R version 2.8.0 (2008-10-20)
Copyright (C) 2008 The R Foundation for Statistical Computing
ISBN 3-900051-07-0

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> x <- array(list(0.9554
+ ,24.67
+ ,935.9
+ ,0.9922
+ ,25.59
+ ,937.1
+ ,0.9778
+ ,26.09
+ ,885.1
+ ,0.9808
+ ,28.37
+ ,892.4
+ ,0.9811
+ ,27.34
+ ,987.3
+ ,1.0014
+ ,24.46
+ ,946.3
+ ,1.0183
+ ,27.46
+ ,799.6
+ ,1.0622
+ ,30.23
+ ,875.4
+ ,1.0773
+ ,32.33
+ ,846.2
+ ,1.0807
+ ,29.87
+ ,880.6
+ ,1.0848
+ ,24.87
+ ,885.7
+ ,1.1582
+ ,25.48
+ ,868.9
+ ,1.1663
+ ,27.28
+ ,882.5
+ ,1.1372
+ ,28.24
+ ,789.6
+ ,1.1139
+ ,29.58
+ ,773.3
+ ,1.1222
+ ,26.95
+ ,804.3
+ ,1.1692
+ ,29.08
+ ,817.8
+ ,1.1702
+ ,28.76
+ ,836.7
+ ,1.2286
+ ,29.59
+ ,721.8
+ ,1.2613
+ ,30.7
+ ,760.8
+ ,1.2646
+ ,30.52
+ ,841.4
+ ,1.2262
+ ,32.67
+ ,1045.6
+ ,1.1985
+ ,33.19
+ ,949.2
+ ,1.2007
+ ,37.13
+ ,850.1
+ ,1.2138
+ ,35.54
+ ,957.4
+ ,1.2266
+ ,37.75
+ ,851.8
+ ,1.2176
+ ,41.84
+ ,913.9
+ ,1.2218
+ ,42.94
+ ,888
+ ,1.249
+ ,49.14
+ ,973.8
+ ,1.2991
+ ,44.61
+ ,927.6
+ ,1.3408
+ ,40.22
+ ,833
+ ,1.3119
+ ,44.23
+ ,879.5
+ ,1.3014
+ ,45.85
+ ,797.3
+ ,1.3201
+ ,53.38
+ ,834.5
+ ,1.2938
+ ,53.26
+ ,735.1
+ ,1.2694
+ ,51.8
+ ,835
+ ,1.2165
+ ,55.3
+ ,892.8
+ ,1.2037
+ ,57.81
+ ,697.2
+ ,1.2292
+ ,63.96
+ ,821.1
+ ,1.2256
+ ,63.77
+ ,732.7
+ ,1.2015
+ ,59.15
+ ,797.6
+ ,1.1786
+ ,56.12
+ ,866.3
+ ,1.1856
+ ,57.42
+ ,826.3
+ ,1.2103
+ ,63.52
+ ,778.6
+ ,1.1938
+ ,61.71
+ ,779.2
+ ,1.202
+ ,63.01
+ ,951
+ ,1.2271
+ ,68.18
+ ,692.3
+ ,1.277
+ ,72.03
+ ,841.4
+ ,1.265
+ ,69.75
+ ,857.3
+ ,1.2684
+ ,74.41
+ ,760.7
+ ,1.2811
+ ,74.33
+ ,841.2
+ ,1.2727
+ ,64.24
+ ,810.3
+ ,1.2611
+ ,60.03
+ ,1007.4
+ ,1.2881
+ ,59.44
+ ,931.3
+ ,1.3213
+ ,62.5
+ ,931.2
+ ,1.2999
+ ,55.04
+ ,855.8
+ ,1.3074
+ ,58.34
+ ,858.4
+ ,1.3242
+ ,61.92
+ ,925.9
+ ,1.3516
+ ,67.65
+ ,930.7
+ ,1.3511
+ ,67.68
+ ,1035.6)
+ ,dim=c(3
+ ,60)
+ ,dimnames=list(c('RefWK'
+ ,'Brent'
+ ,'BelgInvoerUSA')
+ ,1:60))
>  y <- array(NA,dim=c(3,60),dimnames=list(c('RefWK','Brent','BelgInvoerUSA'),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: 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/1fiao1228587668.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] 3
> cor.test(y[1,],y[2,],method='kendall')

	Kendall's rank correlation tau

data:  y[1, ] and y[2, ] 
z = 5.6508, p-value = 1.597e-08
alternative hypothesis: true tau is not equal to 0 
sample estimates:
     tau 
0.500565 

> 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/21q4p1228587668.tab") 
> 
> system("convert tmp/1fiao1228587668.ps tmp/1fiao1228587668.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.465   0.192   0.583