R version 2.12.1 (2010-12-16) Copyright (C) 2010 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(13,6.666666667,7,7.5,15.5,15,10.5,6,9,12,12,4.5,6,5.5,12,7,7,6,7,5,5,4.5,4.5,3.5,4.75,4.75,10,4,6,3,7,9,7,7,8,7,6,7,13,4,10,3,4.5,8.52,5.2,4,10.4,5,7.2,7.4,12,7.3,12.3,8,12.3,5.5,9,5.4,3.3,10) > 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 -4.391 -2.497 -0.496 1.794 7.995 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 7.5834700 0.6292266 12.05 <2e-16 *** x -0.0004375 0.0022982 -0.19 0.85 --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 3.12 on 58 degrees of freedom Multiple R-squared: 0.0006245, Adjusted R-squared: -0.01661 F-statistic: 0.03625 on 1 and 58 DF, p-value: 0.8497 > postscript(file="/var/www/rcomp/tmp/10shr1321899945.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/www/rcomp/tmp/20icl1321899945.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 -2.198e-15 -3.054e-16 -1.327e-17 2.665e-16 1.338e-15 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 7.583e+00 1.016e-16 7.463e+16 <2e-16 *** x -4.375e-04 3.711e-19 -1.179e+15 <2e-16 *** --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 5.039e-16 on 58 degrees of freedom Multiple R-squared: 1, Adjusted R-squared: 1 F-statistic: 1.39e+30 on 1 and 58 DF, p-value: < 2.2e-16 > z2 <- as.data.frame(cbind(x,m$fitted.values)) > names(z2) <- list('x','Fitted') > plot(z2,main='Scatterplot, lowess, and regression line') > lines(lowess(z2),col='red') > abline(m2) > grid() > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/306qj1321899945.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > m3 <- lm(m$residuals ~ x) > summary(m3) Call: lm(formula = m$residuals ~ x) Residuals: Min 1Q Median 3Q Max -4.391 -2.497 -0.496 1.794 7.995 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 4.152e-16 6.292e-01 0 1 x -8.327e-19 2.298e-03 0 1 Residual standard error: 3.12 on 58 degrees of freedom Multiple R-squared: 1.146e-32, Adjusted R-squared: -0.01724 F-statistic: 6.645e-31 on 1 and 58 DF, p-value: 1 > z3 <- as.data.frame(cbind(x,m$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/www/rcomp/tmp/4om2x1321899945.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 -0.23613 -0.04580 0.02202 0.06140 0.08240 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 7.491e+00 1.007e-02 743.9 <2e-16 *** m$residuals 2.683e-19 3.282e-03 0.0 1 --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 0.078 on 58 degrees of freedom Multiple R-squared: 7.242e-28, Adjusted R-squared: -0.01724 F-statistic: 4.201e-26 on 1 and 58 DF, p-value: 1 > z4 <- as.data.frame(cbind(m$residuals,m$fitted.values)) > names(z4) <- list('Residuals','Fitted') > plot(z4,main='Scatterplot, lowess, and regression line') > lines(lowess(z4),col='red') > abline(m4) > grid() > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/5miwz1321899945.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > myr <- as.ts(m$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 -4.6263 -2.3108 -0.4712 1.7687 8.0883 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) -0.08642 0.39431 -0.219 0.827 Residuals 0.14343 0.12823 1.118 0.268 Residual standard error: 3.028 on 57 degrees of freedom (2 observations deleted due to missingness) Multiple R-squared: 0.02148, Adjusted R-squared: 0.00431 F-statistic: 1.251 on 1 and 57 DF, p-value: 0.2680 > abline(m5) > grid() > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/61fha1321899945.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(m$residuals,main='Residual Histogram',xlab='Residuals') > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/79l241321899945.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > if (par1 > 0) + { + densityplot(~m$residuals,col='black',main=paste('Density Plot bw = ',par1),bw=par1) + } else { + densityplot(~m$residuals,col='black',main='Density Plot') + } > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/8gk5g1321899945.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > acf(m$residuals,main='Residual Autocorrelation Function') > dev.off() null device 1 > postscript(file="/var/www/rcomp/tmp/9cn8c1321899945.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/www/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/www/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/www/rcomp/tmp/105ky61321899945.tab") > > try(system("convert tmp/10shr1321899945.ps tmp/10shr1321899945.png",intern=TRUE)) character(0) > try(system("convert tmp/20icl1321899945.ps tmp/20icl1321899945.png",intern=TRUE)) character(0) > try(system("convert tmp/306qj1321899945.ps tmp/306qj1321899945.png",intern=TRUE)) character(0) > try(system("convert tmp/4om2x1321899945.ps tmp/4om2x1321899945.png",intern=TRUE)) character(0) > try(system("convert tmp/5miwz1321899945.ps tmp/5miwz1321899945.png",intern=TRUE)) character(0) > try(system("convert tmp/61fha1321899945.ps tmp/61fha1321899945.png",intern=TRUE)) character(0) > try(system("convert tmp/79l241321899945.ps tmp/79l241321899945.png",intern=TRUE)) character(0) > try(system("convert tmp/8gk5g1321899945.ps tmp/8gk5g1321899945.png",intern=TRUE)) character(0) > try(system("convert tmp/9cn8c1321899945.ps tmp/9cn8c1321899945.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 3.264 0.512 3.784