R version 2.11.1 (2010-05-31) Copyright (C) 2010 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(5,2,3,5,3,5,3,3,6,6,6,5,4,3,5,3,2,5,1,2,4,7,6,5,1,3,5,5,6,5,4,3,5,3,5,1,2,6,1,5,6,5,4,5,6,2,6,2,4,6,6,3,5,2,7,2,6,5,4,1,5,4,4,2,3,2,3,5,2,7,1,2,2,6,5,1,4,4,3,4,3,3,2,3,3,3,2,5,2,2,5,1,2,5,2,6,2,6,3,2,2,2,5,3,1,3,6,6,3,2,5,3,3,4,5,5,5,4,6,1,5,5,3,1,5,2,4,5,4,2,5,4,3,3,5,2,5,4,4,1,7,4,2,5,3,6,2,1,3,3,5,3,2,2,2,3,2,1,6,6,6,2,2,7) > x <- c(1,6,6,5,6,6,7,4,7,1,4,3,3,3,7,4,7,5,7,3,5,6,7,4,5,6,7,6,1,5,7,5,6,4,7,5,6,6,6,6,7,5,5,6,3,6,2,5,3,6,3,6,6,6,2,6,3,7,6,5,2,3,6,6,6,3,6,5,7,7,6,7,2,7,5,6,5,5,7,6,6,7,6,4,3,6,7,5,6,6,6,7,6,4,7,6,6,6,4,6,6,2,3,1,5,2,6,4,6,4,7,1,3,6,6,5,5,6,5,5,1,5,6,6,4,6,4,6,6,5,6,5,5,6,6,5,4,5,4,6,2,7,5,5,6,3,7,2,4,7,6,6,6,2,4,5,6,3,7,5,4,5,5,7) > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: Write here your technical program description (don't use hard returns!) > par1 <- as.numeric(par1) > library(lattice) > z <- as.data.frame(cbind(x,y)) > m <- lm(y~x) > summary(m) Call: lm(formula = y ~ x) Residuals: Min 1Q Median 3Q Max -3.05147 -1.60353 0.06052 1.39647 3.50846 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 4.27544 0.43431 9.844 <2e-16 *** x -0.11199 0.08169 -1.371 0.172 --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 1.664 on 162 degrees of freedom Multiple R-squared: 0.01147, Adjusted R-squared: 0.005366 F-statistic: 1.879 on 1 and 162 DF, p-value: 0.1723 > postscript(file="/var/www/rcomp/tmp/18iic1289813163.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(z,main='Scatterplot, lowess, and regression line') > lines(lowess(z),col='red') > abline(m) > grid() > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/28iic1289813163.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > m2 <- lm(m$fitted.values ~ x) > summary(m2) Call: lm(formula = m$fitted.values ~ x) Residuals: Min 1Q Median 3Q Max -6.955e-16 -1.854e-16 -1.729e-16 2.466e-16 6.911e-16 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 4.275e+00 6.855e-17 6.237e+16 <2e-16 *** x -1.120e-01 1.289e-17 -8.685e+15 <2e-16 *** --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 2.627e-16 on 162 degrees of freedom Multiple R-squared: 1, Adjusted R-squared: 1 F-statistic: 7.543e+31 on 1 and 162 DF, p-value: < 2.2e-16 > z2 <- as.data.frame(cbind(x,m$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/rcomp/tmp/31aix1289813163.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 -3.05147 -1.60353 0.06052 1.39647 3.50846 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 7.479e-17 4.343e-01 1.72e-16 1 x -7.806e-18 8.169e-02 -9.56e-17 1 Residual standard error: 1.664 on 162 degrees of freedom Multiple R-squared: 4.386e-34, Adjusted R-squared: -0.006173 F-statistic: 7.105e-32 on 1 and 162 DF, p-value: 1 > z3 <- as.data.frame(cbind(x,m$residuals)) > names(z3) <- list('x','Residuals') > plot(z3,main='Scatterplot, lowess, and regression line') > lines(lowess(z3),col='red') > abline(m3) > grid() > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/4b1h01289813163.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > m4 <- lm(m$fitted.values ~ m$residuals) > summary(m4) Call: lm(formula = m$fitted.values ~ m$residuals) Residuals: Min 1Q Median 3Q Max -0.2158 -0.1038 -0.1038 0.1202 0.4561 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 3.707e+00 1.400e-02 264.8 <2e-16 *** m$residuals -1.401e-19 8.462e-03 -1.66e-17 1 --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 0.1793 on 162 degrees of freedom Multiple R-squared: 1.834e-29, Adjusted R-squared: -0.006173 F-statistic: 2.97e-27 on 1 and 162 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/rcomp/tmp/54syl1289813163.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > myr <- as.ts(m$residuals) > z5 <- as.data.frame(cbind(lag(myr,1),myr)) > names(z5) <- list('Lagged Residuals','Residuals') > plot(z5,main='Lag plot') > m5 <- lm(z5) > summary(m5) Call: lm(formula = z5) Residuals: Min 1Q Median 3Q Max -3.17546 -1.48860 -0.08314 1.38243 3.42849 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) -0.007023 0.130182 -0.054 0.957 Residuals -0.087836 0.079558 -1.104 0.271 Residual standard error: 1.662 on 161 degrees of freedom (2 observations deleted due to missingness) Multiple R-squared: 0.007514, Adjusted R-squared: 0.00135 F-statistic: 1.219 on 1 and 161 DF, p-value: 0.2712 > abline(m5) > grid() > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/64syl1289813163.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(m$residuals,main='Residual Histogram',xlab='Residuals') > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/7xjx61289813163.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/rcomp/tmp/8xjx61289813163.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > acf(m$residuals,main='Residual Autocorrelation Function') > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/97be91289813163.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > qqnorm(x) > qqline(x) > grid() > dev.off() null device 1 > > #Note: the /var/www/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Simple Linear Regression',5,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'Statistics',1,TRUE) > a<-table.element(a,'Estimate',1,TRUE) > a<-table.element(a,'S.D.',1,TRUE) > a<-table.element(a,'T-STAT (H0: coeff=0)',1,TRUE) > a<-table.element(a,'P-value (two-sided)',1,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'constant term',header=TRUE) > a<-table.element(a,m$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/rcomp/tmp/103kci1289813163.tab") > > try(system("convert tmp/18iic1289813163.ps tmp/18iic1289813163.png",intern=TRUE)) character(0) > try(system("convert tmp/28iic1289813163.ps tmp/28iic1289813163.png",intern=TRUE)) character(0) > try(system("convert tmp/31aix1289813163.ps tmp/31aix1289813163.png",intern=TRUE)) character(0) > try(system("convert tmp/4b1h01289813163.ps tmp/4b1h01289813163.png",intern=TRUE)) character(0) > try(system("convert tmp/54syl1289813163.ps tmp/54syl1289813163.png",intern=TRUE)) character(0) > try(system("convert tmp/64syl1289813163.ps tmp/64syl1289813163.png",intern=TRUE)) character(0) > try(system("convert tmp/7xjx61289813163.ps tmp/7xjx61289813163.png",intern=TRUE)) character(0) > try(system("convert tmp/8xjx61289813163.ps tmp/8xjx61289813163.png",intern=TRUE)) character(0) > try(system("convert tmp/97be91289813163.ps tmp/97be91289813163.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 2.780 1.650 4.398