R version 2.13.0 (2011-04-13)
Copyright (C) 2011 The R Foundation for Statistical Computing
ISBN 3-900051-07-0
Platform: i486-pc-linux-gnu (32-bit)

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> y <- c(1.324,1.310,1.310,1.310,1.310,1.338,1.338,1.338,1.358,1.358,1.358,1.358,1.351,1.351,1.351,1.351,1.351,1.372,1.372,1.372,1.372,1.386,1.386,1.386,1.386,1.414,1.414,1.414,1.414,1.443,1.443,1.443,1.443,1.443,1.443,1.443,1.443,1.443,1.448,1.448,1.448,1.463,1.463,1.463,1.456,1.456,1.456,1.456,1.456,1.440,1.440,1.440,1.440,1.429,1.429,1.429,1.419,1.419,1.435,1.435,1.435,1.435,1.435,1.465,1.465,1.438,1.438,1.394,1.394,1.394,1.423,1.423,1.423,1.460,1.460,1.460,1.460,1.472,1.472,1.472,1.451,1.451,1.451,1.400,1.421,1.421,1.421,1.421,1.421,1.421,1.450,1.450,1.450,1.450,1.463,1.463,1.463,1.463,1.463,1.463,1.463,1.463,1.459,1.459,1.459,1.459,1.480,1.480,1.480,1.480,1.498,1.498,1.498,1.498,1.498,1.498,1.498,1.498,1.498,1.511,1.511)
> x <- c(1.544,1.544,1.524,1.524,1.524,1.524,1.558,1.558,1.558,1.558,1.558,1.558,1.536,1.536,1.536,1.536,1.536,1.536,1.536,1.536,1.536,1.536,1.559,1.559,1.559,1.591,1.591,1.591,1.591,1.591,1.624,1.624,1.587,1.587,1.587,1.572,1.572,1.572,1.636,1.636,1.636,1.660,1.660,1.660,1.660,1.660,1.660,1.682,1.682,1.682,1.682,1.682,1.658,1.658,1.658,1.616,1.616,1.639,1.639,1.639,1.639,1.606,1.606,1.606,1.606,1.606,1.606,1.569,1.569,1.569,1.571,1.596,1.596,1.596,1.643,1.643,1.643,1.643,1.643,1.643,1.643,1.599,1.599,1.599,1.599,1.586,1.586,1.586,1.586,1.586,1.618,1.618,1.657,1.657,1.657,1.657,1.657,1.645,1.645,1.645,1.585,1.585,1.593,1.593,1.593,1.593,1.627,1.627,1.627,1.627,1.627,1.590,1.590,1.590,1.590,1.590,1.590,1.590,1.607,1.607,1.607)
> 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 
-0.074798 -0.022740 -0.006572  0.023398  0.077403 

Coefficients:
            Estimate Std. Error t value Pr(>|t|)    
(Intercept)   0.1832     0.1225   1.496    0.137    
x             0.7782     0.0764  10.187   <2e-16 ***
---
Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 

Residual standard error: 0.03513 on 119 degrees of freedom
Multiple R-squared: 0.4658,	Adjusted R-squared: 0.4613 
F-statistic: 103.8 on 1 and 119 DF,  p-value: < 2.2e-16 

> postscript(file="/var/wessaorg/rcomp/tmp/1xmyp1321358364.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/wessaorg/rcomp/tmp/2b0ag1321358364.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 
-2.542e-16 -3.782e-17 -9.059e-18  2.896e-17  1.334e-16 

Coefficients:
             Estimate Std. Error   t value Pr(>|t|)    
(Intercept) 1.832e-01  2.254e-16 8.127e+14   <2e-16 ***
x           7.782e-01  1.406e-16 5.534e+15   <2e-16 ***
---
Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 

Residual standard error: 6.466e-17 on 119 degrees of freedom
Multiple R-squared:     1,	Adjusted R-squared:     1 
F-statistic: 3.063e+31 on 1 and 119 DF,  p-value: < 2.2e-16 

> z2 <- as.data.frame(cbind(x,m$fitted.values))
> names(z2) <- list('x','Fitted')
> plot(z2,main='Scatterplot, lowess, and regression line')
> lines(lowess(z2),col='red')
> abline(m2)
> grid()
> dev.off()
null device 
          1 
> postscript(file="/var/wessaorg/rcomp/tmp/3wush1321358364.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> m3 <- lm(m$residuals ~ x)
> summary(m3)

Call:
lm(formula = m$residuals ~ x)

Residuals:
      Min        1Q    Median        3Q       Max 
-0.074798 -0.022740 -0.006572  0.023398  0.077403 

Coefficients:
              Estimate Std. Error t value Pr(>|t|)
(Intercept) -7.833e-18  1.225e-01       0        1
x            4.391e-18  7.640e-02       0        1

Residual standard error: 0.03513 on 119 degrees of freedom
Multiple R-squared: 1.617e-34,	Adjusted R-squared: -0.008403 
F-statistic: 1.924e-32 on 1 and 119 DF,  p-value: 1 

> z3 <- as.data.frame(cbind(x,m$residuals))
> names(z3) <- list('x','Residuals')
> plot(z3,main='Scatterplot, lowess, and regression line')
> lines(lowess(z3),col='red')
> abline(m3)
> grid()
> dev.off()
null device 
          1 
> postscript(file="/var/wessaorg/rcomp/tmp/4fjv31321358364.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> m4 <- lm(m$fitted.values ~ m$residuals)
> summary(m4)

Call:
lm(formula = m$fitted.values ~ m$residuals)

Residuals:
      Min        1Q    Median        3Q       Max 
-0.061089 -0.023733 -0.005055  0.028409  0.061874 

Coefficients:
              Estimate Std. Error t value Pr(>|t|)    
(Intercept)  1.430e+00  2.982e-03   479.6   <2e-16 ***
m$residuals -1.186e-17  8.560e-02     0.0        1    
---
Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 

Residual standard error: 0.0328 on 119 degrees of freedom
Multiple R-squared: 3.118e-29,	Adjusted R-squared: -0.008403 
F-statistic: 3.711e-27 on 1 and 119 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/wessaorg/rcomp/tmp/5a28p1321358364.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 
-0.050057 -0.004277 -0.001254  0.005644  0.045566 

Coefficients:
            Estimate Std. Error t value Pr(>|t|)    
(Intercept) 0.001094   0.001348   0.811    0.419    
Residuals   0.912951   0.039348  23.202   <2e-16 ***
---
Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 

Residual standard error: 0.01477 on 118 degrees of freedom
  (2 observations deleted due to missingness)
Multiple R-squared: 0.8202,	Adjusted R-squared: 0.8187 
F-statistic: 538.3 on 1 and 118 DF,  p-value: < 2.2e-16 

> abline(m5)
> grid()
> dev.off()
null device 
          1 
> postscript(file="/var/wessaorg/rcomp/tmp/6wbij1321358364.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> hist(m$residuals,main='Residual Histogram',xlab='Residuals')
> dev.off()
null device 
          1 
> postscript(file="/var/wessaorg/rcomp/tmp/76qpm1321358364.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> if (par1 > 0)
+ {
+ densityplot(~m$residuals,col='black',main=paste('Density Plot   bw = ',par1),bw=par1)
+ } else {
+ densityplot(~m$residuals,col='black',main='Density Plot')
+ }
> dev.off()
null device 
          1 
> postscript(file="/var/wessaorg/rcomp/tmp/8vuos1321358364.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> acf(m$residuals,main='Residual Autocorrelation Function')
> dev.off()
null device 
          1 
> postscript(file="/var/wessaorg/rcomp/tmp/9gnir1321358364.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/wessaorg/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab
> load(file="/var/wessaorg/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/wessaorg/rcomp/tmp/10ns7k1321358364.tab") 
> 
> try(system("convert tmp/1xmyp1321358364.ps tmp/1xmyp1321358364.png",intern=TRUE))
character(0)
> try(system("convert tmp/2b0ag1321358364.ps tmp/2b0ag1321358364.png",intern=TRUE))
character(0)
> try(system("convert tmp/3wush1321358364.ps tmp/3wush1321358364.png",intern=TRUE))
character(0)
> try(system("convert tmp/4fjv31321358364.ps tmp/4fjv31321358364.png",intern=TRUE))
character(0)
> try(system("convert tmp/5a28p1321358364.ps tmp/5a28p1321358364.png",intern=TRUE))
character(0)
> try(system("convert tmp/6wbij1321358364.ps tmp/6wbij1321358364.png",intern=TRUE))
character(0)
> try(system("convert tmp/76qpm1321358364.ps tmp/76qpm1321358364.png",intern=TRUE))
character(0)
> try(system("convert tmp/8vuos1321358364.ps tmp/8vuos1321358364.png",intern=TRUE))
character(0)
> try(system("convert tmp/9gnir1321358364.ps tmp/9gnir1321358364.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  2.481   0.450   2.977