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(94,85.5,86,94,109,118,72,140,102.8,99.8,80,106,122,161,135,140,140,135,109,135,135,90,90,81,104,104,135,81,126,140,120,120,110,108,120,118,85,94,72.6,78,65,130,70,78.5,93.5,80,78.8,90.3,87.7,107,90,103,126,98,128,132,94,111,95,155) > x <- c(129.99,59.99,49.99,84.99,179.99,329.99,25.99,499.99,89.99,119.99,79.99,199.99,449.99,549.99,529.99,639.99,749.99,399.99,169.99,189.99,199.99,69.99,69.99,109.99,159.99,159.99,199.99,75,349.99,439.99,309.99,379.99,349.99,169.99,239.99,229.99,69.99,99.99,29.99,39.99,21.99,499.99,29.99,29.99,49.99,49.99,55.99,59.99,79.99,139.99,159.99,169.99,229.99,249.99,309.99,499.99,65.99,89.99,89.99,449.99) > 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 -26.9964 -9.0631 0.2912 6.2982 30.8053 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 82.888068 2.443163 33.93 <2e-16 *** x 0.112146 0.008924 12.57 <2e-16 *** --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 12.12 on 58 degrees of freedom Multiple R-squared: 0.7314, Adjusted R-squared: 0.7268 F-statistic: 157.9 on 1 and 58 DF, p-value: < 2.2e-16 > postscript(file="/var/wessaorg/rcomp/tmp/14ujr1321899892.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/2y6a51321899892.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 -4.065e-14 -4.210e-15 -2.820e-16 4.451e-15 2.100e-14 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 8.289e+01 1.561e-15 5.310e+16 <2e-16 *** x 1.121e-01 5.702e-18 1.967e+16 <2e-16 *** --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 7.741e-15 on 58 degrees of freedom Multiple R-squared: 1, Adjusted R-squared: 1 F-statistic: 3.869e+32 on 1 and 58 DF, p-value: < 2.2e-16 > z2 <- as.data.frame(cbind(x,m$fitted.values)) > names(z2) <- list('x','Fitted') > plot(z2,main='Scatterplot, lowess, and regression line') > lines(lowess(z2),col='red') > abline(m2) > grid() > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/38rzm1321899892.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > m3 <- lm(m$residuals ~ x) > summary(m3) Call: lm(formula = m$residuals ~ x) Residuals: Min 1Q Median 3Q Max -26.9964 -9.0631 0.2912 6.2982 30.8053 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) -3.732e-16 2.443e+00 0 1 x 1.158e-19 8.924e-03 0 1 Residual standard error: 12.12 on 58 degrees of freedom Multiple R-squared: 2.494e-34, Adjusted R-squared: -0.01724 F-statistic: 1.446e-32 on 1 and 58 DF, p-value: 1 > z3 <- as.data.frame(cbind(x,m$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/4crto1321899892.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 -21.121 -15.738 -5.645 11.738 60.521 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 1.065e+02 2.581e+00 41.25 <2e-16 *** m$residuals 3.760e-17 2.167e-01 0.00 1 --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 19.99 on 58 degrees of freedom Multiple R-squared: 1.167e-30, Adjusted R-squared: -0.01724 F-statistic: 6.77e-29 on 1 and 58 DF, p-value: 1 > z4 <- as.data.frame(cbind(m$residuals,m$fitted.values)) > names(z4) <- list('Residuals','Fitted') > plot(z4,main='Scatterplot, lowess, and regression line') > lines(lowess(z4),col='red') > abline(m4) > grid() > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/547ov1321899892.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > myr <- as.ts(m$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 -24.6000 -9.2528 0.7622 6.5996 29.4729 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 0.1218 1.5684 0.078 0.938 Residuals 0.1718 0.1343 1.279 0.206 Residual standard error: 12.04 on 57 degrees of freedom (2 observations deleted due to missingness) Multiple R-squared: 0.02789, Adjusted R-squared: 0.01084 F-statistic: 1.636 on 1 and 57 DF, p-value: 0.2061 > abline(m5) > grid() > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/6siod1321899892.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(m$residuals,main='Residual Histogram',xlab='Residuals') > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/7m4jn1321899892.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > if (par1 > 0) + { + densityplot(~m$residuals,col='black',main=paste('Density Plot bw = ',par1),bw=par1) + } else { + densityplot(~m$residuals,col='black',main='Density Plot') + } > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/8czpg1321899892.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > acf(m$residuals,main='Residual Autocorrelation Function') > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/9u88s1321899892.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/10eixm1321899892.tab") > > try(system("convert tmp/14ujr1321899892.ps tmp/14ujr1321899892.png",intern=TRUE)) character(0) > try(system("convert tmp/2y6a51321899892.ps tmp/2y6a51321899892.png",intern=TRUE)) character(0) > try(system("convert tmp/38rzm1321899892.ps tmp/38rzm1321899892.png",intern=TRUE)) character(0) > try(system("convert tmp/4crto1321899892.ps tmp/4crto1321899892.png",intern=TRUE)) character(0) > try(system("convert tmp/547ov1321899892.ps tmp/547ov1321899892.png",intern=TRUE)) character(0) > try(system("convert tmp/6siod1321899892.ps tmp/6siod1321899892.png",intern=TRUE)) character(0) > try(system("convert tmp/7m4jn1321899892.ps tmp/7m4jn1321899892.png",intern=TRUE)) character(0) > try(system("convert tmp/8czpg1321899892.ps tmp/8czpg1321899892.png",intern=TRUE)) character(0) > try(system("convert tmp/9u88s1321899892.ps tmp/9u88s1321899892.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 2.527 0.429 2.989