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

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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(0.9383
+ ,90.8
+ ,15
+ ,467037
+ ,0.9217
+ ,96.4
+ ,3
+ ,460070
+ ,0.9095
+ ,90
+ ,2
+ ,447988
+ ,0.892
+ ,92.1
+ ,-2
+ ,442867
+ ,0.8742
+ ,97.2
+ ,1
+ ,436087
+ ,0.8532
+ ,95.1
+ ,1
+ ,431328
+ ,0.8607
+ ,88.5
+ ,-1
+ ,484015
+ ,0.9005
+ ,91
+ ,-6
+ ,509673
+ ,0.9111
+ ,90.5
+ ,-13
+ ,512927
+ ,0.9059
+ ,75
+ ,-25
+ ,502831
+ ,0.8883
+ ,66.3
+ ,-26
+ ,470984
+ ,0.8924
+ ,66
+ ,-9
+ ,471067
+ ,0.8833
+ ,68.4
+ ,1
+ ,476049
+ ,0.87
+ ,70.6
+ ,3
+ ,474605
+ ,0.8758
+ ,83.9
+ ,6
+ ,470439
+ ,0.8858
+ ,90.1
+ ,2
+ ,461251
+ ,0.917
+ ,90.6
+ ,5
+ ,454724
+ ,0.9554
+ ,87.1
+ ,5
+ ,455626
+ ,0.9922
+ ,90.8
+ ,0
+ ,516847
+ ,0.9778
+ ,94.1
+ ,-5
+ ,525192
+ ,0.9808
+ ,99.8
+ ,-4
+ ,522975
+ ,0.9811
+ ,96.8
+ ,-2
+ ,518585
+ ,1.0014
+ ,87
+ ,-1
+ ,509239
+ ,1.0183
+ ,96.3
+ ,-8
+ ,512238
+ ,1.0622
+ ,107.1
+ ,-16
+ ,519164
+ ,1.0773
+ ,115.2
+ ,-19
+ ,517009
+ ,1.0807
+ ,106.1
+ ,-28
+ ,509933
+ ,1.0848
+ ,89.5
+ ,-11
+ ,509127
+ ,1.1582
+ ,91.3
+ ,-4
+ ,500857
+ ,1.1663
+ ,97.6
+ ,-9
+ ,506971
+ ,1.1372
+ ,100.7
+ ,-12
+ ,569323
+ ,1.1139
+ ,104.6
+ ,-10
+ ,579714
+ ,1.1222
+ ,94.7
+ ,-2
+ ,577992
+ ,1.1692
+ ,101.8
+ ,-13
+ ,565464
+ ,1.1702
+ ,102.5
+ ,0
+ ,547344
+ ,1.2286
+ ,105.3
+ ,0
+ ,554788
+ ,1.2613
+ ,110.3
+ ,4
+ ,562325
+ ,1.2646
+ ,109.8
+ ,7
+ ,560854
+ ,1.2262
+ ,117.3
+ ,5
+ ,555332
+ ,1.1985
+ ,118.8
+ ,2
+ ,543599
+ ,1.2007
+ ,131.3
+ ,-2
+ ,536662
+ ,1.2138
+ ,125.9
+ ,6
+ ,542722
+ ,1.2266
+ ,133.1
+ ,-3
+ ,593530
+ ,1.2176
+ ,147
+ ,1
+ ,610763
+ ,1.2218
+ ,145.8
+ ,0
+ ,612613
+ ,1.249
+ ,164.4
+ ,-7
+ ,611324
+ ,1.2991
+ ,149.8
+ ,-6
+ ,594167
+ ,1.3408
+ ,137.7
+ ,-4
+ ,595454
+ ,1.3119
+ ,151.7
+ ,-4
+ ,590865
+ ,1.3014
+ ,156.8
+ ,-2
+ ,589379
+ ,1.3201
+ ,180
+ ,2
+ ,584428
+ ,1.2938
+ ,180.4
+ ,-5
+ ,573100
+ ,1.2694
+ ,170.4
+ ,-15
+ ,567456
+ ,1.2165
+ ,191.6
+ ,-16
+ ,569028
+ ,1.2037
+ ,199.5
+ ,-18
+ ,620735
+ ,1.2292
+ ,218.2
+ ,-13
+ ,628884
+ ,1.2256
+ ,217.5
+ ,-23
+ ,628232
+ ,1.2015
+ ,205
+ ,-10
+ ,612117
+ ,1.1786
+ ,194
+ ,-10
+ ,595404
+ ,1.1856
+ ,199.3
+ ,-6
+ ,597141
+ ,1.2103
+ ,219.3
+ ,-3
+ ,593408
+ ,1.1938
+ ,211.1
+ ,-4
+ ,590072
+ ,1.202
+ ,215.2
+ ,-7
+ ,579799
+ ,1.2271
+ ,240.2
+ ,-7
+ ,574205
+ ,1.277
+ ,242.2
+ ,-7
+ ,572775
+ ,1.265
+ ,240.7
+ ,-3
+ ,572942
+ ,1.2684
+ ,255.4
+ ,0
+ ,619567
+ ,1.2811
+ ,253
+ ,-5
+ ,625809
+ ,1.2727
+ ,218.2
+ ,-3
+ ,619916
+ ,1.2611
+ ,203.7
+ ,3
+ ,587625
+ ,1.2881
+ ,205.6
+ ,2
+ ,565742
+ ,1.3213
+ ,215.6
+ ,-7
+ ,557274)
+ ,dim=c(4
+ ,72)
+ ,dimnames=list(c('Dollar'
+ ,'Aardolieprijs'
+ ,'Consumentenvertrouwen'
+ ,'werkloosheid')
+ ,1:72))
>  y <- array(NA,dim=c(4,72),dimnames=list(c('Dollar','Aardolieprijs','Consumentenvertrouwen','werkloosheid'),1:72))
>  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/1ej2t1196261856.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 = 7.6615, p-value = 1.843e-14
alternative hypothesis: true tau is not equal to 0 
sample estimates:
      tau 
0.6168298 

> 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/2xrhe1196261856.tab") 
> 
> system("convert tmp/1ej2t1196261856.ps tmp/1ej2t1196261856.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.780   0.219   1.824