R version 2.6.0 (2007-10-03)
Copyright (C) 2007 The R Foundation for Statistical Computing
ISBN 3-900051-07-0

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.

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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(122302.01
+ ,109264.65
+ ,103674.75
+ ,103890.3
+ ,75512.66
+ ,83121.3
+ ,125096.81
+ ,74206.73
+ ,88481.63
+ ,111598.17
+ ,146919.48
+ ,150790.85
+ ,113780.5
+ ,110870.76
+ ,118785.32
+ ,112820.5
+ ,102188.92
+ ,97092.73
+ ,114067.82
+ ,89690.15
+ ,89267.9
+ ,96198.64
+ ,129599.75
+ ,169424.7
+ ,152510.91
+ ,121850.2
+ ,144737.64
+ ,121381.88
+ ,106894.86
+ ,94305.06
+ ,116800.42
+ ,77584.28
+ ,100680.88
+ ,106634.05
+ ,168390.77
+ ,211971.89
+ ,136163.28
+ ,168950.25
+ ,89816.88
+ ,85406.93
+ ,66055.52
+ ,73311.68
+ ,85674.51
+ ,82822.59
+ ,94277.63
+ ,100991.65
+ ,149245.88
+ ,208517.17
+ ,40733.51
+ ,121352.23
+ ,104020.11
+ ,99566.82
+ ,101352.17
+ ,106628.41
+ ,109696.95
+ ,248696.37
+ ,105628.33
+ ,120449.17
+ ,136547.7
+ ,140896.42
+ ,131509.91
+ ,95450.31
+ ,133592.64
+ ,110332.9
+ ,88110.54
+ ,64931.25
+ ,98446.22
+ ,84212.38
+ ,77519.55
+ ,124806.02
+ ,102185.94
+ ,151348.79
+ ,124378.28
+ ,101433.13
+ ,126724.22
+ ,87461.88
+ ,95288.27
+ ,129055.33
+ ,107753.06
+ ,96364.03
+ ,71662.75
+ ,125666.24
+ ,456841.51
+ ,167642.32
+ ,167154.73
+ ,139685.18
+ ,119275.2
+ ,122746.05
+ ,107337.43
+ ,112584.89
+ ,133183.08
+ ,121152.57
+ ,119815.6
+ ,122858.44
+ ,152077.17
+ ,157221.96
+ ,140435.08
+ ,101455.09
+ ,104791.29
+ ,77226.59
+ ,84477.43
+ ,66227.74
+ ,89076.23
+ ,108924.43
+ ,83926.11
+ ,91764.8
+ ,120892.76
+ ,129952.42
+ ,135865.14
+ ,105512.77
+ ,96486.62
+ ,78064.88
+ ,92370.22
+ ,98454.46
+ ,96703.93
+ ,83170.95)
> x <- c(589,606,566,487,442,463,547,432,513,602,637,913,576,634,563,513,483,477,524,470,427,537,662,1079,816,705,653,584,508,446,604,446,512,533,791,1206,783,567,473,412,314,323,438,429,468,518,555,816,673,593,569,505,447,433,549,553,505,601,706,852,643,448,551,476,416,331,435,395,405,619,596,889,668,555,620,472,460,417,582,525,507,750,899,1075,993,777,675,655,535,491,686,637,652,794,859,1049,1022,762,762,563,573,473,527,710,630,706,870,1069,1021,799,694,521,622,614,661,630)
> ylab = 'omzet'
> xlab = 'aantal'
> #'GNU S' R Code compiled by R2WASP v. 1.0.44 ()
> #Author: Prof. Dr. P. Wessa
> #To cite this work: Wessa P., (2007), Pearson Correlation (v1.0.2) in Free Statistics Software (v$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_correlation.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: Write here your technical program description (don't use hard returns!)
> postscript(file="/var/www/html/rcomp/tmp/1abml1196673916.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> histx <- hist(x, plot=FALSE)
> histy <- hist(y, plot=FALSE)
> maxcounts <- max(c(histx$counts, histx$counts))
> xrange <- c(min(x),max(x))
> yrange <- c(min(y),max(y))
> nf <- layout(matrix(c(2,0,1,3),2,2,byrow=TRUE), c(3,1), c(1,3), TRUE)
> par(mar=c(4,4,1,1))
> plot(x, y, xlim=xrange, ylim=yrange, xlab=xlab, ylab=ylab)
> par(mar=c(0,4,1,1))
> barplot(histx$counts, axes=FALSE, ylim=c(0, maxcounts), space=0)
> par(mar=c(4,0,1,1))
> barplot(histy$counts, axes=FALSE, xlim=c(0, maxcounts), space=0, horiz=TRUE)
> dev.off()
null device 
          1 
> lx = length(x)
> makebiased = (lx-1)/lx
> varx = var(x)*makebiased
> vary = var(y)*makebiased
> corxy <- cor.test(x,y,method='pearson')
> cxy <- as.matrix(corxy$estimate)[1,1]
> load(file='/var/www/html/rcomp/createtable')
> a<-table.start()
> a<-table.row.start(a)
> a<-table.element(a,'Pearson Product Moment Correlation - Ungrouped Data',3,TRUE)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a,'Statistic',1,TRUE)
> a<-table.element(a,'Variable X',1,TRUE)
> a<-table.element(a,'Variable Y',1,TRUE)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a,hyperlink('http://www.xycoon.com/arithmetic_mean.htm','Mean',''),header=TRUE)
> a<-table.element(a,mean(x))
> a<-table.element(a,mean(y))
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a,hyperlink('http://www.xycoon.com/biased.htm','Biased Variance',''),header=TRUE)
> a<-table.element(a,varx)
> a<-table.element(a,vary)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a,hyperlink('http://www.xycoon.com/biased1.htm','Biased Standard Deviation',''),header=TRUE)
> a<-table.element(a,sqrt(varx))
> a<-table.element(a,sqrt(vary))
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a,hyperlink('http://www.xycoon.com/covariance.htm','Covariance',''),header=TRUE)
> a<-table.element(a,cov(x,y),2)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a,hyperlink('http://www.xycoon.com/pearson_correlation.htm','Correlation',''),header=TRUE)
> a<-table.element(a,cxy,2)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a,hyperlink('http://www.xycoon.com/coeff_of_determination.htm','Determination',''),header=TRUE)
> a<-table.element(a,cxy*cxy,2)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a,hyperlink('http://www.xycoon.com/ttest_statistic.htm','T-Test',''),header=TRUE)
> a<-table.element(a,as.matrix(corxy$statistic)[1,1],2)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a,'p-value (2 sided)',header=TRUE)
> a<-table.element(a,(p2 <- as.matrix(corxy$p.value)[1,1]),2)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a,'p-value (1 sided)',header=TRUE)
> a<-table.element(a,p2/2,2)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a,'Degrees of Freedom',header=TRUE)
> a<-table.element(a,lx-2,2)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a,'Number of Observations',header=TRUE)
> a<-table.element(a,lx,2)
> a<-table.row.end(a)
> a<-table.end(a)
> table.save(a,file="/var/www/html/rcomp/tmp/2tl6l1196673917.tab") 
> 
> system("convert tmp/1abml1196673916.ps tmp/1abml1196673916.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.628   0.163   0.706