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(50,20,10,50,30,50,70,20,30,10,50) > x <- c(80,60,10,20,30,10,10,50,80,90,30) > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: Write here your technical program description (don't use hard returns!) > par1 <- as.numeric(par1) > library(lattice) > z <- as.data.frame(cbind(x,y)) > m <- lm(y~x) > summary(m) Call: lm(formula = y ~ x) Residuals: Min 1Q Median 3Q Max -34.015 -12.013 4.295 9.908 25.985 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 46.6313 10.1064 4.614 0.00127 ** x -0.2616 0.1952 -1.340 0.21297 --- Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1 Residual standard error: 18.94 on 9 degrees of freedom Multiple R-squared: 0.1664, Adjusted R-squared: 0.07378 F-statistic: 1.797 on 1 and 9 DF, p-value: 0.2130 > postscript(file="/var/www/html/freestat/rcomp/tmp/1ukmo1290715171.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(z,main='Scatterplot, lowess, and regression line') > lines(lowess(z),col='red') > abline(m) > grid() > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/2ukmo1290715171.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > m2 <- lm(m$fitted.values ~ x) > summary(m2) Call: lm(formula = m$fitted.values ~ x) Residuals: Min 1Q Median 3Q Max -3.737e-15 -3.076e-15 -2.031e-15 1.866e-15 1.193e-14 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 4.663e+01 2.561e-15 1.821e+16 <2e-16 *** x -2.616e-01 4.945e-17 -5.290e+15 <2e-16 *** --- Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1 Residual standard error: 4.799e-15 on 9 degrees of freedom Multiple R-squared: 1, Adjusted R-squared: 1 F-statistic: 2.798e+31 on 1 and 9 DF, p-value: < 2.2e-16 > z2 <- as.data.frame(cbind(x,m$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/3nbl91290715171.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 -34.015 -12.013 4.295 9.908 25.985 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) -8.855e-16 1.011e+01 -8.76e-17 1 x 2.722e-17 1.952e-01 1.39e-16 1 Residual standard error: 18.94 on 9 degrees of freedom Multiple R-squared: 3.554e-33, Adjusted R-squared: -0.1111 F-statistic: 3.199e-32 on 1 and 9 DF, p-value: 1 > z3 <- as.data.frame(cbind(x,m$residuals)) > names(z3) <- list('x','Residuals') > plot(z3,main='Scatterplot, lowess, and regression line') > lines(lowess(z3),col='red') > abline(m3) > grid() > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/4fl2c1290715171.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > m4 <- lm(m$fitted.values ~ m$residuals) > summary(m4) Call: lm(formula = m$fitted.values ~ m$residuals) Residuals: Min 1Q Median 3Q Max -12.366 -7.134 3.329 7.253 8.561 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 3.545e+01 2.551e+00 13.90 2.19e-07 *** m$residuals 1.018e-16 1.489e-01 6.84e-16 1 --- Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1 Residual standard error: 8.462 on 9 degrees of freedom Multiple R-squared: 2.35e-31, Adjusted R-squared: -0.1111 F-statistic: 2.115e-30 on 1 and 9 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/58ckx1290715171.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > myr <- as.ts(m$residuals) > z5 <- as.data.frame(cbind(lag(myr,1),myr)) > names(z5) <- list('Lagged Residuals','Residuals') > plot(z5,main='Lag plot') > m5 <- lm(z5) > summary(m5) Call: lm(formula = z5) Residuals: Min 1Q Median 3Q Max -34.1254 -4.0415 0.2943 5.7008 30.2528 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) -2.7197 5.4564 -0.498 0.632 Residuals -0.2587 0.3098 -0.835 0.428 Residual standard error: 17.22 on 8 degrees of freedom (2 observations deleted due to missingness) Multiple R-squared: 0.08021, Adjusted R-squared: -0.03476 F-statistic: 0.6976 on 1 and 8 DF, p-value: 0.4278 > abline(m5) > grid() > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/6j3101290715171.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(m$residuals,main='Residual Histogram',xlab='Residuals') > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/7j3101290715171.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/8j3101290715171.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > acf(m$residuals,main='Residual Autocorrelation Function') > dev.off() null device 1 > postscript(file="/var/www/html/freestat/rcomp/tmp/9bu0l1290715171.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > qqnorm(x) > qqline(x) > grid() > dev.off() null device 1 > > #Note: the /var/www/html/freestat/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/html/freestat/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Simple Linear Regression',5,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'Statistics',1,TRUE) > a<-table.element(a,'Estimate',1,TRUE) > a<-table.element(a,'S.D.',1,TRUE) > a<-table.element(a,'T-STAT (H0: coeff=0)',1,TRUE) > a<-table.element(a,'P-value (two-sided)',1,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'constant term',header=TRUE) > a<-table.element(a,m$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/108mgu1290715171.tab") > > try(system("convert tmp/1ukmo1290715171.ps tmp/1ukmo1290715171.png",intern=TRUE)) character(0) > try(system("convert tmp/2ukmo1290715171.ps tmp/2ukmo1290715171.png",intern=TRUE)) character(0) > try(system("convert tmp/3nbl91290715171.ps tmp/3nbl91290715171.png",intern=TRUE)) character(0) > try(system("convert tmp/4fl2c1290715171.ps tmp/4fl2c1290715171.png",intern=TRUE)) character(0) > try(system("convert tmp/58ckx1290715171.ps tmp/58ckx1290715171.png",intern=TRUE)) character(0) > try(system("convert tmp/6j3101290715171.ps tmp/6j3101290715171.png",intern=TRUE)) character(0) > try(system("convert tmp/7j3101290715171.ps tmp/7j3101290715171.png",intern=TRUE)) character(0) > try(system("convert tmp/8j3101290715171.ps tmp/8j3101290715171.png",intern=TRUE)) character(0) > try(system("convert tmp/9bu0l1290715171.ps tmp/9bu0l1290715171.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 2.761 1.991 3.168