R version 2.8.0 (2008-10-20)
Copyright (C) 2008 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.

R is a collaborative project with many contributors.
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(82.7
+ ,97.4
+ ,74.8
+ ,89.3
+ ,88.9
+ ,97
+ ,93.1
+ ,87.5
+ ,105.9
+ ,105.4
+ ,103.9
+ ,106.7
+ ,100.8
+ ,102.7
+ ,83.9
+ ,102.5
+ ,94
+ ,98.1
+ ,77.7
+ ,109.2
+ ,105
+ ,104.5
+ ,141.5
+ ,123.7
+ ,58.5
+ ,87.4
+ ,58.9
+ ,83.1
+ ,87.6
+ ,89.9
+ ,75.3
+ ,97
+ ,113.1
+ ,109.8
+ ,108.4
+ ,119.1
+ ,112.5
+ ,111.7
+ ,91
+ ,125.1
+ ,89.6
+ ,98.6
+ ,84.6
+ ,113.6
+ ,74.5
+ ,96.9
+ ,179.8
+ ,122.4
+ ,82.7
+ ,95.1
+ ,85.6
+ ,92.8
+ ,90.1
+ ,97
+ ,76.4
+ ,97.2
+ ,109.4
+ ,112.7
+ ,109.7
+ ,115.6
+ ,96
+ ,102.9
+ ,99.1
+ ,111.3
+ ,89.2
+ ,97.4
+ ,86.7
+ ,114.6
+ ,109.1
+ ,111.4
+ ,111.4
+ ,137.5
+ ,49.1
+ ,87.4
+ ,78.4
+ ,83.7
+ ,92.9
+ ,96.8
+ ,76.7
+ ,106
+ ,107.7
+ ,114.1
+ ,114.2
+ ,123.4
+ ,103.5
+ ,110.3
+ ,99.7
+ ,126.5
+ ,91.1
+ ,103.9
+ ,94.2
+ ,120
+ ,79.8
+ ,101.6
+ ,173.5
+ ,141.6
+ ,71.9
+ ,94.6
+ ,83.1
+ ,90.5
+ ,82.9
+ ,95.9
+ ,88.9
+ ,96.5
+ ,90.1
+ ,104.7
+ ,132
+ ,113.5
+ ,100.7
+ ,102.8
+ ,122.1
+ ,120.1
+ ,90.7
+ ,98.1
+ ,105.1
+ ,123.9
+ ,108.8
+ ,113.9
+ ,133.7
+ ,144.4
+ ,44.1
+ ,80.9
+ ,63.6
+ ,90.8
+ ,93.6
+ ,95.7
+ ,112.7
+ ,114.2
+ ,107.4
+ ,113.2
+ ,120.5
+ ,138.1
+ ,96.5
+ ,105.9
+ ,112
+ ,135
+ ,93.6
+ ,108.8
+ ,126.2
+ ,131.3
+ ,76.5
+ ,102.3
+ ,209.2
+ ,144.6
+ ,76.7
+ ,99
+ ,91
+ ,101.7
+ ,84
+ ,100.7
+ ,116.7
+ ,108.7
+ ,103.3
+ ,115.5
+ ,137.6
+ ,135.3
+ ,88.5
+ ,100.7
+ ,108.1
+ ,124.3
+ ,99
+ ,109.9
+ ,136.6
+ ,138.3
+ ,105.9
+ ,114.6
+ ,152.3
+ ,158.2
+ ,44.7
+ ,85.4
+ ,114.3
+ ,93.5
+ ,94
+ ,100.5
+ ,120.7
+ ,124.8
+ ,107.1
+ ,114.8
+ ,131.8
+ ,154.4
+ ,104.8
+ ,116.5
+ ,129.4
+ ,152.8
+ ,102.5
+ ,112.9
+ ,187.5
+ ,148.9
+ ,77.7
+ ,102
+ ,189.5
+ ,170.3
+ ,85.2
+ ,106
+ ,109.2
+ ,124.8
+ ,91.3
+ ,105.3
+ ,158.1
+ ,134.4
+ ,106.5
+ ,118.8
+ ,176.2
+ ,154
+ ,92.4
+ ,106.1
+ ,125.5
+ ,147.9
+ ,97.5
+ ,109.3
+ ,155
+ ,168.1
+ ,107
+ ,117.2
+ ,170.3
+ ,175.7
+ ,51.1
+ ,92.5
+ ,99.4
+ ,116.7
+ ,98.6
+ ,104.2
+ ,139.2
+ ,140.8
+ ,102.2
+ ,112.5
+ ,169.6
+ ,164.2
+ ,114.3
+ ,122.4
+ ,136.1
+ ,173.8
+ ,99.4
+ ,113.3
+ ,168.2
+ ,167.8
+ ,72.5
+ ,100
+ ,318.6
+ ,166.6
+ ,92.3
+ ,110.7
+ ,154.1
+ ,135.1
+ ,99.4
+ ,112.8
+ ,161.4
+ ,158.1
+ ,85.9
+ ,109.8
+ ,183.4
+ ,151.8
+ ,109.4
+ ,117.3
+ ,167.2
+ ,168.7
+ ,97.6
+ ,109.1
+ ,205.3
+ ,166.9)
+ ,dim=c(4
+ ,65)
+ ,dimnames=list(c('Bouwproductie'
+ ,'TotaleProductie'
+ ,'Investeringen'
+ ,'Omzet')
+ ,1:65))
>  y <- array(NA,dim=c(4,65),dimnames=list(c('Bouwproductie','TotaleProductie','Investeringen','Omzet'),1:65))
>  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: AUTHOR(S), (YEAR), YOUR SOFTWARE TITLE (vNUMBER) in Free Statistics Software (v$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: Write here your technical program description (don't use hard returns!)
> panel.tau <- function(x, y, digits=2, prefix='', cex.cor)
+ {
+ usr <- par('usr'); on.exit(par(usr))
+ par(usr = c(0, 1, 0, 1))
+ rr <- cor.test(x, y, method='kendall')
+ r <- round(rr$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/1k5j11228496049.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 
> 
> #Note: the /var/www/html/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab
> 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 = 7.4576, p-value = 8.815e-14
alternative hypothesis: true tau is not equal to 0 
sample estimates:
     tau 
0.635158 

> 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/2npg11228496049.tab") 
> 
> system("convert tmp/1k5j11228496049.ps tmp/1k5j11228496049.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.486   0.233   0.584