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(76035,74427,73354,73081,75309,75463,75910,76151,76882,78632,80137,82490,79896,81303,79344,81355,82328,79669,77249,75101,72520,72438,72653,71429,69189,66451,63354,61379,61880,62274,62429,63905,63917,64295,61930,60440,59353,58695,60569,60386,60938,61795,63304,64270,63492,61333,59341,58412,58725,59277,58562,57858,58790,58243,57044,57339,59429,60575,61950,61712) > x <- c(89924,31795,27922,59954,52150,39964,34604,51106,52593,68794,47124,32315,42248,36088,52744,72586,92334,80761,71078,63713,57122,55243,62143,62708,62474,64250,71866,69886,58724,55298,52594,54854,54694,49298,44659,43657,47002,47042,48959,49750,54048,60067,68929,74617,75940,72762,75621,73008,74196,78878,83812,91624,89388,110410,113857,112060,117236,132810,137699,146409) > 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 -11349 -6615 -1984 4987 18038 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 7.602e+04 2.751e+03 27.634 < 2e-16 *** x -1.270e-01 3.801e-02 -3.343 0.00146 ** --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 7623 on 58 degrees of freedom Multiple R-squared: 0.1615, Adjusted R-squared: 0.1471 F-statistic: 11.17 on 1 and 58 DF, p-value: 0.001458 > postscript(file="/var/wessaorg/rcomp/tmp/1b0ys1321388749.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/26tx41321388749.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 -3.813e-11 -2.579e-12 6.110e-13 3.525e-12 8.593e-12 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 7.602e+04 2.266e-12 3.354e+16 <2e-16 *** x -1.270e-01 3.131e-17 -4.057e+15 <2e-16 *** --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 6.28e-12 on 58 degrees of freedom Multiple R-squared: 1, Adjusted R-squared: 1 F-statistic: 1.646e+31 on 1 and 58 DF, p-value: < 2.2e-16 > z2 <- as.data.frame(cbind(x,m$fitted.values)) > names(z2) <- list('x','Fitted') > plot(z2,main='Scatterplot, lowess, and regression line') > lines(lowess(z2),col='red') > abline(m2) > grid() > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/30h3q1321388749.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > m3 <- lm(m$residuals ~ x) > summary(m3) Call: lm(formula = m$residuals ~ x) Residuals: Min 1Q Median 3Q Max -11349 -6615 -1984 4987 18038 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 4.865e-13 2.751e+03 0 1 x -3.007e-18 3.801e-02 0 1 Residual standard error: 7623 on 58 degrees of freedom Multiple R-squared: 1.908e-33, Adjusted R-squared: -0.01724 F-statistic: 1.107e-31 on 1 and 58 DF, p-value: 1 > z3 <- as.data.frame(cbind(x,m$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/4xobe1321388749.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 -10014 -1030 671 2137 5040 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 6.743e+04 4.319e+02 156.1 <2e-16 *** m$residuals -7.662e-17 5.763e-02 0.0 1 --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 3346 on 58 degrees of freedom Multiple R-squared: 2.087e-29, Adjusted R-squared: -0.01724 F-statistic: 1.211e-27 on 1 and 58 DF, p-value: 1 > z4 <- as.data.frame(cbind(m$residuals,m$fitted.values)) > names(z4) <- list('Residuals','Fitted') > plot(z4,main='Scatterplot, lowess, and regression line') > lines(lowess(z4),col='red') > abline(m4) > grid() > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/524m11321388749.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > myr <- as.ts(m$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 -8147.0 -1243.0 -206.7 1443.7 5288.8 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) -125.71418 295.92645 -0.425 0.673 Residuals 0.93703 0.03926 23.867 <2e-16 *** --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 2273 on 57 degrees of freedom (2 observations deleted due to missingness) Multiple R-squared: 0.909, Adjusted R-squared: 0.9074 F-statistic: 569.6 on 1 and 57 DF, p-value: < 2.2e-16 > abline(m5) > grid() > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/6y6d21321388749.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(m$residuals,main='Residual Histogram',xlab='Residuals') > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/76slp1321388749.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > if (par1 > 0) + { + densityplot(~m$residuals,col='black',main=paste('Density Plot bw = ',par1),bw=par1) + } else { + densityplot(~m$residuals,col='black',main='Density Plot') + } > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/8q4m21321388749.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > acf(m$residuals,main='Residual Autocorrelation Function') > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/94lub1321388749.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/10frfg1321388749.tab") > > try(system("convert tmp/1b0ys1321388749.ps tmp/1b0ys1321388749.png",intern=TRUE)) character(0) > try(system("convert tmp/26tx41321388749.ps tmp/26tx41321388749.png",intern=TRUE)) character(0) > try(system("convert tmp/30h3q1321388749.ps tmp/30h3q1321388749.png",intern=TRUE)) character(0) > try(system("convert tmp/4xobe1321388749.ps tmp/4xobe1321388749.png",intern=TRUE)) character(0) > try(system("convert tmp/524m11321388749.ps tmp/524m11321388749.png",intern=TRUE)) character(0) > try(system("convert tmp/6y6d21321388749.ps tmp/6y6d21321388749.png",intern=TRUE)) character(0) > try(system("convert tmp/76slp1321388749.ps tmp/76slp1321388749.png",intern=TRUE)) character(0) > try(system("convert tmp/8q4m21321388749.ps tmp/8q4m21321388749.png",intern=TRUE)) character(0) > try(system("convert tmp/94lub1321388749.ps tmp/94lub1321388749.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 2.428 0.431 2.879