0.2 F-statistic: 1.359e-26 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/freestat/rcomp/tmp/5lgpp1225745711.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > myr <- as.ts(m$residuals) > z5 <- as.data.frame(cbind(lag(myr,1),myr)) > names(z5) <- list('Lagged Residuals','Residuals') > plot(z5,main='Lag plot') > m5 <- lm(z5) > summary(m5) Call: lm(formula = z5) Residuals: 2 3 4 5 6 7 0.002762 -0.009153 0.004187 0.014540 -0.008536 -0.003799 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) -0.009092 0.004143 -2.195 0.0932 . Residuals 0.107959 0.171456 0.630 0.5631 --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 0.0101 on 4 degrees of freedom (2 observations deleted due to missingness) Multiple R-squared: 0.09018, Adjusted R-squared: -0.1373 F-statistic: 0.3965 on 1 and 4 DF, p-value: 0.5631 > abline(m5) > grid() > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/6765b1225745711.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(m$residuals,main='Residual Histogram',xlab='Residuals') > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/7mdvd1225745711.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/freestat/rcomp/tmp/8mqeu1225745711.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > acf(m$residuals,main='Residual Autocorrelation Function') > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/957cx1225745711.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > qqnorm(x) > qqline(x) > grid() > dev.off() null device 1 > > #Note: the /var/www/html/freestat/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/freestat/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Simple Linear Regression',5,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'Statistics',1,TRUE) > a<-table.element(a,'Estimate',1,TRUE) > a<-table.element(a,'S.D.',1,TRUE) > a<-table.element(a,'T-STAT (H0: coeff=0)',1,TRUE) > a<-table.element(a,'P-value (two-sided)',1,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'constant term',header=TRUE) > a<-table.element(a,m$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/freestat/rcomp/tmp/10y29b1225745711.tab") > > system("convert tmp/1e2n71225745711.ps tmp/1e2n71225745711.png") > system("convert tmp/2cpv61225745711.ps tmp/2cpv61225745711.png") > system("convert tmp/3csks1225745711.ps tmp/3csks1225745711.png") > system("convert tmp/4vw501225745711.ps tmp/4vw501225745711.png") > system("convert tmp/5lgpp1225745711.ps tmp/5lgpp1225745711.png") > system("convert tmp/6765b1225745711.ps tmp/6765b1225745711.png") > system("convert tmp/7mdvd1225745711.ps tmp/7mdvd1225745711.png") > system("convert tmp/8mqeu1225745711.ps tmp/8mqeu1225745711.png") > system("convert tmp/957cx1225745711.ps tmp/957cx1225745711.png") > > > proc.time() user system elapsed 3.037 2.073 3.637