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Type 'q()' to quit R. > y <- c(100.44,100.88,101.42,99.97,100.56,99.51,98.96,100.85,100.66,100.22,100.30,100.73,101.46,101.35,101.14,101.68,101.47,100.59,101.18,100.87,99.79,100.74,99.34,100.07,103.68,103.52,104.68,103.75,103.70,102.98,106.30,107.21,106.83,105.60,104.30,104.43,104.36,106.21,107.34,106.92,104.80,103.85,103.39,103.38,103.93,104.41,104.47,103.84,103.65,103.17,103.40,112.72,114.77,116.18,116.93,115.19,114.55) > x <- c(1576.23,1546.37,1545.05,1552.34,1594.3,1605.78,1673.21,1612.94,1566.34,1530.17,1582.54,1702.16,1701.93,1811.15,1924.2,2034.25,2011.13,2013.04,2151.67,1902.09,1944.01,1916.67,1967.31,2119.88,2216.38,2522.83,2647.64,2631.23,2693.41,3021.76,2953.67,2796.8,2672.05,2251.23,2046.08,2420.04,2608.89,2660.47,2493.98,2541.7,2554.6,2699.61,2805.48,2956.66,3149.51,3372.5,3379.33,3517.54,3527.34,3281.06,3089.65,3222.76,3165.76,3232.43,3229.54,3071.74,2850.17) > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: Write here your technical program description (don't use hard returns!) > par1 <- as.numeric(par1) > library(lattice) > z <- as.data.frame(cbind(x,y)) > m <- lm(y~x) > summary(m) Call: lm(formula = y ~ x) Residuals: Min 1Q Median 3Q Max -5.6187 -1.6658 -0.2903 0.8602 9.0517 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 9.280e+01 1.764e+00 52.614 < 2e-16 *** x 4.669e-03 7.111e-04 6.565 1.94e-08 *** --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 3.335 on 55 degrees of freedom Multiple R-squared: 0.4394, Adjusted R-squared: 0.4292 F-statistic: 43.1 on 1 and 55 DF, p-value: 1.940e-08 > postscript(file="/var/www/html/rcomp/tmp/1t12b1289599372.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(z,main='Scatterplot, lowess, and regression line') > lines(lowess(z),col='red') > abline(m) > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2ms2e1289599372.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > m2 <- lm(m$fitted.values ~ x) > summary(m2) Call: lm(formula = m$fitted.values ~ x) Residuals: Min 1Q Median 3Q Max -2.488e-14 -1.465e-14 -7.378e-15 -2.067e-16 4.064e-13 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 9.280e+01 2.979e-14 3.115e+15 <2e-16 *** x 4.669e-03 1.201e-17 3.887e+14 <2e-16 *** --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 5.632e-14 on 55 degrees of freedom Multiple R-squared: 1, Adjusted R-squared: 1 F-statistic: 1.511e+29 on 1 and 55 DF, p-value: < 2.2e-16 > z2 <- as.data.frame(cbind(x,m$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/3fjjh1289599372.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 -5.6187 -1.6658 -0.2903 0.8602 9.0517 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) -4.568e-16 1.764e+00 -2.59e-16 1 x 1.657e-19 7.111e-04 2.33e-16 1 Residual standard error: 3.335 on 55 degrees of freedom Multiple R-squared: 2.513e-33, Adjusted R-squared: -0.01818 F-statistic: 1.382e-31 on 1 and 55 DF, p-value: 1 > z3 <- as.data.frame(cbind(x,m$residuals)) > names(z3) <- list('x','Residuals') > plot(z3,main='Scatterplot, lowess, and regression line') > lines(lowess(z3),col='red') > abline(m3) > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/4fjjh1289599372.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > m4 <- lm(m$fitted.values ~ m$residuals) > summary(m4) Call: lm(formula = m$fitted.values ~ m$residuals) Residuals: Min 1Q Median 3Q Max -4.0667 -2.3303 0.4332 2.5794 5.2578 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 1.040e+02 3.910e-01 266 <2e-16 *** m$residuals 1.437e-16 1.194e-01 1.20e-15 1 --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 2.952 on 55 degrees of freedom Multiple R-squared: 3.413e-29, Adjusted R-squared: -0.01818 F-statistic: 1.877e-27 on 1 and 55 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/5uw7r1289599372.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > myr <- as.ts(m$residuals) > z5 <- as.data.frame(cbind(lag(myr,1),myr)) > names(z5) <- list('Lagged Residuals','Residuals') > plot(z5,main='Lag plot') > m5 <- lm(z5) > summary(m5) Call: lm(formula = z5) Residuals: Min 1Q Median 3Q Max -2.5215 -1.0532 -0.3059 0.5928 8.2570 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 0.13362 0.22722 0.588 0.559 Residuals 0.91951 0.07315 12.570 <2e-16 *** --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 1.698 on 54 degrees of freedom (2 observations deleted due to missingness) Multiple R-squared: 0.7453, Adjusted R-squared: 0.7406 F-statistic: 158 on 1 and 54 DF, p-value: < 2.2e-16 > abline(m5) > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/60kh51289599372.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(m$residuals,main='Residual Histogram',xlab='Residuals') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/70kh51289599372.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/8tth81289599372.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > acf(m$residuals,main='Residual Autocorrelation Function') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/9tth81289599372.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > qqnorm(x) > qqline(x) > grid() > dev.off() null device 1 > > #Note: the /var/www/html/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Simple Linear Regression',5,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'Statistics',1,TRUE) > a<-table.element(a,'Estimate',1,TRUE) > a<-table.element(a,'S.D.',1,TRUE) > a<-table.element(a,'T-STAT (H0: coeff=0)',1,TRUE) > a<-table.element(a,'P-value (two-sided)',1,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'constant term',header=TRUE) > a<-table.element(a,m$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/1073wh1289599372.tab") > > try(system("convert tmp/1t12b1289599372.ps tmp/1t12b1289599372.png",intern=TRUE)) character(0) > try(system("convert tmp/2ms2e1289599372.ps tmp/2ms2e1289599372.png",intern=TRUE)) character(0) > try(system("convert tmp/3fjjh1289599372.ps tmp/3fjjh1289599372.png",intern=TRUE)) character(0) > try(system("convert tmp/4fjjh1289599372.ps tmp/4fjjh1289599372.png",intern=TRUE)) character(0) > try(system("convert tmp/5uw7r1289599372.ps tmp/5uw7r1289599372.png",intern=TRUE)) character(0) > try(system("convert tmp/60kh51289599372.ps tmp/60kh51289599372.png",intern=TRUE)) character(0) > try(system("convert tmp/70kh51289599372.ps tmp/70kh51289599372.png",intern=TRUE)) character(0) > try(system("convert tmp/8tth81289599372.ps tmp/8tth81289599372.png",intern=TRUE)) character(0) > try(system("convert tmp/9tth81289599372.ps tmp/9tth81289599372.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.808 1.370 10.261