R version 2.12.1 (2010-12-16) Copyright (C) 2010 The R Foundation for Statistical Computing ISBN 3-900051-07-0 Platform: i486-pc-linux-gnu (32-bit) 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(78973,46146,46492,60656,21898,36555,74680,22807,61282,37981,41553,45081,38557,51641,30658,52924,79256,53462,68950,53639,67819,48333,28001,51665,39019,46221,65792,39858,19574,41829,78688,36781,44314,24874,56911,37048,48426,33388,26998,46502,41507,40001,33144,29501,43059,43249,29272,49821,98341,44372,42448,5950,64839,32551,30767,62046,71930,67328,67253,35373,85544,88087,30621,50580,49670,25456,69245,43787,53638,35683,38008,18801,44324,51408,53880,55708,63858,183643,35660,41664,29883,62047,33321,46553,56622,15430,49379,58215,38253,77786,21331,55292,30105,37651,59370,46216,73122,93927,55935,93308,74344,78094,25625,43750,28995,47336,57582,60875,165877,32984,61638,36367,1168,40530,21427,15024,39088,855,80455,14116,43915,76705,40112,41821,8773,52045,51491,53470,53211,63091,131634,41745,23656,51442,54574,35708,66627,39585,50029,25266,34860,62759,62307,37238,42452,59820,75075,97567,0,6023,0,0,0,0,42420,31116,0,0,1644,6179,3926,23238,0,38818) > x <- c(104,71,55,87,40,32,85,5,43,49,73,58,34,100,55,95,91,53,99,101,73,74,23,92,90,64,87,77,39,57,60,66,73,14,107,56,70,58,34,69,61,64,45,34,36,47,21,68,94,63,80,7,86,21,31,85,62,127,111,25,87,116,44,51,49,54,71,59,83,50,58,21,52,71,94,87,76,44,66,56,36,81,28,93,59,27,66,53,41,90,41,105,43,60,72,58,95,108,74,142,45,97,22,49,56,92,64,86,41,49,62,74,11,70,30,46,93,4,72,39,70,46,13,46,16,48,86,82,87,105,124,62,25,72,111,6,70,41,76,57,19,69,103,16,71,34,74,131,0,5,0,0,0,0,80,93,0,0,6,13,3,18,0,33) > par1 = '0' > 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 -34047 -12991 -3520 7025 145653 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 13589.45 3375.69 4.026 8.7e-05 *** x 554.56 50.93 10.889 < 2e-16 *** --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 20620 on 162 degrees of freedom Multiple R-squared: 0.4226, Adjusted R-squared: 0.4191 F-statistic: 118.6 on 1 and 162 DF, p-value: < 2.2e-16 > postscript(file="/var/www/rcomp/tmp/1awfb1321300415.ps",horizontal=F,onefile=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/2g3vd1321300415.ps",horizontal=F,onefile=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 -7.484e-11 -1.639e-12 3.990e-13 2.483e-12 1.476e-11 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 1.359e+04 1.140e-12 1.192e+16 <2e-16 *** x 5.546e+02 1.720e-14 3.225e+16 <2e-16 *** --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 6.961e-12 on 162 degrees of freedom Multiple R-squared: 1, Adjusted R-squared: 1 F-statistic: 1.04e+33 on 1 and 162 DF, p-value: < 2.2e-16 > z2 <- as.data.frame(cbind(x,m$fitted.values)) > names(z2) <- list('x','Fitted') > plot(z2,main='Scatterplot, lowess, and regression line') > lines(lowess(z2),col='red') > abline(m2) > grid() > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/3ta1o1321300415.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > m3 <- lm(m$residuals ~ x) > summary(m3) Call: lm(formula = m$residuals ~ x) Residuals: Min 1Q Median 3Q Max -34047 -12991 -3520 7025 145653 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 1.378e-13 3.376e+03 0 1 x -3.211e-15 5.093e+01 0 1 Residual standard error: 20620 on 162 degrees of freedom Multiple R-squared: 2.455e-35, Adjusted R-squared: -0.006173 F-statistic: 3.977e-33 on 1 and 162 DF, p-value: 1 > z3 <- as.data.frame(cbind(x,m$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/489hg1321300415.ps",horizontal=F,onefile=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 -32310 -12346 409 12748 46437 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 4.590e+04 1.377e+03 33.33 <2e-16 *** m$residuals -2.865e-18 6.722e-02 0.00 1 --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 17640 on 162 degrees of freedom Multiple R-squared: 1.092e-31, Adjusted R-squared: -0.006173 F-statistic: 1.77e-29 on 1 and 162 DF, p-value: 1 > z4 <- as.data.frame(cbind(m$residuals,m$fitted.values)) > names(z4) <- list('Residuals','Fitted') > plot(z4,main='Scatterplot, lowess, and regression line') > lines(lowess(z4),col='red') > abline(m4) > grid() > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/5pq3o1321300415.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > myr <- as.ts(m$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 -33540 -12701 -3536 7069 145458 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) -46.03661 1618.37437 -0.028 0.977 Residuals 0.02968 0.07877 0.377 0.707 Residual standard error: 20660 on 161 degrees of freedom (2 observations deleted due to missingness) Multiple R-squared: 0.0008808, Adjusted R-squared: -0.005325 F-statistic: 0.1419 on 1 and 161 DF, p-value: 0.7069 > abline(m5) > grid() > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/6k3op1321300415.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(m$residuals,main='Residual Histogram',xlab='Residuals') > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/79ini1321300415.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > if (par1 > 0) + { + densityplot(~m$residuals,col='black',main=paste('Density Plot bw = ',par1),bw=par1) + } else { + densityplot(~m$residuals,col='black',main='Density Plot') + } > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/8ra711321300415.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > acf(m$residuals,main='Residual Autocorrelation Function') > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/96mcn1321300415.ps",horizontal=F,onefile=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/10q80j1321300415.tab") > > try(system("convert tmp/1awfb1321300415.ps tmp/1awfb1321300415.png",intern=TRUE)) character(0) > try(system("convert tmp/2g3vd1321300415.ps tmp/2g3vd1321300415.png",intern=TRUE)) character(0) > try(system("convert tmp/3ta1o1321300415.ps tmp/3ta1o1321300415.png",intern=TRUE)) character(0) > try(system("convert tmp/489hg1321300415.ps tmp/489hg1321300415.png",intern=TRUE)) character(0) > try(system("convert tmp/5pq3o1321300415.ps tmp/5pq3o1321300415.png",intern=TRUE)) character(0) > try(system("convert tmp/6k3op1321300415.ps tmp/6k3op1321300415.png",intern=TRUE)) character(0) > try(system("convert tmp/79ini1321300415.ps tmp/79ini1321300415.png",intern=TRUE)) character(0) > try(system("convert tmp/8ra711321300415.ps tmp/8ra711321300415.png",intern=TRUE)) character(0) > try(system("convert tmp/96mcn1321300415.ps tmp/96mcn1321300415.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 3.216 0.572 3.779