Call: lm(formula = LYL ~ LKL) Residuals: Min 1Q Median 3Q Max -0.061408 -0.021241 -0.004331 0.023106 0.065288 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 0.026196 0.004441 5.899 2.95e-07 *** LKL 0.440466 0.023333 18.878 < 2e-16 *** --- Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1 Residual standard error: 0.03222 on 51 degrees of freedom Multiple R-squared: 0.8748, Adjusted R-squared: 0.8723 F-statistic: 356.4 on 1 and 51 DF, p-value: < 2.2e-16 > > # 誤差項の仮定をテストする統計量 > fv <- result$fitted.values > bptest(result,~fv**2) studentized Breusch-Pagan test data: result BP = 5.8522, df = 1, p-value = 0.01556 > dwtest(result) Durbin-Watson test data: result DW = 1.8724, p-value = 0.2707 alternative hypothesis: true autocorrelation is greater than 0 > e <- residuals(result) > jarque.bera.test(e) Jarque Bera Test data: e X-squared = 1.1973, df = 2, p-value = 0.5496 > reset(result) RESET test data: result RESET = 0.374, df1 = 2, df2 = 49, p-value = 0.6899 > logLik(result) 'log Lik.' 107.8825 (df=3) > AIC(result) [1] -209.765 > >