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Type 'q()' to quit R. > y <- c(1.2999,1.3074,1.3242,1.3516,1.3511,1.3419,1.3716,1.3622,1.3896,1.4227,1.4684,1.457,1.4718,1.4748,1.5527,1.575,1.5557,1.5553,1.577,1.4975,1.4369,1.3322,1.2732,1.3449,1.3239,1.2785,1.305,1.319,1.365,1.4016,1.4088,1.4268,1.4562,1.4816,1.4914,1.4614,1.4272,1.3686,1.3569,1.3406,1.2565,1.2208,1.277,1.2894,1.3067,1.3898,1.3661,1.322,1.336,1.3649,1.3999,1.4442,1.4349,1.4388,1.4264,1.4343,1.377,1.3706,1.3556,1.3179,1.2905,1.3224,1.3201,1.3162,1.2789,1.2526,1.2288,1.24,1.2856,1.2974) > x <- c(31/01/2007,28/02/2007,31/03/2007,30/04/2007,31/05/2007,30/06/2007,31/07/2007,31/08/2007,30/09/2007,31/10/2007,30/11/2007,31/12/2007,31/01/2008,29/02/2008,31/03/2008,30/04/2008,31/05/2008,30/06/2008,31/07/2008,31/08/2008,30/09/2008,31/10/2008,30/11/2008,31/12/2008,31/01/2009,28/02/2009,31/03/2009,30/04/2009,31/05/2009,30/06/2009,31/07/2009,31/08/2009,30/09/2009,31/10/2009,30/11/2009,31/12/2009,31/01/2010,28/02/2010,31/03/2010,30/04/2010,31/05/2010,30/06/2010,31/07/2010,31/08/2010,30/09/2010,31/10/2010,30/11/2010,31/12/2010,31/01/2011,28/02/2011,31/03/2011,30/04/2011,31/05/2011,30/06/2011,31/07/2011,31/08/2011,30/09/2011,31/10/2011,30/11/2011,31/12/2011,31/01/2012,29/02/2012,31/03/2012,30/04/2012,31/05/2012,30/06/2012,31/07/2012,31/08/2012,30/09/2012,31/10/2012) > par1 = '0' > par1 <- '0' > #'GNU S' R Code compiled by R2WASP v. 1.2.291 () > #Author: root > #To cite this work: Wessa P., (2012), Linear Regression Graphical Model Validation (v1.0.7) in Free Statistics Software (v$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_linear_regression.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > # > par1 <- as.numeric(par1) > library(lattice) > z <- as.data.frame(cbind(x,y)) > m <- lm(y~x) > summary(m) Call: lm(formula = y ~ x) Residuals: Min 1Q Median 3Q Max -0.15723 -0.05922 -0.01512 0.05781 0.19928 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 1.3826 0.0148 93.419 <2e-16 *** x -1.8534 2.6629 -0.696 0.489 --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 0.08638 on 68 degrees of freedom Multiple R-squared: 0.007074, Adjusted R-squared: -0.007528 F-statistic: 0.4844 on 1 and 68 DF, p-value: 0.4888 > postscript(file="/var/fisher/rcomp/tmp/1cklk1353441875.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(z,main='Scatterplot, lowess, and regression line') > lines(lowess(z),col='red') > abline(m) > grid() > dev.off() null device 1 > postscript(file="/var/fisher/rcomp/tmp/266ae1353441875.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > m2 <- lm(m$fitted.values ~ x) > summary(m2) Call: lm(formula = m$fitted.values ~ x) Residuals: Min 1Q Median 3Q Max -1.229e-16 -5.900e-17 2.497e-18 4.481e-17 2.504e-16 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 1.383e+00 1.209e-17 1.143e+17 <2e-16 *** x -1.853e+00 2.176e-15 -8.519e+14 <2e-16 *** --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 7.057e-17 on 68 degrees of freedom Multiple R-squared: 1, Adjusted R-squared: 1 F-statistic: 7.258e+29 on 1 and 68 DF, p-value: < 2.2e-16 > z2 <- as.data.frame(cbind(x,m$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/fisher/rcomp/tmp/3vwao1353441875.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 -0.15723 -0.05922 -0.01512 0.05781 0.19928 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 3.838e-18 1.480e-02 0 1 x -2.115e-16 2.663e+00 0 1 Residual standard error: 0.08638 on 68 degrees of freedom Multiple R-squared: 9.023e-34, Adjusted R-squared: -0.01471 F-statistic: 6.136e-32 on 1 and 68 DF, p-value: 1 > z3 <- as.data.frame(cbind(x,m$residuals)) > names(z3) <- list('x','Residuals') > plot(z3,main='Scatterplot, lowess, and regression line') > lines(lowess(z3),col='red') > abline(m3) > grid() > dev.off() null device 1 > postscript(file="/var/fisher/rcomp/tmp/4z75y1353441875.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > m4 <- lm(m$fitted.values ~ m$residuals) > summary(m4) Call: lm(formula = m$fitted.values ~ m$residuals) Residuals: Min 1Q Median 3Q Max -0.021247 -0.001490 0.002774 0.004308 0.005000 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 1.375e+00 8.714e-04 1578 <2e-16 *** m$residuals -1.081e-16 1.024e-02 0 1 --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 0.007291 on 68 degrees of freedom Multiple R-squared: 0, Adjusted R-squared: -0.01471 F-statistic: 0 on 1 and 68 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/fisher/rcomp/tmp/5zbwt1353441875.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > myr <- as.ts(m$residuals) > z5 <- as.data.frame(cbind(lag(myr,1),myr)) > names(z5) <- list('Lagged Residuals','Residuals') > plot(z5,main='Lag plot') > m5 <- lm(z5) > summary(m5) Call: lm(formula = z5) Residuals: Min 1Q Median 3Q Max -0.099236 -0.015908 0.002193 0.026079 0.084259 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) -0.0002977 0.0044970 -0.066 0.947 Residuals 0.9061277 0.0527957 17.163 <2e-16 *** --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 0.03735 on 67 degrees of freedom (2 observations deleted due to missingness) Multiple R-squared: 0.8147, Adjusted R-squared: 0.8119 F-statistic: 294.6 on 1 and 67 DF, p-value: < 2.2e-16 > abline(m5) > grid() > dev.off() null device 1 > postscript(file="/var/fisher/rcomp/tmp/64m361353441875.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(m$residuals,main='Residual Histogram',xlab='Residuals') > dev.off() null device 1 > postscript(file="/var/fisher/rcomp/tmp/7gtdl1353441875.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/fisher/rcomp/tmp/8bvfg1353441875.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > acf(m$residuals,main='Residual Autocorrelation Function') > dev.off() null device 1 > postscript(file="/var/fisher/rcomp/tmp/9bc2u1353441875.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > qqnorm(x) > qqline(x) > grid() > dev.off() null device 1 > > #Note: the /var/fisher/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/fisher/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Simple Linear Regression',5,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'Statistics',1,TRUE) > a<-table.element(a,'Estimate',1,TRUE) > a<-table.element(a,'S.D.',1,TRUE) > a<-table.element(a,'T-STAT (H0: coeff=0)',1,TRUE) > a<-table.element(a,'P-value (two-sided)',1,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'constant term',header=TRUE) > a<-table.element(a,m$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/fisher/rcomp/tmp/10ae8q1353441875.tab") > > try(system("convert tmp/1cklk1353441875.ps tmp/1cklk1353441875.png",intern=TRUE)) character(0) > try(system("convert tmp/266ae1353441875.ps tmp/266ae1353441875.png",intern=TRUE)) character(0) > try(system("convert tmp/3vwao1353441875.ps tmp/3vwao1353441875.png",intern=TRUE)) character(0) > try(system("convert tmp/4z75y1353441875.ps tmp/4z75y1353441875.png",intern=TRUE)) character(0) > try(system("convert tmp/5zbwt1353441875.ps tmp/5zbwt1353441875.png",intern=TRUE)) character(0) > try(system("convert tmp/64m361353441875.ps tmp/64m361353441875.png",intern=TRUE)) character(0) > try(system("convert tmp/7gtdl1353441875.ps tmp/7gtdl1353441875.png",intern=TRUE)) character(0) > try(system("convert tmp/8bvfg1353441875.ps tmp/8bvfg1353441875.png",intern=TRUE)) character(0) > try(system("convert tmp/9bc2u1353441875.ps tmp/9bc2u1353441875.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 5.434 1.213 6.653