R version 2.8.0 (2008-10-20) Copyright (C) 2008 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. Natural language support but running in an English locale 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(64.033 + ,65.679 + ,62.776 + ,67.024 + ,67.988 + ,69.529 + ,70.158 + ,69.410 + ,74.049 + ,66.197 + ,67.043 + ,67.459 + ,65.512 + ,64.665 + ,65.382 + ,66.607 + ,58.387 + ,57.564 + ,58.431 + ,65.012 + ,64.176 + ,65.509 + ,65.163 + ,62.158 + ,64.429 + ,61.325 + ,65.339 + ,69.921 + ,70.782 + ,73.287 + ,70.300 + ,71.579 + ,70.700 + ,75.740 + ,75.850 + ,76.381 + ,77.388 + ,75.519 + ,75.573 + ,76.668 + ,79.387 + ,76.876 + ,81.021 + ,82.883 + ,84.016 + ,85.047 + ,85.757 + ,84.792 + ,83.811 + ,84.691 + ,83.496 + ,85.470 + ,85.212 + ,84.802 + ,85.809 + ,85.119 + ,85.228 + ,85.302 + ,85.883 + ,86.315 + ,86.195 + ,88.227 + ,86.411 + ,89.120 + ,88.030 + ,89.372 + ,91.869 + ,92.845 + ,92.787 + ,94.711 + ,94.204 + ,97.217 + ,95.118 + ,93.688 + ,93.140 + ,91.516 + ,90.957 + ,90.372 + ,89.749 + ,85.813 + ,86.026 + ,83.933 + ,83.602 + ,83.384 + ,76.369 + ,60.808 + ,48.071 + ,42.604 + ,41.402 + ,62.121 + ,79.739 + ,79.006 + ,74.472 + ,75.956 + ,75.041 + ,74.873 + ,72.922 + ,70.472 + ,71.423 + ,71.363 + ,73.297 + ,72.081 + ,70.488 + ,65.544 + ,64.450 + ,61.698 + ,61.352 + ,61.072 + ,63.722 + ,61.987 + ,53.802 + ,47.818 + ,50.998 + ,58.438 + ,60.143 + ,61.854 + ,70.987 + ,70.389 + ,72.175 + ,70.243 + ,69.616 + ,69.443 + ,70.833 + ,71.059 + ,72.218 + ,72.647 + ,73.299 + ,73.756 + ,75.557 + ,78.172 + ,75.624 + ,76.959 + ,74.994 + ,76.841 + ,78.043 + ,75.187 + ,73.387 + ,70.798 + ,68.722 + ,68.396 + ,68.466 + ,67.675 + ,65.248 + ,62.974 + ,59.801 + ,57.894 + ,58.592 + ,59.249 + ,59.554 + ,59.753 + ,60.877 + ,60.532 + ,58.452 + ,56.955 + ,56.437 + ,55.588 + ,56.702 + ,57.062 + ,57.826 + ,58.755 + ,60.250 + ,61.142 + ,60.690 + ,58.495 + ,56.020 + ,55.814 + ,56.489 + ,56.587 + ,55.714 + ,55.611 + ,56.093 + ,55.929 + ,54.181 + ,54.810 + ,56.189 + ,57.427 + ,59.432 + ,58.951) > x <- c(67.643 + ,69.371 + ,66.294 + ,70.768 + ,71.774 + ,73.388 + ,74.040 + ,73.238 + ,78.121 + ,69.825 + ,71.099 + ,70.676 + ,69.515 + ,68.246 + ,68.594 + ,70.405 + ,61.223 + ,60.542 + ,61.952 + ,68.173 + ,67.240 + ,68.739 + ,69.234 + ,65.570 + ,67.408 + ,64.630 + ,68.848 + ,73.370 + ,74.292 + ,76.525 + ,74.368 + ,75.674 + ,74.868 + ,79.824 + ,80.022 + ,79.942 + ,80.622 + ,80.079 + ,79.212 + ,80.626 + ,83.551 + ,80.407 + ,85.053 + ,86.399 + ,88.536 + ,89.008 + ,89.652 + ,88.904 + ,87.472 + ,88.631 + ,87.221 + ,88.759 + ,90.127 + ,88.709 + ,90.030 + ,88.697 + ,88.762 + ,89.475 + ,88.936 + ,90.411 + ,90.004 + ,92.725 + ,90.252 + ,93.226 + ,92.575 + ,93.125 + ,95.987 + ,97.175 + ,97.321 + ,98.577 + ,99.026 + ,101.851 + ,99.958 + ,97.875 + ,97.927 + ,95.149 + ,94.551 + ,93.999 + ,93.297 + ,89.901 + ,89.742 + ,87.096 + ,86.863 + ,86.718 + ,80.020 + ,63.483 + ,51.289 + ,44.071 + ,43.654 + ,66.115 + ,84.518 + ,83.395 + ,78.307 + ,80.049 + ,78.346 + ,78.317 + ,75.918 + ,73.739 + ,74.530 + ,74.179 + ,76.974 + ,75.408 + ,73.336 + ,69.210 + ,67.286 + ,64.606 + ,64.159 + ,64.423 + ,66.411 + ,64.270 + ,56.521 + ,50.599 + ,54.751 + ,62.227 + ,63.932 + ,65.391 + ,75.744 + ,74.590 + ,76.035 + ,74.427 + ,73.354 + ,73.081 + ,75.309 + ,75.463 + ,75.910 + ,76.151 + ,76.882 + ,78.632 + ,80.137 + ,82.490 + ,79.896 + ,81.303 + ,79.344 + ,81.355 + ,82.328 + ,79.669 + ,77.249 + ,75.101 + ,72.520 + ,72.438 + ,72.653 + ,71.429 + ,69.189 + ,66.451 + ,63.354 + ,61.379 + ,61.880 + ,62.274 + ,62.429 + ,63.905 + ,63.917 + ,64.295 + ,61.930 + ,60.440 + ,59.353 + ,58.695 + ,60.569 + ,60.386 + ,60.938 + ,61.795 + ,63.304 + ,64.270 + ,63.492 + ,61.333 + ,59.341 + ,58.412 + ,58.725 + ,59.277 + ,58.562 + ,57.858 + ,58.790 + ,58.243 + ,57.044 + ,57.339 + ,59.429 + ,60.575 + ,61.950 + ,61.712) > par20 = '' > par19 = '' > par18 = '' > par17 = '' > par16 = '' > par15 = '' > par14 = '' > par13 = '' > par12 = '' > par11 = '' > par10 = '' > par9 = '' > par8 = '' > par7 = '' > par6 = '' > par5 = '' > par4 = '' > par3 = '' > par2 = '' > par1 = '0' > ylab = '' > xlab = '' > main = '' > #'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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: Write here your technical program description (don't use hard returns!) > par1 <- as.numeric(par1) > library(lattice) > z <- as.data.frame(cbind(x,y)) > m <- lm(y~x) > summary(m) Call: lm(formula = y ~ x) Residuals: Min 1Q Median 3Q Max -1.12395 -0.32315 -0.01929 0.32504 1.12052 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) -1.102544 0.213713 -5.159 6.64e-07 *** x 0.966305 0.002834 341.007 < 2e-16 *** --- Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1 Residual standard error: 0.4643 on 176 degrees of freedom Multiple R-squared: 0.9985, Adjusted R-squared: 0.9985 F-statistic: 1.163e+05 on 1 and 176 DF, p-value: < 2.2e-16 > postscript(file="/var/www/html/freestat/rcomp/tmp/1lgyp1290677889.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(z,main='Scatterplot, lowess, and regression line') > lines(lowess(z),col='red') > abline(m) > grid() > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/2lgyp1290677889.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > m2 <- lm(m$fitted.values ~ x) > summary(m2) Call: lm(formula = m$fitted.values ~ x) Residuals: Min 1Q Median 3Q Max -8.590e-15 -2.989e-15 -9.766e-18 2.422e-15 2.904e-14 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) -1.103e+00 1.971e-15 -5.593e+14 <2e-16 *** x 9.663e-01 2.614e-17 3.697e+16 <2e-16 *** --- Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1 Residual standard error: 4.283e-15 on 176 degrees of freedom Multiple R-squared: 1, Adjusted R-squared: 1 F-statistic: 1.367e+33 on 1 and 176 DF, p-value: < 2.2e-16 > z2 <- as.data.frame(cbind(x,m$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/freestat/rcomp/tmp/3vqfs1290677889.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 -1.12395 -0.32315 -0.01929 0.32504 1.12052 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 2.379e-17 2.137e-01 1.11e-16 1 x -2.125e-19 2.834e-03 -7.50e-17 1 Residual standard error: 0.4643 on 176 degrees of freedom Multiple R-squared: 5.342e-34, Adjusted R-squared: -0.005682 F-statistic: 9.401e-32 on 1 and 176 DF, p-value: 1 > z3 <- as.data.frame(cbind(x,m$residuals)) > names(z3) <- list('x','Residuals') > plot(z3,main='Scatterplot, lowess, and regression line') > lines(lowess(z3),col='red') > abline(m3) > grid() > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/4ohxv1290677889.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > m4 <- lm(m$fitted.values ~ m$residuals) > summary(m4) Call: lm(formula = m$fitted.values ~ m$residuals) Residuals: Min 1Q Median 3Q Max -29.7220 -9.8811 -0.2926 8.4613 26.5141 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 7.080e+01 8.945e-01 79.15 <2e-16 *** m$residuals -9.366e-16 1.938e+00 -4.83e-16 1 --- Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1 Residual standard error: 11.93 on 176 degrees of freedom Multiple R-squared: 3.223e-32, Adjusted R-squared: -0.005682 F-statistic: 5.672e-30 on 1 and 176 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/freestat/rcomp/tmp/5hqeg1290677889.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > myr <- as.ts(m$residuals) > z5 <- as.data.frame(cbind(lag(myr,1),myr)) > names(z5) <- list('Lagged Residuals','Residuals') > plot(z5,main='Lag plot') > m5 <- lm(z5) > summary(m5) Call: lm(formula = z5) Residuals: Min 1Q Median 3Q Max -1.1656 -0.2706 0.0102 0.3552 1.2573 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 0.002143 0.032653 0.066 0.948 Residuals 0.358749 0.070696 5.075 9.86e-07 *** --- Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1 Residual standard error: 0.4344 on 175 degrees of freedom (2 observations deleted due to missingness) Multiple R-squared: 0.1283, Adjusted R-squared: 0.1233 F-statistic: 25.75 on 1 and 175 DF, p-value: 9.855e-07 > abline(m5) > grid() > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/6hqeg1290677889.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(m$residuals,main='Residual Histogram',xlab='Residuals') > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/79zvj1290677889.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/freestat/rcomp/tmp/89zvj1290677889.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > acf(m$residuals,main='Residual Autocorrelation Function') > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/99zvj1290677889.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > qqnorm(x) > qqline(x) > grid() > dev.off() null device 1 > > #Note: the /var/www/html/freestat/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/freestat/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Simple Linear Regression',5,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'Statistics',1,TRUE) > a<-table.element(a,'Estimate',1,TRUE) > a<-table.element(a,'S.D.',1,TRUE) > a<-table.element(a,'T-STAT (H0: coeff=0)',1,TRUE) > a<-table.element(a,'P-value (two-sided)',1,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'constant term',header=TRUE) > a<-table.element(a,m$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/freestat/rcomp/tmp/10giad1290677889.tab") > > try(system("convert tmp/1lgyp1290677889.ps tmp/1lgyp1290677889.png",intern=TRUE)) character(0) > try(system("convert tmp/2lgyp1290677889.ps tmp/2lgyp1290677889.png",intern=TRUE)) character(0) > try(system("convert tmp/3vqfs1290677889.ps tmp/3vqfs1290677889.png",intern=TRUE)) character(0) > try(system("convert tmp/4ohxv1290677889.ps tmp/4ohxv1290677889.png",intern=TRUE)) character(0) > try(system("convert tmp/5hqeg1290677889.ps tmp/5hqeg1290677889.png",intern=TRUE)) character(0) > try(system("convert tmp/6hqeg1290677889.ps tmp/6hqeg1290677889.png",intern=TRUE)) character(0) > try(system("convert tmp/79zvj1290677889.ps tmp/79zvj1290677889.png",intern=TRUE)) character(0) > try(system("convert tmp/89zvj1290677889.ps tmp/89zvj1290677889.png",intern=TRUE)) character(0) > try(system("convert tmp/99zvj1290677889.ps tmp/99zvj1290677889.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 3.032 2.226 3.387