R version 2.6.1 (2007-11-26)
Copyright (C) 2007 The R Foundation for Statistical Computing
ISBN 3-900051-07-0

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> x <- array(list(1
+ ,0.76
+ ,0.9383
+ ,25.62
+ ,1.04
+ ,0.77
+ ,0.9217
+ ,27.5
+ ,1.02
+ ,0.76
+ ,0.9095
+ ,24.5
+ ,1.07
+ ,0.77
+ ,0.892
+ ,25.66
+ ,1.12
+ ,0.78
+ ,0.8742
+ ,28.31
+ ,1.08
+ ,0.79
+ ,0.8532
+ ,27.85
+ ,1.02
+ ,0.78
+ ,0.8607
+ ,24.61
+ ,1.01
+ ,0.76
+ ,0.9005
+ ,25.68
+ ,1.04
+ ,0.78
+ ,0.9111
+ ,25.62
+ ,0.98
+ ,0.76
+ ,0.9059
+ ,20.54
+ ,0.95
+ ,0.74
+ ,0.8883
+ ,18.8
+ ,0.94
+ ,0.73
+ ,0.8924
+ ,18.71
+ ,0.94
+ ,0.72
+ ,0.8833
+ ,19.46
+ ,0.96
+ ,0.71
+ ,0.87
+ ,20.12
+ ,0.97
+ ,0.73
+ ,0.8758
+ ,23.54
+ ,1.03
+ ,0.75
+ ,0.8858
+ ,25.6
+ ,1.01
+ ,0.75
+ ,0.917
+ ,25.39
+ ,0.99
+ ,0.72
+ ,0.9554
+ ,24.09
+ ,1
+ ,0.72
+ ,0.9922
+ ,25.69
+ ,1
+ ,0.72
+ ,0.9778
+ ,26.56
+ ,1.02
+ ,0.74
+ ,0.9808
+ ,28.33
+ ,1.01
+ ,0.78
+ ,0.9811
+ ,27.5
+ ,0.99
+ ,0.74
+ ,1.0014
+ ,24.23
+ ,0.98
+ ,0.74
+ ,1.0183
+ ,28.23
+ ,1.01
+ ,0.75
+ ,1.0622
+ ,31.29
+ ,1.03
+ ,0.78
+ ,1.0773
+ ,32.72
+ ,1.03
+ ,0.81
+ ,1.0807
+ ,30.46
+ ,1
+ ,0.75
+ ,1.0848
+ ,24.89
+ ,0.96
+ ,0.7
+ ,1.1582
+ ,25.68
+ ,0.97
+ ,0.71
+ ,1.1663
+ ,27.52
+ ,0.98
+ ,0.71
+ ,1.1372
+ ,28.4
+ ,1.02
+ ,0.73
+ ,1.1139
+ ,29.71
+ ,1.04
+ ,0.74
+ ,1.1222
+ ,26.85
+ ,1.01
+ ,0.74
+ ,1.1692
+ ,29.62
+ ,1.01
+ ,0.75
+ ,1.1702
+ ,28.69
+ ,1
+ ,0.74
+ ,1.2286
+ ,29.76
+ ,1.01
+ ,0.74
+ ,1.2613
+ ,31.3
+ ,1.02
+ ,0.73
+ ,1.2646
+ ,30.86
+ ,1.03
+ ,0.76
+ ,1.2262
+ ,33.46
+ ,1.06
+ ,0.8
+ ,1.1985
+ ,33.15
+ ,1.12
+ ,0.83
+ ,1.2007
+ ,37.99
+ ,1.12
+ ,0.81
+ ,1.2138
+ ,35.24
+ ,1.13
+ ,0.83
+ ,1.2266
+ ,38.24
+ ,1.13
+ ,0.88
+ ,1.2176
+ ,43.16
+ ,1.13
+ ,0.89
+ ,1.2218
+ ,43.33
+ ,1.17
+ ,0.93
+ ,1.249
+ ,49.67
+ ,1.14
+ ,0.91
+ ,1.2991
+ ,43.17
+ ,1.08
+ ,0.9
+ ,1.3408
+ ,39.56
+ ,1.07
+ ,0.86
+ ,1.3119
+ ,44.36
+ ,1.12
+ ,0.88
+ ,1.3014
+ ,45.22
+ ,1.14
+ ,0.93
+ ,1.3201
+ ,53.1
+ ,1.21
+ ,0.98
+ ,1.2938
+ ,52.1
+ ,1.2
+ ,0.97
+ ,1.2694
+ ,48.52
+ ,1.23
+ ,1.03
+ ,1.2165
+ ,54.84
+ ,1.29
+ ,1.06
+ ,1.2037
+ ,57.57
+ ,1.31
+ ,1.06
+ ,1.2292
+ ,64.14
+ ,1.37
+ ,1.08
+ ,1.2256
+ ,62.85
+ ,1.35
+ ,1.09
+ ,1.2015
+ ,58.75
+ ,1.26
+ ,1.04
+ ,1.1786
+ ,55.33
+ ,1.26
+ ,1
+ ,1.1856
+ ,57.03
+ ,1.28
+ ,1.01
+ ,1.2103
+ ,63.18
+ ,1.28
+ ,1.02
+ ,1.1938
+ ,60.19
+ ,1.27
+ ,1.04
+ ,1.202
+ ,62.12
+ ,1.35
+ ,1.06
+ ,1.2271
+ ,70.12
+ ,1.37
+ ,1.06
+ ,1.277
+ ,69.75
+ ,1.37
+ ,1.06
+ ,1.265
+ ,68.56
+ ,1.4
+ ,1.06
+ ,1.2684
+ ,73.77
+ ,1.4
+ ,1.06
+ ,1.2811
+ ,73.23
+ ,1.28
+ ,1.02
+ ,1.2727
+ ,61.96
+ ,1.23
+ ,0.98
+ ,1.2611
+ ,57.81
+ ,1.23
+ ,0.99
+ ,1.2881
+ ,58.76
+ ,1.25
+ ,0.99
+ ,1.3213
+ ,62.47
+ ,1.21
+ ,0.94
+ ,1.2999
+ ,53.68
+ ,1.22
+ ,0.96
+ ,1.3074
+ ,57.56
+ ,1.29
+ ,0.98
+ ,1.3242
+ ,62.05
+ ,1.32
+ ,1.01
+ ,1.3516
+ ,67.49
+ ,1.36
+ ,1.01
+ ,1.3511
+ ,67.21
+ ,1.36
+ ,1.02
+ ,1.3419
+ ,71.05
+ ,1.37
+ ,1.04
+ ,1.3716
+ ,76.93
+ ,1.32
+ ,1.03
+ ,1.3622
+ ,70.76)
+ ,dim=c(4
+ ,80)
+ ,dimnames=list(c('eurosuper'
+ ,'diesel'
+ ,'wisselkoers'
+ ,'brent-olie')
+ ,1:80))
>  y <- array(NA,dim=c(4,80),dimnames=list(c('eurosuper','diesel','wisselkoers','brent-olie'),1:80))
>  for (i in 1:dim(x)[1])
+  {
+  	for (j in 1:dim(x)[2])
+  	{
+  		y[i,j] <- as.numeric(x[i,j])
+  	}
+  }
> main = 'Kendall tau Correlation Plot'
> #'GNU S' R Code compiled by R2WASP v. 1.0.44 ()
> #Author: Prof. Dr. P. Wessa
> #To cite this work: Wessa P., (2007), Multivariate Correlation Matrix (v1.0.3) in Free Statistics Software (v$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_pairs.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: Write here your technical program description
> panel.tau <- function(x, y, digits=2, prefix='', cex.cor)
+ {
+ usr <- par('usr'); on.exit(par(usr))
+ par(usr = c(0, 1, 0, 1))
+ rr <- cor.test(x, y, method='kendall')
+ r <- round(rr$p.value,2)
+ txt <- format(c(r, 0.123456789), digits=digits)[1]
+ txt <- paste(prefix, txt, sep='')
+ if(missing(cex.cor)) cex <- 0.5/strwidth(txt)
+ text(0.5, 0.5, txt, cex = cex)
+ }
> panel.hist <- function(x, ...)
+ {
+ usr <- par('usr'); on.exit(par(usr))
+ par(usr = c(usr[1:2], 0, 1.5) )
+ h <- hist(x, plot = FALSE)
+ breaks <- h$breaks; nB <- length(breaks)
+ y <- h$counts; y <- y/max(y)
+ rect(breaks[-nB], 0, breaks[-1], y, col='grey', ...)
+ }
> postscript(file="/var/www/html/rcomp/tmp/1ha991198077300.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> pairs(t(y),diag.panel=panel.hist, upper.panel=panel.smooth, lower.panel=panel.tau, main=main)
> dev.off()
null device 
          1 
> load(file='/var/www/html/rcomp/createtable')
> a<-table.start()
> a<-table.row.start(a)
> a<-table.element(a,'Kendall tau rank correlations for all pairs of data series',3,TRUE)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a,'pair',1,TRUE)
> a<-table.element(a,'tau',1,TRUE)
> a<-table.element(a,'p-value',1,TRUE)
> a<-table.row.end(a)
> n <- length(y[,1])
> n
[1] 4
> cor.test(y[1,],y[2,],method='kendall')

	Kendall's rank correlation tau

data:  y[1, ] and y[2, ] 
z = 10.7168, p-value < 2.2e-16
alternative hypothesis: true tau is not equal to 0 
sample estimates:
      tau 
0.8406673 

> for (i in 1:(n-1))
+ {
+ for (j in (i+1):n)
+ {
+ a<-table.row.start(a)
+ dum <- paste('tau(',dimnames(t(x))[[2]][i])
+ dum <- paste(dum,',')
+ dum <- paste(dum,dimnames(t(x))[[2]][j])
+ dum <- paste(dum,')')
+ a<-table.element(a,dum,header=TRUE)
+ r <- cor.test(y[i,],y[j,],method='kendall')
+ a<-table.element(a,r$estimate)
+ a<-table.element(a,r$p.value)
+ a<-table.row.end(a)
+ }
+ }
> a<-table.end(a)
> table.save(a,file="/var/www/html/rcomp/tmp/2vtcj1198077300.tab") 
> 
> system("convert tmp/1ha991198077300.ps tmp/1ha991198077300.png")
> 
> 
> proc.time()
   user  system elapsed 
  1.430   0.368   1.483