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(53,86,66,67,76,78,53,80,74,76,79,54,67,54,87,58,75,88,64,57,66,68,54,56,86,80,76,69,78,67,80,54,71,84,74,71,63,71,76,69,74,75,54,52,69,68,65,75,74,75,72,67,63,62,63,76,74,67,73,70,53,77,77,52,54,80,66,73,63,69,67,54,81,69,84,80,70,69,77,54,79,30,71,73,72,77,75,69,54,70,73,54,77,82,80,80,69,78,81,76,76,73,85,66,79,68,76,71,54,46,82,74,88,38,76,86,54,70,69,90,54,76,89,76,73,79,90,74,81,72,71,66,77,65,74,82,54,63,54,64,69,54,84,86,77,89,76,60,75,73,85,79,71,72,69,78,54,69,81,84,84,69) > x <- c(12,11,14,12,21,12,22,11,10,13,10,8,15,14,10,14,14,11,10,13,7,14,12,14,11,9,11,15,14,13,9,15,10,11,13,8,20,12,10,10,9,14,8,14,11,13,9,11,15,11,10,14,18,14,11,12,13,9,10,15,20,12,12,14,13,11,17,12,13,14,13,15,13,10,11,19,13,17,13,9,11,10,9,12,12,13,13,12,15,22,13,15,13,15,10,11,16,11,11,10,10,16,12,11,16,19,11,16,15,24,14,15,11,15,12,10,14,13,9,15,15,14,11,8,11,11,8,10,11,13,11,20,10,15,12,14,23,14,16,11,12,10,14,12,12,11,12,13,11,19,12,17,9,12,19,18,15,14,11,9,18,16) > 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 -43.419 -4.527 1.401 6.365 21.221 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 82.6996 3.4248 24.147 < 2e-16 *** x -0.9280 0.2575 -3.604 0.000418 *** --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 10.35 on 160 degrees of freedom Multiple R-squared: 0.07508, Adjusted R-squared: 0.0693 F-statistic: 12.99 on 1 and 160 DF, p-value: 0.0004183 > postscript(file="/var/wessaorg/rcomp/tmp/1v66y1321409472.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/2qlml1321409472.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 -6.743e-14 -2.287e-15 3.910e-16 4.535e-15 8.692e-15 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 8.270e+01 2.184e-15 3.786e+16 <2e-16 *** x -9.280e-01 1.642e-16 -5.650e+15 <2e-16 *** --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 6.598e-15 on 160 degrees of freedom Multiple R-squared: 1, Adjusted R-squared: 1 F-statistic: 3.192e+31 on 1 and 160 DF, p-value: < 2.2e-16 > z2 <- as.data.frame(cbind(x,m$fitted.values)) > names(z2) <- list('x','Fitted') > plot(z2,main='Scatterplot, lowess, and regression line') > lines(lowess(z2),col='red') > abline(m2) > grid() > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/3y7gc1321409472.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > m3 <- lm(m$residuals ~ x) > summary(m3) Call: lm(formula = m$residuals ~ x) Residuals: Min 1Q Median 3Q Max -43.419 -4.527 1.401 6.365 21.221 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) -7.108e-17 3.425e+00 0 1 x -6.909e-19 2.575e-01 0 1 Residual standard error: 10.35 on 160 degrees of freedom Multiple R-squared: 1.831e-34, Adjusted R-squared: -0.00625 F-statistic: 2.93e-32 on 1 and 160 DF, p-value: 1 > z3 <- as.data.frame(cbind(x,m$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/4ye4w1321409472.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 -10.2826 -1.0025 0.8535 1.7816 5.4936 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 7.071e+01 2.316e-01 305.4 <2e-16 *** m$residuals 6.146e-17 2.252e-02 0.0 1 --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 2.947 on 160 degrees of freedom Multiple R-squared: 3.719e-29, Adjusted R-squared: -0.00625 F-statistic: 5.951e-27 on 1 and 160 DF, p-value: 1 > z4 <- as.data.frame(cbind(m$residuals,m$fitted.values)) > names(z4) <- list('Residuals','Fitted') > plot(z4,main='Scatterplot, lowess, and regression line') > lines(lowess(z4),col='red') > abline(m4) > grid() > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/5ux5h1321409472.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > myr <- as.ts(m$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 -43.324 -4.799 1.525 6.264 20.932 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 0.11507 0.80911 0.142 0.887 Residuals -0.03239 0.07846 -0.413 0.680 Residual standard error: 10.27 on 159 degrees of freedom (2 observations deleted due to missingness) Multiple R-squared: 0.00107, Adjusted R-squared: -0.005212 F-statistic: 0.1704 on 1 and 159 DF, p-value: 0.6803 > abline(m5) > grid() > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/6rtxk1321409472.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(m$residuals,main='Residual Histogram',xlab='Residuals') > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/7unt71321409472.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > if (par1 > 0) + { + densityplot(~m$residuals,col='black',main=paste('Density Plot bw = ',par1),bw=par1) + } else { + densityplot(~m$residuals,col='black',main='Density Plot') + } > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/8ifgd1321409472.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > acf(m$residuals,main='Residual Autocorrelation Function') > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/9lmbc1321409472.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/108yx61321409472.tab") > > try(system("convert tmp/1v66y1321409472.ps tmp/1v66y1321409472.png",intern=TRUE)) character(0) > try(system("convert tmp/2qlml1321409472.ps tmp/2qlml1321409472.png",intern=TRUE)) character(0) > try(system("convert tmp/3y7gc1321409472.ps tmp/3y7gc1321409472.png",intern=TRUE)) character(0) > try(system("convert tmp/4ye4w1321409472.ps tmp/4ye4w1321409472.png",intern=TRUE)) character(0) > try(system("convert tmp/5ux5h1321409472.ps tmp/5ux5h1321409472.png",intern=TRUE)) character(0) > try(system("convert tmp/6rtxk1321409472.ps tmp/6rtxk1321409472.png",intern=TRUE)) character(0) > try(system("convert tmp/7unt71321409472.ps tmp/7unt71321409472.png",intern=TRUE)) character(0) > try(system("convert tmp/8ifgd1321409472.ps tmp/8ifgd1321409472.png",intern=TRUE)) character(0) > try(system("convert tmp/9lmbc1321409472.ps tmp/9lmbc1321409472.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 2.455 0.433 2.898