R version 2.9.0 (2009-04-17) Copyright (C) 2009 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(0.86,0.88,0.88,0.88,0.87,0.88,0.87,0.85,0.84,0.83,0.86,0.87,0.85,0.89,0.98,1.01,1,1.01,1.05,1,0.99,1.02,1.11,1.15,1.18,1.2,1.22,1.2,1.23,1.23,1.21,1.25,1.2,1.2,1.21,1.25,1.23,1.2,1.18,1.16,1.12,1.11,1.1,1.08,1.01,1.01,0.99,1.07,1.13,1.09,0.95,0.79,0.73,0.7,0.65,0.61,0.53,0.51,0.41,0.42) > x <- c(2756.76,2849.27,2921.44,2981.85,3080.58,3106.22,3119.31,3061.26,3097.31,3161.69,3257.16,3277.01,3295.32,3363.99,3494.17,3667.03,3813.06,3917.96,3895.51,3801.06,3570.12,3701.61,3862.27,3970.1,4138.52,4199.75,4290.89,4443.91,4502.64,4356.98,4591.27,4696.96,4621.4,4562.84,4202.52,4296.49,4435.23,4105.18,4116.68,3844.49,3720.98,3674.4,3857.62,3801.06,3504.37,3032.6,3047.03,2962.34,2197.82,2014.45,1862.83,1905.41,1810.99,1670.07,1864.44,2052.02,2029.6,2070.83,2293.41,2443.27) > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: Write here your technical program description (don't use hard returns!) > par1 <- as.numeric(par1) > library(lattice) > z <- as.data.frame(cbind(x,y)) > m <- lm(y~x) > summary(m) Call: lm(formula = y ~ x) Residuals: Min 1Q Median 3Q Max -0.371444 -0.060817 0.001475 0.055245 0.388413 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 2.952e-01 6.746e-02 4.375 5.12e-05 *** x 2.031e-04 1.942e-05 10.461 5.68e-15 *** --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 0.1267 on 58 degrees of freedom Multiple R-squared: 0.6536, Adjusted R-squared: 0.6476 F-statistic: 109.4 on 1 and 58 DF, p-value: 5.68e-15 > postscript(file="/var/www/html/rcomp/tmp/12y7o1257799440.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(z,main='Scatterplot, lowess, and regression line') > lines(lowess(z),col='red') > abline(m) > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/28huy1257799440.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > m2 <- lm(m$fitted.values ~ x) > summary(m2) Call: lm(formula = m$fitted.values ~ x) Residuals: Min 1Q Median 3Q Max -8.861e-15 3.667e-17 1.597e-16 2.187e-16 3.895e-16 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 2.952e-01 6.285e-16 4.696e+14 <2e-16 *** x 2.031e-04 1.809e-19 1.123e+15 <2e-16 *** --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 1.18e-15 on 58 degrees of freedom Multiple R-squared: 1, Adjusted R-squared: 1 F-statistic: 1.261e+30 on 1 and 58 DF, p-value: < 2.2e-16 > z2 <- as.data.frame(cbind(x,m$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/3elpi1257799440.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 -0.371444 -0.060817 0.001475 0.055245 0.388413 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 1.983e-17 6.746e-02 2.94e-16 1 x -3.989e-21 1.942e-05 -2.05e-16 1 Residual standard error: 0.1267 on 58 degrees of freedom Multiple R-squared: 6.076e-33, Adjusted R-squared: -0.01724 F-statistic: 3.524e-31 on 1 and 58 DF, p-value: 1 > z3 <- as.data.frame(cbind(x,m$residuals)) > names(z3) <- list('x','Residuals') > plot(z3,main='Scatterplot, lowess, and regression line') > lines(lowess(z3),col='red') > abline(m3) > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/4ypcu1257799440.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > m4 <- lm(m$fitted.values ~ m$residuals) > summary(m4) Call: lm(formula = m$fitted.values ~ m$residuals) Residuals: Min 1Q Median 3Q Max -0.34545 -0.08503 0.02611 0.12861 0.26939 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 9.798e-01 2.246e-02 43.62 <2e-16 *** m$residuals 5.755e-17 1.804e-01 3.19e-16 1 --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 0.174 on 58 degrees of freedom Multiple R-squared: 4.212e-32, Adjusted R-squared: -0.01724 F-statistic: 2.443e-30 on 1 and 58 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/5p62v1257799440.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > myr <- as.ts(m$residuals) > z5 <- as.data.frame(cbind(lag(myr,1),myr)) > names(z5) <- list('Lagged Residuals','Residuals') > plot(z5,main='Lag plot') > m5 <- lm(z5) > summary(m5) Call: lm(formula = z5) Residuals: Min 1Q Median 3Q Max -0.153729 -0.025573 -0.001660 0.024234 0.226946 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) -0.006179 0.007517 -0.822 0.414 Residuals 0.968382 0.064857 14.931 <2e-16 *** --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 0.05765 on 57 degrees of freedom (2 observations deleted due to missingness) Multiple R-squared: 0.7964, Adjusted R-squared: 0.7928 F-statistic: 222.9 on 1 and 57 DF, p-value: < 2.2e-16 > abline(m5) > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/6p7qq1257799440.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(m$residuals,main='Residual Histogram',xlab='Residuals') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/7i3i11257799440.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/8ybj21257799440.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > acf(m$residuals,main='Residual Autocorrelation Function') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/941ta1257799440.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > qqnorm(x) > qqline(x) > grid() > dev.off() null device 1 > > #Note: the /var/www/html/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Simple Linear Regression',5,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'Statistics',1,TRUE) > a<-table.element(a,'Estimate',1,TRUE) > a<-table.element(a,'S.D.',1,TRUE) > a<-table.element(a,'T-STAT (H0: coeff=0)',1,TRUE) > a<-table.element(a,'P-value (two-sided)',1,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'constant term',header=TRUE) > a<-table.element(a,m$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/10ddue1257799440.tab") > > system("convert tmp/12y7o1257799440.ps tmp/12y7o1257799440.png") > system("convert tmp/28huy1257799440.ps tmp/28huy1257799440.png") > system("convert tmp/3elpi1257799440.ps tmp/3elpi1257799440.png") > system("convert tmp/4ypcu1257799440.ps tmp/4ypcu1257799440.png") > system("convert tmp/5p62v1257799440.ps tmp/5p62v1257799440.png") > system("convert tmp/6p7qq1257799440.ps tmp/6p7qq1257799440.png") > system("convert tmp/7i3i11257799440.ps tmp/7i3i11257799440.png") > system("convert tmp/8ybj21257799440.ps tmp/8ybj21257799440.png") > system("convert tmp/941ta1257799440.ps tmp/941ta1257799440.png") > > > proc.time() user system elapsed 1.879 1.377 4.333