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Type 'q()' to quit R. > y <- c(41,39,50,40,43,38,44,35,39,35,29,49,50,59,63,32,39,47,53,60,57,52,70,90,74,62,55,84,94,70,108,139,120,97,126,149,158,124,140,109,114,77,120,133,110,92,97,78,99,107,112,90,98,125,155,190,236,189,174,178,136,161,171,149,184,155,276,224,213,279,268,287,238,213,257,293,212,246,353,339,308,247,257,322,298,273,312,249,286,279,309,401,309,328,353,354,327,324,285,243,241,287,355,460,364,487,452,391,500,451,375,372,302,316,398,394,431,431) > x <- c(1,2,3,4,5,6,7,8,9,10,11,12,1,2,3,4,5,6,7,8,9,10,11,12,1,2,3,4,5,6,7,8,9,10,11,12,1,2,3,4,5,6,7,8,9,10,11,12,1,2,3,4,5,6,7,8,9,10,11,12,1,2,3,4,5,6,7,8,9,10,11,12,1,2,3,4,5,6,7,8,9,10,11,12,1,2,3,4,5,6,7,8,9,10,11,12,1,2,3,4,5,6,7,8,9,10,11,12,1,2,3,4,5,6,7,8,9,10) > 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 -187.50 -116.87 -29.75 101.26 327.59 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 168.006 24.999 6.721 7.12e-10 *** x 4.409 3.439 1.282 0.202 --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 127.7 on 116 degrees of freedom Multiple R-squared: 0.01397, Adjusted R-squared: 0.005468 F-statistic: 1.643 on 1 and 116 DF, p-value: 0.2024 > postscript(file="/var/wessaorg/rcomp/tmp/1jugj1322054499.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/2r84w1322054499.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 -3.310e-14 -1.561e-14 -2.872e-15 7.853e-15 2.673e-13 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 1.680e+02 5.884e-15 2.856e+16 <2e-16 *** x 4.409e+00 8.094e-16 5.447e+15 <2e-16 *** --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 3.005e-14 on 116 degrees of freedom Multiple R-squared: 1, Adjusted R-squared: 1 F-statistic: 2.967e+31 on 1 and 116 DF, p-value: < 2.2e-16 > z2 <- as.data.frame(cbind(x,m$fitted.values)) > names(z2) <- list('x','Fitted') > plot(z2,main='Scatterplot, lowess, and regression line') > lines(lowess(z2),col='red') > abline(m2) > grid() > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/3bozh1322054499.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > m3 <- lm(m$residuals ~ x) > summary(m3) Call: lm(formula = m$residuals ~ x) Residuals: Min 1Q Median 3Q Max -187.50 -116.87 -29.75 101.26 327.59 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 5.508e-15 2.500e+01 0 1 x -8.131e-16 3.439e+00 0 1 Residual standard error: 127.7 on 116 degrees of freedom Multiple R-squared: 1.466e-33, Adjusted R-squared: -0.008621 F-statistic: 1.7e-31 on 1 and 116 DF, p-value: 1 > z3 <- as.data.frame(cbind(x,m$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/4og3j1322054499.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 -23.873 -13.954 -1.831 11.395 24.621 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 1.963e+02 1.399e+00 140.3 <2e-16 *** m$residuals 1.925e-18 1.105e-02 0.0 1 --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 15.2 on 116 degrees of freedom Multiple R-squared: 1.929e-30, Adjusted R-squared: -0.008621 F-statistic: 2.238e-28 on 1 and 116 DF, p-value: 1 > z4 <- as.data.frame(cbind(m$residuals,m$fitted.values)) > names(z4) <- list('Residuals','Fitted') > plot(z4,main='Scatterplot, lowess, and regression line') > lines(lowess(z4),col='red') > abline(m4) > grid() > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/5ff9z1322054499.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > myr <- as.ts(m$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 -90.47 -26.03 -4.43 23.05 163.10 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 2.90067 3.95679 0.733 0.465 Residuals 0.95000 0.03152 30.138 <2e-16 *** --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 42.79 on 115 degrees of freedom (2 observations deleted due to missingness) Multiple R-squared: 0.8876, Adjusted R-squared: 0.8866 F-statistic: 908.3 on 1 and 115 DF, p-value: < 2.2e-16 > abline(m5) > grid() > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/6c8wy1322054499.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(m$residuals,main='Residual Histogram',xlab='Residuals') > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/7d6g31322054499.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > if (par1 > 0) + { + densityplot(~m$residuals,col='black',main=paste('Density Plot bw = ',par1),bw=par1) + } else { + densityplot(~m$residuals,col='black',main='Density Plot') + } > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/8sxqc1322054499.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > acf(m$residuals,main='Residual Autocorrelation Function') > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/9s6vj1322054499.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/10e0fq1322054499.tab") > > try(system("convert tmp/1jugj1322054499.ps tmp/1jugj1322054499.png",intern=TRUE)) character(0) > try(system("convert tmp/2r84w1322054499.ps tmp/2r84w1322054499.png",intern=TRUE)) character(0) > try(system("convert tmp/3bozh1322054499.ps tmp/3bozh1322054499.png",intern=TRUE)) character(0) > try(system("convert tmp/4og3j1322054499.ps tmp/4og3j1322054499.png",intern=TRUE)) character(0) > try(system("convert tmp/5ff9z1322054499.ps tmp/5ff9z1322054499.png",intern=TRUE)) character(0) > try(system("convert tmp/6c8wy1322054499.ps tmp/6c8wy1322054499.png",intern=TRUE)) character(0) > try(system("convert tmp/7d6g31322054499.ps tmp/7d6g31322054499.png",intern=TRUE)) character(0) > try(system("convert tmp/8sxqc1322054499.ps tmp/8sxqc1322054499.png",intern=TRUE)) character(0) > try(system("convert tmp/9s6vj1322054499.ps tmp/9s6vj1322054499.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 2.718 0.567 3.374