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(25,23,17,19,29,23,23,21,26,24,25,26,23,29,24,20,23,29,24,22,22,22,17,24,21,24,23,21,24,24,19,26,24,28,22,23,24,23,23,30,20,23,21,27,12,15,22,27,21,21,21,21,18,24,24,28,25,14,30,19,29,25,25,25,16,25,28,24,24,22,20,27,21,26,26,25,13,22,23,25,15,25,21,23,25,24) > x <- c(4,8,8,4,4,8,5,4,4,4,4,4,8,4,4,4,8,4,3,4,4,4,4,4,4,4,4,15,10,4,8,4,4,4,4,7,4,6,5,4,16,5,12,6,9,9,4,5,4,4,5,4,4,4,5,4,6,4,4,18,4,6,4,4,5,4,4,5,5,5,4,4,5,4,4,8,4,14,8,8,4,4,6,4,7,3) > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: Write here your technical program description (don't use hard returns!) > par1 <- as.numeric(par1) > library(lattice) > z <- as.data.frame(cbind(x,y)) > m <- lm(y~x) > summary(m) Call: lm(formula = y ~ x) Residuals: Min 1Q Median 3Q Max -10.4981 -1.4981 0.5019 2.1812 6.5019 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 24.8568 0.8442 29.445 <2e-16 *** x -0.3397 0.1355 -2.507 0.0141 * --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 3.594 on 84 degrees of freedom Multiple R-squared: 0.06961, Adjusted R-squared: 0.05853 F-statistic: 6.285 on 1 and 84 DF, p-value: 0.01411 > postscript(file="/var/www/html/rcomp/tmp/18iic1289814313.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(z,main='Scatterplot, lowess, and regression line') > lines(lowess(z),col='red') > abline(m) > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/21aix1289814313.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > m2 <- lm(m$fitted.values ~ x) > summary(m2) Call: lm(formula = m$fitted.values ~ x) Residuals: Min 1Q Median 3Q Max -5.840e-15 -5.183e-15 -2.313e-15 -1.631e-15 2.186e-13 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 2.486e+01 5.660e-15 4.391e+15 <2e-16 *** x -3.397e-01 9.085e-16 -3.739e+14 <2e-16 *** --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 2.41e-14 on 84 degrees of freedom Multiple R-squared: 1, Adjusted R-squared: 1 F-statistic: 1.398e+29 on 1 and 84 DF, p-value: < 2.2e-16 > z2 <- as.data.frame(cbind(x,m$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/3b1h01289814313.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 -10.4981 -1.4981 0.5019 2.1812 6.5019 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) -2.162e-17 8.442e-01 -2.56e-17 1 x 1.256e-17 1.355e-01 9.27e-17 1 Residual standard error: 3.594 on 84 degrees of freedom Multiple R-squared: 9.63e-34, Adjusted R-squared: -0.0119 F-statistic: 8.089e-32 on 1 and 84 DF, p-value: 1 > z3 <- as.data.frame(cbind(x,m$residuals)) > names(z3) <- list('x','Residuals') > plot(z3,main='Scatterplot, lowess, and regression line') > lines(lowess(z3),col='red') > abline(m3) > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/4b1h01289814313.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > m4 <- lm(m$fitted.values ~ m$residuals) > summary(m4) Call: lm(formula = m$fitted.values ~ m$residuals) Residuals: Min 1Q Median 3Q Max -4.2342 -0.1580 0.5214 0.5214 0.8611 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 2.298e+01 1.060e-01 216.8 <2e-16 *** m$residuals 1.989e-16 2.984e-02 6.66e-15 1 --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 0.983 on 84 degrees of freedom Multiple R-squared: 7.37e-28, Adjusted R-squared: -0.0119 F-statistic: 6.191e-26 on 1 and 84 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/54syl1289814313.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > myr <- as.ts(m$residuals) > z5 <- as.data.frame(cbind(lag(myr,1),myr)) > names(z5) <- list('Lagged Residuals','Residuals') > plot(z5,main='Lag plot') > m5 <- lm(z5) > summary(m5) Call: lm(formula = z5) Residuals: Min 1Q Median 3Q Max -10.2391 -1.6743 0.7307 2.3091 6.5064 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) -0.01783 0.39031 -0.046 0.964 Residuals -0.08432 0.10926 -0.772 0.442 Residual standard error: 3.599 on 83 degrees of freedom (2 observations deleted due to missingness) Multiple R-squared: 0.007125, Adjusted R-squared: -0.004837 F-statistic: 0.5956 on 1 and 83 DF, p-value: 0.4424 > abline(m5) > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/6xjx61289814313.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(m$residuals,main='Residual Histogram',xlab='Residuals') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/7xjx61289814313.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/87be91289814313.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > acf(m$residuals,main='Residual Autocorrelation Function') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/97be91289814313.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > qqnorm(x) > qqline(x) > grid() > dev.off() null device 1 > > #Note: the /var/www/html/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Simple Linear Regression',5,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'Statistics',1,TRUE) > a<-table.element(a,'Estimate',1,TRUE) > a<-table.element(a,'S.D.',1,TRUE) > a<-table.element(a,'T-STAT (H0: coeff=0)',1,TRUE) > a<-table.element(a,'P-value (two-sided)',1,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'constant term',header=TRUE) > a<-table.element(a,m$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/103kci1289814313.tab") > > try(system("convert tmp/18iic1289814313.ps tmp/18iic1289814313.png",intern=TRUE)) character(0) > try(system("convert tmp/21aix1289814313.ps tmp/21aix1289814313.png",intern=TRUE)) character(0) > try(system("convert tmp/3b1h01289814313.ps tmp/3b1h01289814313.png",intern=TRUE)) character(0) > try(system("convert tmp/4b1h01289814313.ps tmp/4b1h01289814313.png",intern=TRUE)) character(0) > try(system("convert tmp/54syl1289814313.ps tmp/54syl1289814313.png",intern=TRUE)) character(0) > try(system("convert tmp/6xjx61289814313.ps tmp/6xjx61289814313.png",intern=TRUE)) character(0) > try(system("convert tmp/7xjx61289814313.ps tmp/7xjx61289814313.png",intern=TRUE)) character(0) > try(system("convert tmp/87be91289814313.ps tmp/87be91289814313.png",intern=TRUE)) character(0) > try(system("convert tmp/97be91289814313.ps tmp/97be91289814313.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.804 1.345 3.603