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.
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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.

> x <- array(list(1.2286
+ ,707.6
+ ,721.8
+ ,105.3
+ ,1.1702
+ ,655.6
+ ,836.7
+ ,102.5
+ ,1.1692
+ ,812.9
+ ,817.8
+ ,101.8
+ ,1.1222
+ ,756.2
+ ,804.3
+ ,94.7
+ ,1.1139
+ ,527.9
+ ,773.3
+ ,104.6
+ ,1.1372
+ ,883.9
+ ,789.6
+ ,100.7
+ ,1.1663
+ ,604.4
+ ,882.5
+ ,97.6
+ ,1.1582
+ ,756.0
+ ,868.9
+ ,91.3
+ ,1.0848
+ ,760.8
+ ,885.7
+ ,89.5
+ ,1.0807
+ ,666.6
+ ,880.6
+ ,106.1
+ ,1.0773
+ ,672.1
+ ,846.2
+ ,115.2
+ ,1.0622
+ ,744.8
+ ,875.4
+ ,107.1
+ ,1.0183
+ ,695.5
+ ,799.6
+ ,96.3
+ ,1.0014
+ ,755.7
+ ,946.3
+ ,87.0
+ ,0.9811
+ ,951.0
+ ,987.3
+ ,96.8
+ ,0.9808
+ ,705.9
+ ,892.4
+ ,99.8
+ ,0.9778
+ ,536.8
+ ,885.1
+ ,94.1
+ ,0.9922
+ ,877.3
+ ,937.1
+ ,90.8
+ ,0.9554
+ ,692.4
+ ,935.9
+ ,87.1
+ ,0.9170
+ ,851.7
+ ,944.2
+ ,90.6
+ ,0.8858
+ ,876.1
+ ,930.9
+ ,90.1
+ ,0.8758
+ ,836.3
+ ,874.0
+ ,83.9
+ ,0.8700
+ ,795.9
+ ,891.9
+ ,70.6
+ ,0.8833
+ ,773.9
+ ,902.2
+ ,68.4
+ ,0.8924
+ ,640.4
+ ,767.0
+ ,66.0
+ ,0.8883
+ ,812.7
+ ,912.5
+ ,66.3
+ ,0.9059
+ ,878.7
+ ,918.6
+ ,75.0
+ ,0.9111
+ ,686.0
+ ,713.4
+ ,90.5
+ ,0.9005
+ ,538.9
+ ,849.9
+ ,91.0
+ ,0.8607
+ ,885.6
+ ,875.9
+ ,88.5
+ ,0.8532
+ ,824.3
+ ,1010.9
+ ,95.1
+ ,0.8742
+ ,829.8
+ ,1049.2
+ ,97.2
+ ,0.8920
+ ,697.7
+ ,900.5
+ ,92.1
+ ,0.9095
+ ,911.6
+ ,1111.6
+ ,90.0
+ ,0.9217
+ ,910.6
+ ,898.2
+ ,96.4
+ ,0.9383
+ ,774.7
+ ,1034.3
+ ,90.8
+ ,0.8973
+ ,811.3
+ ,996.7
+ ,90.6
+ ,0.8564
+ ,886.6
+ ,1188.9
+ ,114.2
+ ,0.8552
+ ,939.6
+ ,1092.5
+ ,111.5
+ ,0.8721
+ ,1221.8
+ ,952.0
+ ,113.4
+ ,0.9041
+ ,626.6
+ ,959.1
+ ,103.8
+ ,0.9397
+ ,944.2
+ ,846.1
+ ,99.3
+ ,0.9492
+ ,655.4
+ ,903.0
+ ,103.4
+ ,0.9060
+ ,887.6
+ ,1089.5
+ ,96.9
+ ,0.9470
+ ,685.5
+ ,879.9
+ ,83.3
+ ,0.9643
+ ,1031.7
+ ,1057.0
+ ,96.3
+ ,0.9834
+ ,752.5
+ ,932.6
+ ,95.0
+ ,1.0137
+ ,681.6
+ ,745.5
+ ,88.6
+ ,1.0110
+ ,640.0
+ ,817.2
+ ,87.6
+ ,1.0338
+ ,648.5
+ ,808.3
+ ,85.0
+ ,1.0706
+ ,766.7
+ ,832.9
+ ,78.2
+ ,1.0501
+ ,692.8
+ ,801.2
+ ,80.7
+ ,1.0604
+ ,495.1
+ ,773.1
+ ,71.8
+ ,1.0353
+ ,860.1
+ ,710.8
+ ,66.6
+ ,1.0378
+ ,722.0
+ ,820.4
+ ,58.5
+ ,1.0628
+ ,633.0
+ ,814.9
+ ,57.4
+ ,1.0704
+ ,640.4
+ ,833.5
+ ,56.1
+ ,1.0883
+ ,777.6
+ ,864.3
+ ,46.9
+ ,1.1208
+ ,619.8
+ ,844.9
+ ,38.4
+ ,1.1608
+ ,544.5
+ ,733.6
+ ,40.3)
+ ,dim=c(4
+ ,60)
+ ,dimnames=list(c('USD'
+ ,'import'
+ ,'export'
+ ,'aardolie')
+ ,1:60))
>  y <- array(NA,dim=c(4,60),dimnames=list(c('USD','import','export','aardolie'),1:60))
>  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/1o1oc1196247018.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 = -3.2847, p-value = 0.001021
alternative hypothesis: true tau is not equal to 0 
sample estimates:
       tau 
-0.2910427 

> 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/2z6vq1196247018.tab") 
> 
> system("convert tmp/1o1oc1196247018.ps tmp/1o1oc1196247018.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.788   0.229   1.804