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(-1113.4
+ ,-902.4
+ ,-211
+ ,-662.7
+ ,-745.9
+ ,83.2
+ ,-1040.7
+ ,-2092.8
+ ,1052.1
+ ,-1543.5
+ ,-1899.6
+ ,356.1
+ ,-753.4
+ ,-1652.1
+ ,898.7
+ ,-738.9
+ ,-1302.6
+ ,563.7
+ ,-895
+ ,-1297.2
+ ,401.8
+ ,1.005
+ ,19.5
+ ,985.4
+ ,44
+ ,-914.5
+ ,958.2
+ ,-538
+ ,-884.3
+ ,346
+ ,455
+ ,178.3
+ ,277
+ ,-437
+ ,-450.4
+ ,13.2
+ ,958
+ ,659.9
+ ,298.4
+ ,1.070
+ ,1248.1
+ ,-178.3
+ ,315
+ ,191.2
+ ,123.8
+ ,785
+ ,1641.9
+ ,-857.4
+ ,478
+ ,1039.2
+ ,-561.4
+ ,520
+ ,794.8
+ ,-275
+ ,139
+ ,535.1
+ ,-396.4
+ ,112
+ ,141.5
+ ,-29.8
+ ,-542
+ ,-617.3
+ ,75.6
+ ,363
+ ,181.1
+ ,182.1
+ ,78
+ ,278.3
+ ,-200.1
+ ,-379
+ ,-295.5
+ ,-83.8
+ ,522
+ ,326.3
+ ,196
+ ,-217
+ ,-25.8
+ ,-190.7
+ ,-101
+ ,-92.3
+ ,-9.1
+ ,1.201
+ ,317.7
+ ,883.7
+ ,-186
+ ,-309.2
+ ,123.6
+ ,581
+ ,378.1
+ ,202.6
+ ,1.906
+ ,1871.6
+ ,34.2
+ ,1.009
+ ,952.6
+ ,56.2
+ ,463
+ ,595.6
+ ,-132.2
+ ,2.401
+ ,3332.5
+ ,-931.7
+ ,811
+ ,977.8
+ ,-166.8
+ ,2.163
+ ,2540.4
+ ,-377.6
+ ,1.540
+ ,2013.6
+ ,-474
+ ,1.146
+ ,1027.3
+ ,118.2
+ ,2.452
+ ,2537.6
+ ,-86.1
+ ,1.843
+ ,1981.7
+ ,-138.3
+ ,1.408
+ ,1504
+ ,-96.1
+ ,1.278
+ ,1716.9
+ ,-439.1
+ ,1.220
+ ,1255.2
+ ,-35.6
+ ,1.459
+ ,1502.9
+ ,-43.6
+ ,1.789
+ ,2217.9
+ ,-428.8
+ ,716
+ ,794.3
+ ,-78.3
+ ,345
+ ,555.1
+ ,-209.8
+ ,1.275
+ ,1301.5
+ ,-26.4
+ ,1.379
+ ,1505.7
+ ,-126.8
+ ,-126
+ ,98
+ ,-223.5
+ ,1.670
+ ,2268.2
+ ,-598.5
+ ,1.336
+ ,2151.8
+ ,-815.9
+ ,1.524
+ ,2438
+ ,-913.7
+ ,1.168
+ ,1416.2
+ ,-248
+ ,1948.9
+ ,3042.2
+ ,-1093.3
+ ,-668.7
+ ,176.3
+ ,-845
+ ,2230.1
+ ,2185
+ ,45.1
+ ,1208.9
+ ,632.2
+ ,576.7
+ ,1316.8
+ ,1346.8
+ ,-30
+ ,1023.8
+ ,1195.9
+ ,-172.1
+ ,262.5
+ ,417.7
+ ,-155.2
+ ,2185.6
+ ,2501.3
+ ,-315.7
+ ,871.1
+ ,539.1
+ ,332
+ ,-696.9
+ ,-1441.6
+ ,744.7
+ ,1408.7
+ ,535.4
+ ,873.3
+ ,822.3
+ ,300.6
+ ,521.7
+ ,278.2
+ ,-1051.3
+ ,1329.5
+ ,1424.6
+ ,1009.9
+ ,414.7
+ ,383.6
+ ,873
+ ,-489.4
+ ,1049
+ ,946.1
+ ,102.9
+ ,2065.3
+ ,2828.6
+ ,-763.3
+ ,1570
+ ,893.9
+ ,676.1
+ ,349
+ ,667.8
+ ,-318.8
+ ,2306.4
+ ,2788.6
+ ,-482.2
+ ,721
+ ,1808.7
+ ,-1087.7
+ ,475.2
+ ,1925
+ ,-1449.8
+ ,2947.9
+ ,5275.8
+ ,-2327.9
+ ,3542.9
+ ,5089
+ ,-1546.1
+ ,515.3
+ ,3135.7
+ ,-2620.4
+ ,4856.7
+ ,6926.8
+ ,-2070.1
+ ,1130.6
+ ,3040.9
+ ,-1910.3
+ ,1652.9
+ ,3509.4
+ ,-1856.5)
+ ,dim=c(3
+ ,82)
+ ,dimnames=list(c('Uitvoer'
+ ,'Invoer'
+ ,'Handelsbalans')
+ ,1:82))
>  y <- array(NA,dim=c(3,82),dimnames=list(c('Uitvoer','Invoer','Handelsbalans'),1:82))
>  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/10llu1229911737.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 = 6.0667, p-value = 1.305e-09
alternative hypothesis: true tau is not equal to 0 
sample estimates:
      tau 
0.4561879 

> 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/2hzz51229911737.tab") 
> 
> system("convert tmp/10llu1229911737.ps tmp/10llu1229911737.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.462   0.205   0.761