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(39.6,36.1,34.4,33.4,34.8,33.7,36.3) > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: Write here your technical program description (don't use hard returns!) > par1 <- as.numeric(par1) > library(lattice) > z <- as.data.frame(cbind(x,y)) > m <- lm(y~x) > summary(m) Call: lm(formula = y ~ x) Residuals: 1 2 3 4 5 6 7 4.1301 0.5769 -1.0888 -2.0675 -0.6439 -1.7711 0.8644 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 35.498293 1.246596 28.48 1e-06 *** x -0.005914 0.194199 -0.03 0.977 --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 2.33 on 5 degrees of freedom Multiple R-squared: 0.0001854, Adjusted R-squared: -0.1998 F-statistic: 0.0009273 on 1 and 5 DF, p-value: 0.9769 > postscript(file="/var/www/html/rcomp/tmp/12l821225746189.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(z,main='Scatterplot, lowess, and regression line') > lines(lowess(z),col='red') > abline(m) > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2npcr1225746189.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > m2 <- lm(m$fitted.values ~ x) > summary(m2) Call: lm(formula = m$fitted.values ~ x) Residuals: 1 2 3 4 5 6 7 2.412e-14 -4.031e-15 -3.238e-15 -4.208e-15 -2.927e-15 -4.049e-15 -5.670e-15 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 3.550e+01 6.254e-15 5.676e+15 <2e-16 *** x -5.914e-03 9.743e-16 -6.069e+12 <2e-16 *** --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 1.169e-14 on 5 degrees of freedom Multiple R-squared: 1, Adjusted R-squared: 1 F-statistic: 3.684e+25 on 1 and 5 DF, p-value: < 2.2e-16 > z2 <- as.data.frame(cbind(x,m$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/3n8kf1225746189.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 4.1301 0.5769 -1.0888 -2.0675 -0.6439 -1.7711 0.8644 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) -2.937e-16 1.247e+00 -2.36e-16 1 x -9.253e-18 1.942e-01 -4.76e-17 1 Residual standard error: 2.33 on 5 degrees of freedom Multiple R-squared: 7.134e-33, Adjusted R-squared: -0.2 F-statistic: 3.567e-32 on 1 and 5 DF, p-value: 1 > z3 <- as.data.frame(cbind(x,m$residuals)) > names(z3) <- list('x','Residuals') > plot(z3,main='Scatterplot, lowess, and regression line') > lines(lowess(z3),col='red') > abline(m3) > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/4ujjq1225746189.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > m4 <- lm(m$fitted.values ~ m$residuals) > summary(m4) Call: lm(formula = m$fitted.values ~ m$residuals) Residuals: 1 2 3 4 5 6 7 -0.0015206 0.0517021 0.0174030 -0.0038861 -0.0275407 -0.0003379 -0.0358197 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 3.547e+01 1.199e-02 2957 <2e-16 *** m$residuals 4.187e-15 6.090e-03 6.87e-13 1 --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 0.03173 on 5 degrees of freedom Multiple R-squared: 1.304e-25, Adjusted R-squared: -0.2 F-statistic: 6.518e-25 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/5b86t1225746189.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > myr <- as.ts(m$residuals) > z5 <- as.data.frame(cbind(lag(myr,1),myr)) > names(z5) <- list('Lagged Residuals','Residuals') > plot(z5,main='Lag plot') > m5 <- lm(z5) > summary(m5) Call: lm(formula = z5) Residuals: 2 3 4 5 6 7 0.5575 -0.5199 -1.2227 0.3630 -1.0000 1.8222 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) -0.6645 0.5228 -1.271 0.273 Residuals 0.1656 0.2492 0.664 0.543 Residual standard error: 1.278 on 4 degrees of freedom (2 observations deleted due to missingness) Multiple R-squared: 0.0994, Adjusted R-squared: -0.1257 F-statistic: 0.4415 on 1 and 4 DF, p-value: 0.5427 > abline(m5) > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/69lox1225746189.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(m$residuals,main='Residual Histogram',xlab='Residuals') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/7zuht1225746189.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/8p3ji1225746189.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > acf(m$residuals,main='Residual Autocorrelation Function') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/9llmm1225746189.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > qqnorm(x) > qqline(x) > grid() > dev.off() null device 1 > > #Note: the /var/www/html/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Simple Linear Regression',5,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'Statistics',1,TRUE) > a<-table.element(a,'Estimate',1,TRUE) > a<-table.element(a,'S.D.',1,TRUE) > a<-table.element(a,'T-STAT (H0: coeff=0)',1,TRUE) > a<-table.element(a,'P-value (two-sided)',1,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'constant term',header=TRUE) > a<-table.element(a,m$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/10917h1225746189.tab") > > system("convert tmp/12l821225746189.ps tmp/12l821225746189.png") > system("convert tmp/2npcr1225746189.ps tmp/2npcr1225746189.png") > system("convert tmp/3n8kf1225746189.ps tmp/3n8kf1225746189.png") > system("convert tmp/4ujjq1225746189.ps tmp/4ujjq1225746189.png") > system("convert tmp/5b86t1225746189.ps tmp/5b86t1225746189.png") > system("convert tmp/69lox1225746189.ps tmp/69lox1225746189.png") > system("convert tmp/7zuht1225746189.ps tmp/7zuht1225746189.png") > system("convert tmp/8p3ji1225746189.ps tmp/8p3ji1225746189.png") > system("convert tmp/9llmm1225746189.ps tmp/9llmm1225746189.png") > > > proc.time() user system elapsed 1.964 1.305 2.319