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Type 'q()' to quit R. > x <- array(list(0 + ,1 + ,-1.3 + ,16 + ,0 + ,1.1 + ,0.4 + ,38 + ,0 + ,1.2 + ,-6.3 + ,41 + ,0 + ,0.5 + ,0.4 + ,43 + ,0 + ,-1 + ,-1.3 + ,42 + ,0 + ,-0.8 + ,0.7 + ,40 + ,0 + ,-1.1 + ,-3.5 + ,48 + ,0 + ,-0.4 + ,2 + ,46 + ,0 + ,1.2 + ,3.9 + ,51 + ,0 + ,0.6 + ,7.8 + ,52 + ,0 + ,-0.1 + ,7 + ,55 + ,0 + ,0.3 + ,-0.9 + ,55 + ,0 + ,0.2 + ,3 + ,46 + ,0 + ,-0.2 + ,-0.7 + ,38 + ,0.2 + ,-0.8 + ,8.8 + ,43 + ,4.1 + ,-0.8 + ,-8.1 + ,43 + ,-1 + ,1 + ,2.7 + ,44 + ,0 + ,-0.1 + ,2.5 + ,45 + ,4 + ,-0.8 + ,11.8 + ,35 + ,1.9 + ,0.9 + ,-1.5 + ,36 + ,1.1 + ,1.8 + ,-7.7 + ,36 + ,0 + ,0.1 + ,-13.5 + ,25 + ,0 + ,-0.1 + ,-1.6 + ,31 + ,0.7 + ,-0.8 + ,-1.8 + ,35 + ,1.6 + ,-2.1 + ,2.3 + ,46 + ,2 + ,-0.3 + ,3.1 + ,47 + ,0 + ,1.4 + ,-2.5 + ,40 + ,4.8 + ,-10.8 + ,7.1 + ,29 + ,-1.5 + ,9.4 + ,-7.5 + ,28 + ,-4.4 + ,0.5 + ,-4.8 + ,29 + ,-2.7 + ,1.7 + ,-7.1 + ,29 + ,2.8 + ,1.1 + ,2.7 + ,30 + ,0.7 + ,0 + ,10.5 + ,26 + ,0.4 + ,-2.1 + ,7.6 + ,27 + ,-1.9 + ,-1.7 + ,2.8 + ,18 + ,-0.7 + ,0.4 + ,-5.6 + ,15 + ,0 + ,1.6 + ,-5 + ,1 + ,0 + ,0.5 + ,-2.9 + ,1 + ,0 + ,-0.6 + ,-5.2 + ,2 + ,8.3 + ,0.1 + ,9.7 + ,2 + ,1.4 + ,0 + ,6.9 + ,1 + ,0 + ,-0.6 + ,9.3 + ,-4 + ,-1.2 + ,-1.42E-14 + ,-1.4 + ,1 + ,0 + ,-0.4 + ,1.1 + ,6 + ,5.1 + ,-0.1 + ,-11.2 + ,4 + ,-3.7 + ,1.4 + ,-0.5 + ,-1 + ,-4.1 + ,0.7 + ,-8.9 + ,-3 + ,3.5 + ,-0.9 + ,2.4 + ,-8 + ,0 + ,-1 + ,1.9 + ,-24 + ,1.2 + ,-0.1 + ,0.5 + ,-29 + ,0 + ,0.4 + ,-0.1 + ,-40 + ,0 + ,-0.3 + ,-2.8 + ,-32 + ,0.2 + ,0.2 + ,-1.8 + ,-41 + ,-1.1 + ,0.9 + ,-0.9 + ,-48 + ,-3.9 + ,-0.5 + ,-0.9 + ,-48 + ,0.2 + ,-0.5 + ,1.2 + ,-62 + ,-0.4 + ,0.6 + ,6.6 + ,-74 + ,-0.2 + ,0.8 + ,5.1 + ,-65 + ,-0.7 + ,-0.2 + ,5.6 + ,-61 + ,2.2 + ,-1.42E-14 + ,1.3 + ,-78 + ,2.2 + ,0.2 + ,2.1 + ,-61) + ,dim=c(4 + ,61) + ,dimnames=list(c('energieprijzen' + ,'industriële_productie' + ,'nieuwe_personenwagens' + ,'werkloosheid') + ,1:61)) > y <- array(NA,dim=c(4,61),dimnames=list(c('energieprijzen','industriële_productie','nieuwe_personenwagens','werkloosheid'),1:61)) > 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/1qppd1198329593.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 = -2.6497, p-value = 0.008056 alternative hypothesis: true tau is not equal to 0 sample estimates: tau -0.2492855 > 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/2u7e81198329593.tab") > > system("convert tmp/1qppd1198329593.ps tmp/1qppd1198329593.png") > > > proc.time() user system elapsed 0.713 0.205 0.872