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(14,8,12,7,10,7,16,11,14,6,16,11,16,12,7,13,11,15,7,9,7,14,15,7,15,17,15,14,14,8,8,14,14,8,11,16,10,8,14,16,13,5,8,10,8,13,15,6,12,16,5,15,12,8,13,14,12,16,10,15,8,16,19,14,6,13,15,7,13,4,14,13,11,14,12,15,14,13,8,6,7,13,13,11,5,12,8,11,14,9,10,13,16,16,11,8,4,7,14,11,17,15,17,5,4,10,11,15,10,9,12,15,7,13,12,14,14,8,15,12,12,16,9,15,15,6,14,15,10,6,14,12,8,11,13,9,15,13,15,14,16,14,14,10,10,4,8,15,16,12,12,15,9,12,14,11) > x <- c(13,12,15,12,10,12,15,9,12,11,11,11,15,7,11,11,10,14,10,6,11,15,11,12,14,15,9,13,13,16,13,12,14,11,9,16,12,10,13,16,14,15,5,8,11,16,17,9,9,13,10,6,12,8,14,12,11,16,8,15,7,16,14,16,9,14,11,13,15,5,15,13,11,11,12,12,12,12,14,6,7,14,14,10,13,12,9,12,16,10,14,10,16,15,12,10,8,8,11,13,16,16,14,11,4,14,9,14,8,8,11,12,11,14,15,16,16,11,14,14,12,14,8,13,16,12,16,12,11,4,16,15,10,13,15,12,14,7,19,12,12,13,15,8,12,10,8,10,15,16,13,16,9,14,14,12) > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: Write here your technical program description (don't use hard returns!) > par1 <- as.numeric(par1) > library(lattice) > z <- as.data.frame(cbind(x,y)) > m <- lm(y~x) > summary(m) Call: lm(formula = y ~ x) Residuals: Min 1Q Median 3Q Max -8.6360 -1.5717 0.1486 1.7402 7.5570 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 3.31441 0.95600 3.467 0.000682 *** x 0.68811 0.07713 8.922 1.27e-15 *** --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 2.82 on 154 degrees of freedom Multiple R-squared: 0.3408, Adjusted R-squared: 0.3365 F-statistic: 79.6 on 1 and 154 DF, p-value: 1.266e-15 > postscript(file="/var/www/html/rcomp/tmp/1sqtv1289492311.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(z,main='Scatterplot, lowess, and regression line') > lines(lowess(z),col='red') > abline(m) > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2sqtv1289492311.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > m2 <- lm(m$fitted.values ~ x) > summary(m2) Call: lm(formula = m$fitted.values ~ x) Residuals: Min 1Q Median 3Q Max -1.851e-15 -8.198e-16 -5.836e-16 -7.496e-17 4.594e-14 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 3.314e+00 1.531e-15 2.165e+15 <2e-16 *** x 6.881e-01 1.235e-16 5.571e+15 <2e-16 *** --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 4.515e-15 on 154 degrees of freedom Multiple R-squared: 1, Adjusted R-squared: 1 F-statistic: 3.104e+31 on 1 and 154 DF, p-value: < 2.2e-16 > z2 <- as.data.frame(cbind(x,m$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/32ztg1289492311.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 -8.6360 -1.5717 0.1486 1.7402 7.5570 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 1.006e-15 9.560e-01 1.05e-15 1 x -8.503e-17 7.713e-02 -1.10e-15 1 Residual standard error: 2.82 on 154 degrees of freedom Multiple R-squared: 1.921e-32, Adjusted R-squared: -0.006494 F-statistic: 2.959e-30 on 1 and 154 DF, p-value: 1 > z3 <- as.data.frame(cbind(x,m$residuals)) > names(z3) <- list('x','Residuals') > plot(z3,main='Scatterplot, lowess, and regression line') > lines(lowess(z3),col='red') > abline(m3) > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/4d8aj1289492311.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > m4 <- lm(m$fitted.values ~ m$residuals) > summary(m4) Call: lm(formula = m$fitted.values ~ m$residuals) Residuals: Min 1Q Median 3Q Max -5.53573 -1.40709 -0.03088 1.34534 4.78587 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 1.160e+01 1.623e-01 71.48 <2e-16 *** m$residuals -1.190e-17 5.793e-02 -2.05e-16 1 --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 2.027 on 154 degrees of freedom Multiple R-squared: 4.791e-30, Adjusted R-squared: -0.006494 F-statistic: 7.378e-28 on 1 and 154 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/5n0r41289492311.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > myr <- as.ts(m$residuals) > z5 <- as.data.frame(cbind(lag(myr,1),myr)) > names(z5) <- list('Lagged Residuals','Residuals') > plot(z5,main='Lag plot') > m5 <- lm(z5) > summary(m5) Call: lm(formula = z5) Residuals: Min 1Q Median 3Q Max -8.622 -1.556 0.162 1.873 7.261 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) -0.01101 0.22655 -0.049 0.961 Residuals -0.05900 0.08061 -0.732 0.465 Residual standard error: 2.82 on 153 degrees of freedom (2 observations deleted due to missingness) Multiple R-squared: 0.003489, Adjusted R-squared: -0.003024 F-statistic: 0.5357 on 1 and 153 DF, p-value: 0.4653 > abline(m5) > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/6gr8p1289492311.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(m$residuals,main='Residual Histogram',xlab='Residuals') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/7gr8p1289492311.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/89iqs1289492311.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > acf(m$residuals,main='Residual Autocorrelation Function') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/99iqs1289492311.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > qqnorm(x) > qqline(x) > grid() > dev.off() null device 1 > > #Note: the /var/www/html/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Simple Linear Regression',5,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'Statistics',1,TRUE) > a<-table.element(a,'Estimate',1,TRUE) > a<-table.element(a,'S.D.',1,TRUE) > a<-table.element(a,'T-STAT (H0: coeff=0)',1,TRUE) > a<-table.element(a,'P-value (two-sided)',1,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'constant term',header=TRUE) > a<-table.element(a,m$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/10ns5i1289492311.tab") > > try(system("convert tmp/1sqtv1289492311.ps tmp/1sqtv1289492311.png",intern=TRUE)) character(0) > try(system("convert tmp/2sqtv1289492311.ps tmp/2sqtv1289492311.png",intern=TRUE)) character(0) > try(system("convert tmp/32ztg1289492311.ps tmp/32ztg1289492311.png",intern=TRUE)) character(0) > try(system("convert tmp/4d8aj1289492311.ps tmp/4d8aj1289492311.png",intern=TRUE)) character(0) > try(system("convert tmp/5n0r41289492311.ps tmp/5n0r41289492311.png",intern=TRUE)) character(0) > try(system("convert tmp/6gr8p1289492311.ps tmp/6gr8p1289492311.png",intern=TRUE)) character(0) > try(system("convert tmp/7gr8p1289492311.ps tmp/7gr8p1289492311.png",intern=TRUE)) character(0) > try(system("convert tmp/89iqs1289492311.ps tmp/89iqs1289492311.png",intern=TRUE)) character(0) > try(system("convert tmp/99iqs1289492311.ps tmp/99iqs1289492311.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.855 1.399 3.680