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(31.077,31.293,30.236,30.160,32.436,30.695,27.525,26.434,25.739,25.204,24.977,24.320,22.680,22.052,21.467,21.383,21.777,21.928,21.814,22.937,23.595,20.830,19.650,19.195,19.644,18.483,18.079,19.178,18.391,18.441,18.584,20.108,20.148,19.394,17.745,17.696,17.032,16.438,15.683,15.594,15.713,15.937,16.171,15.928,16.348,15.579,15.305,15.648,14.954,15.137,15.839,16.050,15.168,17.064,16.005,14.886,14.931,14.544,13.812,13.031,12.574,11.964,11.451,11.346,11.353,10.702,10.646,10.556,10.463,10.407,10.625,10.872,10.805,10.653,10.574,10.431,10.383,10.296,10.872,10.635,10.297,10.570,10.662,10.709,10.413,10.846,10.371,9.924,9.828,9.897,9.721,10.171,10.738,10.812,10.511,10.244,10.368,10.457,10.186,10.166,10.827,10.997,10.940,10.756,10.893,10.236,9.960,10.018,10.063,10.002,9.728,10.002,10.177,9.948,9.394,9.308,9.155,9.103,9.732,9.984) > x <- c(1.3898,1.3067,1.2894,1.277,1.2208,1.2565,1.3406,1.3569,1.3686,1.4272,1.4614,1.4914,1.4816,1.4562,1.4268,1.4088,1.4016,1.365,1.319,1.305,1.2785,1.3239,1.3449,1.2732,1.3322,1.4369,1.4975,1.577,1.5553,1.5557,1.575,1.5527,1.4748,1.4718,1.457,1.4684,1.4227,1.3896,1.3622,1.3716,1.3419,1.3511,1.3516,1.3242,1.3074,1.2999,1.3213,1.2881,1.2611,1.2727,1.2811,1.2684,1.265,1.277,1.2271,1.202,1.1938,1.2103,1.1856,1.1786,1.2015,1.2256,1.2292,1.2037,1.2165,1.2694,1.2938,1.3201,1.3014,1.3119,1.3408,1.2991,1.249,1.2218,1.2176,1.2266,1.2138,1.2007,1.1985,1.2262,1.2646,1.2613,1.2286,1.1702,1.1692,1.1222,1.1139,1.1372,1.1663,1.1582,1.0848,1.0807,1.0773,1.0622,1.0183,1.0014,0.9811,0.9808,0.9778,0.9922,0.9554,0.917,0.8858,0.8758,0.87,0.8833,0.8924,0.8883,0.9059,0.9111,0.9005,0.8607,0.8532,0.8742,0.892,0.9095,0.9217,0.9383,0.8973,0.8564) > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: Write here your technical program description (don't use hard returns!) > par1 <- as.numeric(par1) > library(lattice) > z <- as.data.frame(cbind(x,y)) > m <- lm(y~x) > summary(m) Call: lm(formula = y ~ x) Residuals: Min 1Q Median 3Q Max -6.9122 -3.0083 -0.7267 1.7656 17.2195 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) -8.392 2.764 -3.037 0.00295 ** x 19.339 2.238 8.640 3.19e-14 *** --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 4.698 on 118 degrees of freedom Multiple R-squared: 0.3875, Adjusted R-squared: 0.3823 F-statistic: 74.65 on 1 and 118 DF, p-value: 3.195e-14 > postscript(file="/var/www/rcomp/tmp/160zr1290710150.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(z,main='Scatterplot, lowess, and regression line') > lines(lowess(z),col='red') > abline(m) > grid() > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/260zr1290710150.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > m2 <- lm(m$fitted.values ~ x) > summary(m2) Call: lm(formula = m$fitted.values ~ x) Residuals: Min 1Q Median 3Q Max -4.976e-15 -6.315e-16 4.225e-17 6.261e-16 2.077e-15 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) -8.392e+00 6.010e-16 -1.396e+16 <2e-16 *** x 1.934e+01 4.867e-16 3.973e+16 <2e-16 *** --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 1.022e-15 on 118 degrees of freedom Multiple R-squared: 1, Adjusted R-squared: 1 F-statistic: 1.579e+33 on 1 and 118 DF, p-value: < 2.2e-16 > z2 <- as.data.frame(cbind(x,m$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/3z9zu1290710150.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 -6.9122 -3.0083 -0.7267 1.7656 17.2195 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) -2.005e-16 2.764e+00 -7.25e-17 1 x 1.203e-16 2.238e+00 5.37e-17 1 Residual standard error: 4.698 on 118 degrees of freedom Multiple R-squared: 7.51e-35, Adjusted R-squared: -0.008475 F-statistic: 8.861e-33 on 1 and 118 DF, p-value: 1 > z3 <- as.data.frame(cbind(x,m$residuals)) > names(z3) <- list('x','Residuals') > plot(z3,main='Scatterplot, lowess, and regression line') > lines(lowess(z3),col='red') > abline(m3) > grid() > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/490yx1290710150.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > m4 <- lm(m$fitted.values ~ m$residuals) > summary(m4) Call: lm(formula = m$fitted.values ~ m$residuals) Residuals: Min 1Q Median 3Q Max -7.0908 -2.1899 0.7994 2.3745 6.9066 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 1.520e+01 3.411e-01 44.55 <2e-16 *** m$residuals -6.691e-17 7.322e-02 -9.14e-16 1 --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 3.737 on 118 degrees of freedom Multiple R-squared: 1.113e-30, Adjusted R-squared: -0.008475 F-statistic: 1.313e-28 on 1 and 118 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/57v461290710150.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > myr <- as.ts(m$residuals) > z5 <- as.data.frame(cbind(lag(myr,1),myr)) > names(z5) <- list('Lagged Residuals','Residuals') > plot(z5,main='Lag plot') > m5 <- lm(z5) > summary(m5) Call: lm(formula = z5) Residuals: Min 1Q Median 3Q Max -3.876865 -0.542035 -0.008252 0.541042 4.230210 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) -0.09142 0.09534 -0.959 0.340 Residuals 0.94400 0.02039 46.289 <2e-16 *** --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 1.04 on 117 degrees of freedom (2 observations deleted due to missingness) Multiple R-squared: 0.9482, Adjusted R-squared: 0.9478 F-statistic: 2143 on 1 and 117 DF, p-value: < 2.2e-16 > abline(m5) > grid() > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/67v461290710150.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(m$residuals,main='Residual Histogram',xlab='Residuals') > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/7i4l91290710150.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/8i4l91290710150.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > acf(m$residuals,main='Residual Autocorrelation Function') > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/9i4l91290710150.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > qqnorm(x) > qqline(x) > grid() > dev.off() null device 1 > > #Note: the /var/www/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Simple Linear Regression',5,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'Statistics',1,TRUE) > a<-table.element(a,'Estimate',1,TRUE) > a<-table.element(a,'S.D.',1,TRUE) > a<-table.element(a,'T-STAT (H0: coeff=0)',1,TRUE) > a<-table.element(a,'P-value (two-sided)',1,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'constant term',header=TRUE) > a<-table.element(a,m$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/1022tf1290710150.tab") > > try(system("convert tmp/160zr1290710150.ps tmp/160zr1290710150.png",intern=TRUE)) character(0) > try(system("convert tmp/260zr1290710150.ps tmp/260zr1290710150.png",intern=TRUE)) character(0) > try(system("convert tmp/3z9zu1290710150.ps tmp/3z9zu1290710150.png",intern=TRUE)) character(0) > try(system("convert tmp/490yx1290710150.ps tmp/490yx1290710150.png",intern=TRUE)) character(0) > try(system("convert tmp/57v461290710150.ps tmp/57v461290710150.png",intern=TRUE)) character(0) > try(system("convert tmp/67v461290710150.ps tmp/67v461290710150.png",intern=TRUE)) character(0) > try(system("convert tmp/7i4l91290710150.ps tmp/7i4l91290710150.png",intern=TRUE)) character(0) > try(system("convert tmp/8i4l91290710150.ps tmp/8i4l91290710150.png",intern=TRUE)) character(0) > try(system("convert tmp/9i4l91290710150.ps tmp/9i4l91290710150.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 2.900 1.410 4.325