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Type 'q()' to quit R. > y <- c(30,28,31,35,35,37,39,31,38,37,37,35,37,42,28,37,36,37,33,40,30,36,33,40,37,37,39,35,36,34,36,32,33,27,37,32,31,31,32,37,25,30,37,37,40,35,35,43,32,42,35,27,30,31,36,36,41,34,36,33,35,28,33,38,37,39,34,32,36,36,35,33,42,36,33,36,32,35,38,33,32,38,39,39,39,30,38,38,42,41,31,39,40,31,34,23,28,36,41,29,31,33,35,35,34,40,34,36,35,39,33,37,40,32,37,27,35,37,32,31,31,38,34,30,34,37,38,33,35,27,34,35,39,35,34,36,36,32,39,40,35,31,35,38,37,31,32,35,39,31,39,48,33,36,40,37,34,42,39,28,26,30,30,39,37,40,38,35,33,34,33,41,36,27,33,38,31,31,46,33,34,47,36,38,32,33,34,34,37,37,41,27,31,38,30,36,30,34,32,29,29,39,32,30,39,30,40,41,38,37,33,34,36,39,41,42,38,40,32,40,37,36,28,36,35,32,38,32,39,39,31,33,46,38,24,28,35,39,37,38,38,32,36,28,38,28,37,28,40,34,33,32,30,33,37,39,42,36,35,32,35,33,36,31,32,38,46,39,31,39,36,37,33,22,42,28,28,31,36,37,35,31,37,38,46,40,43,49,39,37,36,31,32,38,37,36,21,32,36,35,39,28,42,36,41,30,18,37,28,39,40,44,26,34,37,37,32,29,31,32,44,39,39,35,36,33,35,35,30,38) > x <- c(34,33,29,34,32,35,41,27,40,40,36,40,43,40,33,37,32,26,36,39,38,34,35,41,42,36,39,33,33,36,37,36,34,32,35,39,30,25,29,39,31,26,28,40,32,35,32,41,34,36,38,34,32,34,32,40,43,35,45,36,39,31,36,36,37,40,35,36,32,36,37,42,37,36,36,33,37,35,37,28,33,45,38,43,37,36,40,39,43,32,37,34,44,35,34,37,40,36,44,35,34,40,34,39,36,40,37,35,45,39,39,37,38,46,37,27,33,42,33,33,33,38,37,35,33,39,38,39,38,30,43,34,39,36,32,37,42,40,35,39,34,28,30,36,31,34,33,37,40,39,42,47,38,38,40,37,29,37,37,33,31,36,37,39,35,33,37,42,31,32,36,32,40,32,30,37,42,37,47,37,31,41,44,40,37,33,35,40,38,36,36,35,30,37,43,33,39,38,40,29,35,37,26,28,38,29,35,38,39,44,33,35,42,30,36,40,39,36,37,37,37,36,30,32,35,42,41,35,33,39,34,39,41,34,30,29,33,40,32,37,37,36,41,34,38,40,42,32,40,38,35,34,38,24,39,42,44,35,37,34,41,33,42,30,30,40,49,39,29,39,35,35,34,24,47,24,30,34,41,32,32,35,37,40,45,35,39,46,33,40,35,38,36,34,30,44,37,36,37,34,43,31,34,38,38,34,26,36,35,37,40,43,29,30,36,38,43,41,31,36,44,35,42,31,38,34,40,41,30,43) > par1 = '0' > ylab = 'US' > xlab = 'UC' > 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$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_linear_regression.wasp/ > #Source of accompanying publication: Office for Research, Development, and Education > # > par1 <- as.numeric(par1) > library(lattice) > z <- as.data.frame(cbind(x,y)) > m <- lm(y~x) > summary(m) Call: lm(formula = y ~ x) Residuals: Min 1Q Median 3Q Max -14.4441 -2.5354 0.4951 2.4951 9.4342 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 15.81818 1.72979 9.145 <2e-16 *** x 0.53043 0.04736 11.200 <2e-16 *** --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 3.844 on 328 degrees of freedom Multiple R-squared: 0.2766, Adjusted R-squared: 0.2744 F-statistic: 125.4 on 1 and 328 DF, p-value: < 2.2e-16 > postscript(file="/var/fisher/rcomp/tmp/1g6tx1381492768.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > plot(z,main='Scatterplot, lowess, and regression line') > lines(lowess(z),col='red') > abline(m) > grid() > dev.off() null device 1 > postscript(file="/var/fisher/rcomp/tmp/2r5yz1381492768.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > m2 <- lm(m$fitted.values ~ x) > summary(m2) Call: lm(formula = m$fitted.values ~ x) Residuals: Min 1Q Median 3Q Max -6.868e-15 -2.040e-16 9.040e-17 3.389e-16 2.541e-14 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 1.582e+01 8.149e-16 1.941e+16 <2e-16 *** x 5.304e-01 2.231e-17 2.377e+16 <2e-16 *** --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 1.811e-15 on 328 degrees of freedom Multiple R-squared: 1, Adjusted R-squared: 1 F-statistic: 5.651e+32 on 1 and 328 DF, p-value: < 2.2e-16 > z2 <- as.data.frame(cbind(x,m$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/3hisj1381492768.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 -14.4441 -2.5354 0.4951 2.4951 9.4342 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 1.949e-16 1.730e+00 0 1 x -7.908e-18 4.736e-02 0 1 Residual standard error: 3.844 on 328 degrees of freedom Multiple R-squared: 5.767e-34, Adjusted R-squared: -0.003049 F-statistic: 1.892e-31 on 1 and 328 DF, p-value: 1 > z3 <- as.data.frame(cbind(x,m$residuals)) > names(z3) <- list('x','Residuals') > plot(z3,main='Scatterplot, lowess, and regression line') > lines(lowess(z3),col='red') > abline(m3) > grid() > dev.off() null device 1 > postscript(file="/var/fisher/rcomp/tmp/43ozw1381492768.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > m4 <- lm(m$fitted.values ~ m$residuals) > summary(m4) Call: lm(formula = m$fitted.values ~ m$residuals) Residuals: Min 1Q Median 3Q Max -6.4970 -1.7231 -0.1318 1.4595 6.7638 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 3.505e+01 1.309e-01 267.8 <2e-16 *** m$residuals 2.826e-17 3.414e-02 0.0 1 --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 2.377 on 328 degrees of freedom Multiple R-squared: 2.724e-30, Adjusted R-squared: -0.003049 F-statistic: 8.934e-28 on 1 and 328 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/50y631381492768.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > myr <- as.ts(m$residuals) > z5 <- as.data.frame(cbind(lag(myr,1),myr)) > names(z5) <- list('Lagged Residuals','Residuals') > plot(z5,main='Lag plot') > m5 <- lm(z5) > summary(m5) Call: lm(formula = z5) Residuals: Min 1Q Median 3Q Max -14.2574 -2.3894 0.4333 2.4665 9.3134 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 0.01159 0.21151 0.055 0.956 Residuals 0.06280 0.05511 1.140 0.255 Residual standard error: 3.836 on 327 degrees of freedom (2 observations deleted due to missingness) Multiple R-squared: 0.003955, Adjusted R-squared: 0.0009093 F-statistic: 1.299 on 1 and 327 DF, p-value: 0.2553 > abline(m5) > grid() > dev.off() null device 1 > postscript(file="/var/fisher/rcomp/tmp/6faap1381492768.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > hist(m$residuals,main='Residual Histogram',xlab='Residuals') > dev.off() null device 1 > postscript(file="/var/fisher/rcomp/tmp/7yptj1381492768.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/8s2l01381492768.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > acf(m$residuals,main='Residual Autocorrelation Function') > dev.off() null device 1 > postscript(file="/var/fisher/rcomp/tmp/98zcu1381492768.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > qqnorm(x) > qqline(x) > grid() > dev.off() null device 1 > > #Note: the /var/fisher/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/fisher/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Simple Linear Regression',5,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'Statistics',1,TRUE) > a<-table.element(a,'Estimate',1,TRUE) > a<-table.element(a,'S.D.',1,TRUE) > a<-table.element(a,'T-STAT (H0: coeff=0)',1,TRUE) > a<-table.element(a,'P-value (two-sided)',1,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'constant term',header=TRUE) > a<-table.element(a,m$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/10ko2f1381492769.tab") > > try(system("convert tmp/1g6tx1381492768.ps tmp/1g6tx1381492768.png",intern=TRUE)) character(0) > try(system("convert tmp/2r5yz1381492768.ps tmp/2r5yz1381492768.png",intern=TRUE)) character(0) > try(system("convert tmp/3hisj1381492768.ps tmp/3hisj1381492768.png",intern=TRUE)) character(0) > try(system("convert tmp/43ozw1381492768.ps tmp/43ozw1381492768.png",intern=TRUE)) character(0) > try(system("convert tmp/50y631381492768.ps tmp/50y631381492768.png",intern=TRUE)) character(0) > try(system("convert tmp/6faap1381492768.ps tmp/6faap1381492768.png",intern=TRUE)) character(0) > try(system("convert tmp/7yptj1381492768.ps tmp/7yptj1381492768.png",intern=TRUE)) character(0) > try(system("convert tmp/8s2l01381492768.ps tmp/8s2l01381492768.png",intern=TRUE)) character(0) > try(system("convert tmp/98zcu1381492768.ps tmp/98zcu1381492768.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 4.643 0.662 5.299