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(3,4,4,2,5,5,5,2,4,3,4,4,3,5,2,2,3,2,2,4,2,5,5,2,5,5,4,4,4,3,4,2,4,3,2,2,1,2,4,2,4,2,3,4,4,4,2,3,3,3,3,2,3,4,5,5) > x <- c(5,4,3,4,4,3,4,4,4,4,4,5,4,4,4,4,4,5,5,3,4,4,4,5,5,2,4,4,2,4,5,3,4,4,4,4,3,5,4,4,5,4,5,4,2,5,4,4,4,4,4,4,4,4,2,4) > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: Write here your technical program description (don't use hard returns!) > par1 <- as.numeric(par1) > library(lattice) > z <- as.data.frame(cbind(x,y)) > m <- lm(y~x) > summary(m) Call: lm(formula = y ~ x) Residuals: Min 1Q Median 3Q Max -2.651007 -1.004474 -0.004474 0.753076 1.995526 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 4.6208 0.7968 5.799 3.57e-07 *** x -0.3233 0.1974 -1.637 0.107 --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 1.116 on 54 degrees of freedom Multiple R-squared: 0.04729, Adjusted R-squared: 0.02965 F-statistic: 2.68 on 1 and 54 DF, p-value: 0.1074 > postscript(file="/var/www/html/rcomp/tmp/11zjs1289827814.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(z,main='Scatterplot, lowess, and regression line') > lines(lowess(z),col='red') > abline(m) > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/21zjs1289827814.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > m2 <- lm(m$fitted.values ~ x) > summary(m2) Call: lm(formula = m$fitted.values ~ x) Residuals: Min 1Q Median 3Q Max -1.078e-15 -4.004e-16 -4.004e-16 -4.004e-16 1.830e-14 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 4.621e+00 1.840e-15 2.511e+15 <2e-16 *** x -3.233e-01 4.560e-16 -7.089e+14 <2e-16 *** --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 2.577e-15 on 54 degrees of freedom Multiple R-squared: 1, Adjusted R-squared: 1 F-statistic: 5.025e+29 on 1 and 54 DF, p-value: < 2.2e-16 > z2 <- as.data.frame(cbind(x,m$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/3b80c1289827814.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 -2.651007 -1.004474 -0.004474 0.753076 1.995526 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) -2.077e-16 7.968e-01 -2.61e-16 1 x 5.894e-17 1.974e-01 2.99e-16 1 Residual standard error: 1.116 on 54 degrees of freedom Multiple R-squared: 2.678e-33, Adjusted R-squared: -0.01852 F-statistic: 1.446e-31 on 1 and 54 DF, p-value: 1 > z3 <- as.data.frame(cbind(x,m$residuals)) > names(z3) <- list('x','Residuals') > plot(z3,main='Scatterplot, lowess, and regression line') > lines(lowess(z3),col='red') > abline(m3) > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/44i0y1289827814.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > m4 <- lm(m$fitted.values ~ m$residuals) > summary(m4) Call: lm(formula = m$fitted.values ~ m$residuals) Residuals: Min 1Q Median 3Q Max -0.33481 -0.01155 -0.01155 -0.01155 0.63499 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 3.339e+00 3.322e-02 100.5 <2e-16 *** m$residuals -1.100e-17 3.032e-02 -3.63e-16 1 --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 0.2486 on 54 degrees of freedom Multiple R-squared: 1.179e-28, Adjusted R-squared: -0.01852 F-statistic: 6.364e-27 on 1 and 54 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/5f9h01289827814.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > myr <- as.ts(m$residuals) > z5 <- as.data.frame(cbind(lag(myr,1),myr)) > names(z5) <- list('Lagged Residuals','Residuals') > plot(z5,main='Lag plot') > m5 <- lm(z5) > summary(m5) Call: lm(formula = z5) Residuals: Min 1Q Median 3Q Max -2.6047796 -1.0296372 0.0005641 0.8416778 2.0302138 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 0.001167 0.151819 0.008 0.994 Residuals 0.035695 0.140280 0.254 0.800 Residual standard error: 1.125 on 53 degrees of freedom (2 observations deleted due to missingness) Multiple R-squared: 0.00122, Adjusted R-squared: -0.01762 F-statistic: 0.06475 on 1 and 53 DF, p-value: 0.8001 > abline(m5) > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/6f9h01289827814.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(m$residuals,main='Residual Histogram',xlab='Residuals') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/77iy31289827814.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/87iy31289827814.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > acf(m$residuals,main='Residual Autocorrelation Function') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/97iy31289827814.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > qqnorm(x) > qqline(x) > grid() > dev.off() null device 1 > > #Note: the /var/www/html/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Simple Linear Regression',5,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'Statistics',1,TRUE) > a<-table.element(a,'Estimate',1,TRUE) > a<-table.element(a,'S.D.',1,TRUE) > a<-table.element(a,'T-STAT (H0: coeff=0)',1,TRUE) > a<-table.element(a,'P-value (two-sided)',1,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'constant term',header=TRUE) > a<-table.element(a,m$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/100ku31289827814.tab") > > try(system("convert tmp/11zjs1289827814.ps tmp/11zjs1289827814.png",intern=TRUE)) character(0) > try(system("convert tmp/21zjs1289827814.ps tmp/21zjs1289827814.png",intern=TRUE)) character(0) > try(system("convert tmp/3b80c1289827814.ps tmp/3b80c1289827814.png",intern=TRUE)) character(0) > try(system("convert tmp/44i0y1289827814.ps tmp/44i0y1289827814.png",intern=TRUE)) character(0) > try(system("convert tmp/5f9h01289827814.ps tmp/5f9h01289827814.png",intern=TRUE)) character(0) > try(system("convert tmp/6f9h01289827814.ps tmp/6f9h01289827814.png",intern=TRUE)) character(0) > try(system("convert tmp/77iy31289827814.ps tmp/77iy31289827814.png",intern=TRUE)) character(0) > try(system("convert tmp/87iy31289827814.ps tmp/87iy31289827814.png",intern=TRUE)) character(0) > try(system("convert tmp/97iy31289827814.ps tmp/97iy31289827814.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.800 1.362 2.479