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(24,25,30,19,22,22,25,23,17,21,19,19,15,16,23,27,22,14,22,23,23,21,19,18,20,23,25,19,24,22,25,26,29,32,25,29,28,17,28,29,26,25,14,25,26,20,18,32,25,25,23,21,20,15,30,24,26,24,22,14,24,24,24,24,19,31,22,27,19,25,20,21,27,23,25,20,21,22,23,25,25,17,19,25,19,20,26,23,27,17,17,19,17,22,21,32,21,21,18,18,23,19,20,21,20,17,18,19,22,15,14,18,24,35,29,21,25,20,22,13,26,17,25,20,19,21,22,24,21,26,24,16,23,18,16,26,19,21,21,22,23,29,21,21,23,27,25,21,10,20,26,24,29,19,24,19,24,22,17) > x <- c(12,8,8,8,9,7,4,11,7,7,12,10,10,8,8,4,9,8,7,11,9,11,13,8,8,9,6,9,9,6,6,16,5,7,9,6,6,5,12,7,10,9,8,5,8,8,10,6,8,7,4,8,8,4,20,8,8,6,4,8,9,6,7,9,5,5,8,8,6,8,7,7,9,11,6,8,6,9,8,6,10,8,8,10,5,7,5,8,14,7,8,6,5,6,10,12,9,12,7,8,10,6,10,10,10,5,7,10,11,6,7,12,11,11,11,5,8,6,9,4,4,7,11,6,7,8,4,8,9,8,11,8,5,4,8,10,6,9,9,13,9,10,20,5,11,6,9,7,9,10,9,8,7,6,13,6,8,10,16) > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: Write here your technical program description (don't use hard returns!) > par1 <- as.numeric(par1) > library(lattice) > z <- as.data.frame(cbind(x,y)) > m <- lm(y~x) > summary(m) Call: lm(formula = y ~ x) Residuals: Min 1Q Median 3Q Max -12.30286 -2.68933 -0.09835 2.69714 12.28812 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 20.4623 1.0670 19.177 <2e-16 *** x 0.2045 0.1232 1.659 0.099 . --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 4.194 on 157 degrees of freedom Multiple R-squared: 0.01724, Adjusted R-squared: 0.01098 F-statistic: 2.753 on 1 and 157 DF, p-value: 0.09904 > postscript(file="/var/www/html/rcomp/tmp/16qyk1289836319.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(z,main='Scatterplot, lowess, and regression line') > lines(lowess(z),col='red') > abline(m) > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/2gzxn1289836319.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > m2 <- lm(m$fitted.values ~ x) > summary(m2) Call: lm(formula = m$fitted.values ~ x) Residuals: Min 1Q Median 3Q Max -4.776e-15 -2.118e-15 1.763e-17 8.845e-16 9.689e-14 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 2.046e+01 2.011e-15 1.017e+16 <2e-16 *** x 2.045e-01 2.323e-16 8.804e+14 <2e-16 *** --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 7.905e-15 on 157 degrees of freedom Multiple R-squared: 1, Adjusted R-squared: 1 F-statistic: 7.75e+29 on 1 and 157 DF, p-value: < 2.2e-16 > z2 <- as.data.frame(cbind(x,m$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/3gzxn1289836319.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 -12.30286 -2.68933 -0.09835 2.69714 12.28812 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) -7.851e-16 1.067e+00 -7.36e-16 1 x 7.831e-17 1.232e-01 6.35e-16 1 Residual standard error: 4.194 on 157 degrees of freedom Multiple R-squared: 4.526e-33, Adjusted R-squared: -0.006369 F-statistic: 7.106e-31 on 1 and 157 DF, p-value: 1 > z3 <- as.data.frame(cbind(x,m$residuals)) > names(z3) <- list('x','Residuals') > plot(z3,main='Scatterplot, lowess, and regression line') > lines(lowess(z3),col='red') > abline(m3) > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/499fq1289836319.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > m4 <- lm(m$fitted.values ~ m$residuals) > summary(m4) Call: lm(formula = m$fitted.values ~ m$residuals) Residuals: Min 1Q Median 3Q Max -0.8643 -0.4553 -0.0463 0.3627 2.4078 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 2.214e+01 4.404e-02 502.8 <2e-16 *** m$residuals -1.109e-17 1.057e-02 -1.05e-15 1 --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 0.5554 on 157 degrees of freedom Multiple R-squared: 4.17e-28, Adjusted R-squared: -0.006369 F-statistic: 6.547e-26 on 1 and 157 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/5kiwb1289836319.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > myr <- as.ts(m$residuals) > z5 <- as.data.frame(cbind(lag(myr,1),myr)) > names(z5) <- list('Lagged Residuals','Residuals') > plot(z5,main='Lag plot') > m5 <- lm(z5) > summary(m5) Call: lm(formula = z5) Residuals: Min 1Q Median 3Q Max -12.15094 -2.79708 -0.07501 2.62093 12.10204 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) -0.01346 0.33068 -0.041 0.9676 Residuals 0.15490 0.07976 1.942 0.0539 . --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 4.156 on 156 degrees of freedom (2 observations deleted due to missingness) Multiple R-squared: 0.02361, Adjusted R-squared: 0.01735 F-statistic: 3.772 on 1 and 156 DF, p-value: 0.05392 > abline(m5) > grid() > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/6drvw1289836319.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(m$residuals,main='Residual Histogram',xlab='Residuals') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/7drvw1289836319.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/85jcz1289836319.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > acf(m$residuals,main='Residual Autocorrelation Function') > dev.off() null device 1 > postscript(file="/var/www/html/rcomp/tmp/95jcz1289836319.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > qqnorm(x) > qqline(x) > grid() > dev.off() null device 1 > > #Note: the /var/www/html/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Simple Linear Regression',5,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'Statistics',1,TRUE) > a<-table.element(a,'Estimate',1,TRUE) > a<-table.element(a,'S.D.',1,TRUE) > a<-table.element(a,'T-STAT (H0: coeff=0)',1,TRUE) > a<-table.element(a,'P-value (two-sided)',1,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'constant term',header=TRUE) > a<-table.element(a,m$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/101asq1289836319.tab") > > try(system("convert tmp/16qyk1289836319.ps tmp/16qyk1289836319.png",intern=TRUE)) character(0) > try(system("convert tmp/2gzxn1289836319.ps tmp/2gzxn1289836319.png",intern=TRUE)) character(0) > try(system("convert tmp/3gzxn1289836319.ps tmp/3gzxn1289836319.png",intern=TRUE)) character(0) > try(system("convert tmp/499fq1289836319.ps tmp/499fq1289836319.png",intern=TRUE)) character(0) > try(system("convert tmp/5kiwb1289836319.ps tmp/5kiwb1289836319.png",intern=TRUE)) character(0) > try(system("convert tmp/6drvw1289836319.ps tmp/6drvw1289836319.png",intern=TRUE)) character(0) > try(system("convert tmp/7drvw1289836319.ps tmp/7drvw1289836319.png",intern=TRUE)) character(0) > try(system("convert tmp/85jcz1289836319.ps tmp/85jcz1289836319.png",intern=TRUE)) character(0) > try(system("convert tmp/95jcz1289836319.ps tmp/95jcz1289836319.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.917 1.440 2.436