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) 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(59,68,79,96,119,112,91) > x <- c(2000,2001,2002,2003,2004,2005,2006) > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: Write here your technical program description (don't use hard returns!) > par1 <- as.numeric(par1) > library(lattice) > z <- as.data.frame(cbind(x,y)) > m <- lm(y~x) > summary(m) Call: lm(formula = y ~ x) Residuals: 1 2 3 4 5 6 7 -6.143 -5.143 -2.143 6.857 21.857 6.857 -22.143 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) -15934.857 5692.736 -2.799 0.0380 * x 8.000 2.842 2.815 0.0373 * --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 15.04 on 5 degrees of freedom Multiple R-squared: 0.6131, Adjusted R-squared: 0.5357 F-statistic: 7.923 on 1 and 5 DF, p-value: 0.03734 > postscript(file="/var/wessaorg/rcomp/tmp/18b1o1321370244.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(z,main='Scatterplot, lowess, and regression line') > lines(lowess(z),col='red') > abline(m) > grid() > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/279qu1321370244.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > m2 <- lm(m$fitted.values ~ x) > summary(m2) Call: lm(formula = m$fitted.values ~ x) Residuals: 1 2 3 4 5 6 7 -8.400e-16 -5.809e-16 3.617e-15 -3.377e-15 3.976e-15 -4.343e-15 1.548e-15 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) -1.593e+04 1.339e-12 -1.190e+16 <2e-16 *** x 8.000e+00 6.687e-16 1.196e+16 <2e-16 *** --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 3.538e-15 on 5 degrees of freedom Multiple R-squared: 1, Adjusted R-squared: 1 F-statistic: 1.431e+32 on 1 and 5 DF, p-value: < 2.2e-16 > z2 <- as.data.frame(cbind(x,m$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/3ifr71321370244.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: 1 2 3 4 5 6 7 -6.143 -5.143 -2.143 6.857 21.857 6.857 -22.143 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) -4.204e-13 5.693e+03 0 1 x 2.094e-16 2.842e+00 0 1 Residual standard error: 15.04 on 5 degrees of freedom Multiple R-squared: 5.979e-34, Adjusted R-squared: -0.2 F-statistic: 2.99e-33 on 1 and 5 DF, p-value: 1 > z3 <- as.data.frame(cbind(x,m$residuals)) > names(z3) <- list('x','Residuals') > plot(z3,main='Scatterplot, lowess, and regression line') > lines(lowess(z3),col='red') > abline(m3) > grid() > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/49qme1321370244.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > m4 <- lm(m$fitted.values ~ m$residuals) > summary(m4) Call: lm(formula = m$fitted.values ~ m$residuals) Residuals: 1 2 3 4 5 6 7 -2.400e+01 -1.600e+01 -8.000e+00 -2.748e-13 8.000e+00 1.600e+01 2.400e+01 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 8.914e+01 7.155e+00 12.46 5.91e-05 *** m$residuals 1.994e-17 5.630e-01 0.00 1 --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 18.93 on 5 degrees of freedom Multiple R-squared: 0, Adjusted R-squared: -0.2 F-statistic: 0 on 1 and 5 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/56yh91321370244.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > myr <- as.ts(m$residuals) > z5 <- as.data.frame(cbind(lag(myr,1),myr)) > names(z5) <- list('Lagged Residuals','Residuals') > plot(z5,main='Lag plot') > m5 <- lm(z5) > summary(m5) Call: lm(formula = z5) Residuals: 2 3 4 5 6 7 -3.4715 -0.7456 7.4322 19.9654 0.8542 -24.0346 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 0.01231 7.06411 0.002 0.999 Residuals 0.27408 0.68369 0.401 0.709 Residual standard error: 16.16 on 4 degrees of freedom (2 observations deleted due to missingness) Multiple R-squared: 0.03863, Adjusted R-squared: -0.2017 F-statistic: 0.1607 on 1 and 4 DF, p-value: 0.709 > abline(m5) > grid() > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/6s6f61321370244.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(m$residuals,main='Residual Histogram',xlab='Residuals') > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/71kps1321370244.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/84dyd1321370244.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > acf(m$residuals,main='Residual Autocorrelation Function') > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/9o01v1321370244.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > qqnorm(x) > qqline(x) > grid() > dev.off() null device 1 > > #Note: the /var/wessaorg/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/wessaorg/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Simple Linear Regression',5,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'Statistics',1,TRUE) > a<-table.element(a,'Estimate',1,TRUE) > a<-table.element(a,'S.D.',1,TRUE) > a<-table.element(a,'T-STAT (H0: coeff=0)',1,TRUE) > a<-table.element(a,'P-value (two-sided)',1,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'constant term',header=TRUE) > a<-table.element(a,m$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/10asqt1321370244.tab") > > try(system("convert tmp/18b1o1321370244.ps tmp/18b1o1321370244.png",intern=TRUE)) character(0) > try(system("convert tmp/279qu1321370244.ps tmp/279qu1321370244.png",intern=TRUE)) character(0) > try(system("convert tmp/3ifr71321370244.ps tmp/3ifr71321370244.png",intern=TRUE)) character(0) > try(system("convert tmp/49qme1321370244.ps tmp/49qme1321370244.png",intern=TRUE)) character(0) > try(system("convert tmp/56yh91321370244.ps tmp/56yh91321370244.png",intern=TRUE)) character(0) > try(system("convert tmp/6s6f61321370244.ps tmp/6s6f61321370244.png",intern=TRUE)) character(0) > try(system("convert tmp/71kps1321370244.ps tmp/71kps1321370244.png",intern=TRUE)) character(0) > try(system("convert tmp/84dyd1321370244.ps tmp/84dyd1321370244.png",intern=TRUE)) character(0) > try(system("convert tmp/9o01v1321370244.ps tmp/9o01v1321370244.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 2.415 0.434 2.888