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(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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > #Technical description: Write here your technical program description (don't use hard returns!) > par1 <- as.numeric(par1) > library(lattice) > z <- as.data.frame(cbind(x,y)) > m <- lm(y~x) > summary(m) Call: lm(formula = y ~ x) Residuals: Min 1Q Median 3Q Max -34.015 -12.013 4.295 9.908 25.985 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 46.6313 10.1064 4.614 0.00127 ** x -0.2616 0.1952 -1.340 0.21297 --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 18.94 on 9 degrees of freedom Multiple R-squared: 0.1664, Adjusted R-squared: 0.07378 F-statistic: 1.797 on 1 and 9 DF, p-value: 0.213 > postscript(file="/var/wessaorg/rcomp/tmp/1vgh21321398704.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(z,main='Scatterplot, lowess, and regression line') > lines(lowess(z),col='red') > abline(m) > grid() > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/2ybnw1321398704.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > m2 <- lm(m$fitted.values ~ x) > summary(m2) Call: lm(formula = m$fitted.values ~ x) Residuals: Min 1Q Median 3Q Max -4.826e-15 -2.620e-15 -2.033e-16 1.740e-15 1.102e-14 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 4.663e+01 2.441e-15 1.911e+16 <2e-16 *** x -2.616e-01 4.713e-17 -5.550e+15 <2e-16 *** --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 4.574e-15 on 9 degrees of freedom Multiple R-squared: 1, Adjusted R-squared: 1 F-statistic: 3.081e+31 on 1 and 9 DF, p-value: < 2.2e-16 > z2 <- as.data.frame(cbind(x,m$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/wessaorg/rcomp/tmp/36gcd1321398704.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 -34.015 -12.013 4.295 9.908 25.985 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 1.731e-15 1.011e+01 0 1 x -3.402e-17 1.952e-01 0 1 Residual standard error: 18.94 on 9 degrees of freedom Multiple R-squared: 2.221e-34, Adjusted R-squared: -0.1111 F-statistic: 1.999e-33 on 1 and 9 DF, p-value: 1 > z3 <- as.data.frame(cbind(x,m$residuals)) > names(z3) <- list('x','Residuals') > plot(z3,main='Scatterplot, lowess, and regression line') > lines(lowess(z3),col='red') > abline(m3) > grid() > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/4io021321398704.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > m4 <- lm(m$fitted.values ~ m$residuals) > summary(m4) Call: lm(formula = m$fitted.values ~ m$residuals) Residuals: Min 1Q Median 3Q Max -12.366 -7.134 3.329 7.253 8.561 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 3.545e+01 2.551e+00 13.9 2.19e-07 *** m$residuals 8.229e-17 1.489e-01 0.0 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: 3.134e-31, Adjusted R-squared: -0.1111 F-statistic: 2.82e-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/wessaorg/rcomp/tmp/5zg1z1321398704.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > myr <- as.ts(m$residuals) > z5 <- as.data.frame(cbind(lag(myr,1),myr)) > names(z5) <- list('Lagged Residuals','Residuals') > plot(z5,main='Lag plot') > m5 <- lm(z5) > summary(m5) Call: lm(formula = z5) Residuals: Min 1Q Median 3Q Max -34.125 -4.042 0.294 5.701 30.253 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) -2.7197 5.4564 -0.498 0.632 Residuals -0.2587 0.3098 -0.835 0.428 Residual standard error: 17.22 on 8 degrees of freedom (2 observations deleted due to missingness) Multiple R-squared: 0.08021, Adjusted R-squared: -0.03476 F-statistic: 0.6976 on 1 and 8 DF, p-value: 0.4278 > abline(m5) > grid() > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/6dtcy1321398704.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(m$residuals,main='Residual Histogram',xlab='Residuals') > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/7pgul1321398704.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/8dnx81321398704.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > acf(m$residuals,main='Residual Autocorrelation Function') > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/94fa31321398704.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > qqnorm(x) > qqline(x) > grid() > dev.off() null device 1 > > #Note: the /var/wessaorg/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/wessaorg/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Simple Linear Regression',5,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'Statistics',1,TRUE) > a<-table.element(a,'Estimate',1,TRUE) > a<-table.element(a,'S.D.',1,TRUE) > a<-table.element(a,'T-STAT (H0: coeff=0)',1,TRUE) > a<-table.element(a,'P-value (two-sided)',1,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'constant term',header=TRUE) > a<-table.element(a,m$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/10qyzw1321398704.tab") > > try(system("convert tmp/1vgh21321398704.ps tmp/1vgh21321398704.png",intern=TRUE)) character(0) > try(system("convert tmp/2ybnw1321398704.ps tmp/2ybnw1321398704.png",intern=TRUE)) character(0) > try(system("convert tmp/36gcd1321398704.ps tmp/36gcd1321398704.png",intern=TRUE)) character(0) > try(system("convert tmp/4io021321398704.ps tmp/4io021321398704.png",intern=TRUE)) character(0) > try(system("convert tmp/5zg1z1321398704.ps tmp/5zg1z1321398704.png",intern=TRUE)) character(0) > try(system("convert tmp/6dtcy1321398704.ps tmp/6dtcy1321398704.png",intern=TRUE)) character(0) > try(system("convert tmp/7pgul1321398704.ps tmp/7pgul1321398704.png",intern=TRUE)) character(0) > try(system("convert tmp/8dnx81321398704.ps tmp/8dnx81321398704.png",intern=TRUE)) character(0) > try(system("convert tmp/94fa31321398704.ps tmp/94fa31321398704.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 2.346 0.492 2.855