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(-1,0,1,2,2,2,4.5,-1,0,0,1,1,1,2,2,3.5,-3,-2,-1,-1,-1,0,0,0,1,1,1,1,-3,-2,-1,-1,0,-3,-2) > x <- c(4,4,4,4,4,4,4,5,5,5,5,5,5,5,5,5,6,6,6,6,6,6,6,6,6,6,6,6,7,7,7,7,7,8,8) > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: Write here your technical program description (don't use hard returns!) > par1 <- as.numeric(par1) > library(lattice) > z <- as.data.frame(cbind(x,y)) > m <- lm(y~x) > summary(m) Call: lm(formula = y ~ x) Residuals: Min 1Q Median 3Q Max -2.7683 -0.7177 0.2654 0.8161 2.7654 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 5.904 1.142 5.168 1.12e-05 *** x -1.034 0.200 -5.170 1.12e-05 *** --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 1.332 on 33 degrees of freedom Multiple R-squared: 0.4475, Adjusted R-squared: 0.4307 F-statistic: 26.72 on 1 and 33 DF, p-value: 1.119e-05 > postscript(file="/var/www/html/rcomp/tmp/1um4s1272538218.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(z,main='Scatterplot, lowess, and regression line') > lines(lowess(z),col='red') > abline(m) > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2ndmv1272538218.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > m2 <- lm(m$fitted.values ~ x) > summary(m2) Call: lm(formula = m$fitted.values ~ x) Residuals: Min 1Q Median 3Q Max -1.743e-15 -9.053e-17 1.038e-16 1.938e-16 4.158e-16 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 5.903e+00 3.998e-16 1.477e+16 <2e-16 *** x -1.034e+00 6.999e-17 -1.477e+16 <2e-16 *** --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 4.663e-16 on 33 degrees of freedom Multiple R-squared: 1, Adjusted R-squared: 1 F-statistic: 2.182e+32 on 1 and 33 DF, p-value: < 2.2e-16 > z2 <- as.data.frame(cbind(x,m$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/3ndmv1272538218.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 -2.7683 -0.7177 0.2654 0.8161 2.7654 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 1.047e-15 1.142e+00 9.16e-16 1 x -1.333e-16 2.000e-01 -6.67e-16 1 Residual standard error: 1.332 on 33 degrees of freedom Multiple R-squared: 3.155e-32, Adjusted R-squared: -0.0303 F-statistic: 1.041e-30 on 1 and 33 DF, p-value: 1 > z3 <- as.data.frame(cbind(x,m$residuals)) > names(z3) <- list('x','Residuals') > plot(z3,main='Scatterplot, lowess, and regression line') > lines(lowess(z3),col='red') > abline(m3) > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/4gmly1272538218.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > m4 <- lm(m$fitted.values ~ m$residuals) > summary(m4) Call: lm(formula = m$fitted.values ~ m$residuals) Residuals: Min 1Q Median 3Q Max -2.4811 -0.4135 -0.4135 0.6203 1.6541 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 1.143e-01 2.027e-01 0.564 0.577 m$residuals 2.031e-16 1.567e-01 1.30e-15 1.000 Residual standard error: 1.199 on 33 degrees of freedom Multiple R-squared: 1.716e-31, Adjusted R-squared: -0.0303 F-statistic: 5.664e-30 on 1 and 33 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/5rv2i1272538218.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > myr <- as.ts(m$residuals) > z5 <- as.data.frame(cbind(lag(myr,1),myr)) > names(z5) <- list('Lagged Residuals','Residuals') > plot(z5,main='Lag plot') > m5 <- lm(z5) > summary(m5) Call: lm(formula = z5) Residuals: Min 1Q Median 3Q Max -3.3629 -0.5989 0.1396 0.7917 2.5995 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 0.08368 0.21037 0.398 0.693 Residuals 0.20918 0.16043 1.304 0.202 Residual standard error: 1.227 on 32 degrees of freedom (2 observations deleted due to missingness) Multiple R-squared: 0.05045, Adjusted R-squared: 0.02077 F-statistic: 1.7 on 1 and 32 DF, p-value: 0.2016 > abline(m5) > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/61nj31272538218.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(m$residuals,main='Residual Histogram',xlab='Residuals') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/71nj31272538218.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/8uej61272538218.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > acf(m$residuals,main='Residual Autocorrelation Function') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/9uej61272538218.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > qqnorm(x) > qqline(x) > grid() > dev.off() null device 1 > > #Note: the /var/www/html/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Simple Linear Regression',5,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'Statistics',1,TRUE) > a<-table.element(a,'Estimate',1,TRUE) > a<-table.element(a,'S.D.',1,TRUE) > a<-table.element(a,'T-STAT (H0: coeff=0)',1,TRUE) > a<-table.element(a,'P-value (two-sided)',1,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'constant term',header=TRUE) > a<-table.element(a,m$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/10qogf1272538218.tab") > > try(system("convert tmp/1um4s1272538218.ps tmp/1um4s1272538218.png",intern=TRUE)) character(0) > try(system("convert tmp/2ndmv1272538218.ps tmp/2ndmv1272538218.png",intern=TRUE)) character(0) > try(system("convert tmp/3ndmv1272538218.ps tmp/3ndmv1272538218.png",intern=TRUE)) character(0) > try(system("convert tmp/4gmly1272538218.ps tmp/4gmly1272538218.png",intern=TRUE)) character(0) > try(system("convert tmp/5rv2i1272538218.ps tmp/5rv2i1272538218.png",intern=TRUE)) character(0) > try(system("convert tmp/61nj31272538218.ps tmp/61nj31272538218.png",intern=TRUE)) character(0) > try(system("convert tmp/71nj31272538218.ps tmp/71nj31272538218.png",intern=TRUE)) character(0) > try(system("convert tmp/8uej61272538218.ps tmp/8uej61272538218.png",intern=TRUE)) character(0) > try(system("convert tmp/9uej61272538218.ps tmp/9uej61272538218.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.759 1.306 2.306