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*The author of this computation has been verified*
R Software Module: /rwasp_pairs.wasp (opens new window with default values)
Title produced by software: Kendall tau Correlation Matrix
Date of computation: Tue, 15 Dec 2009 08:40:03 -0700
 
Cite this page as follows:
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2009/Dec/15/t1260891645adj2jr6ucyvu484.htm/, Retrieved Tue, 15 Dec 2009 16:40:47 +0100
 
BibTeX entries for LaTeX users:
@Manual{KEY,
    author = {{YOUR NAME}},
    publisher = {Office for Research Development and Education},
    title = {Statistical Computations at FreeStatistics.org, URL http://www.freestatistics.org/blog/date/2009/Dec/15/t1260891645adj2jr6ucyvu484.htm/},
    year = {2009},
}
@Manual{R,
    title = {R: A Language and Environment for Statistical Computing},
    author = {{R Development Core Team}},
    organization = {R Foundation for Statistical Computing},
    address = {Vienna, Austria},
    year = {2009},
    note = {{ISBN} 3-900051-07-0},
    url = {http://www.R-project.org},
}
 
Original text written by user:
 
IsPrivate?
No (this computation is public)
 
User-defined keywords:
 
Dataseries X:
» Textbox « » Textfile « » CSV «
564 16,2 15,1 -0,9 581 16,7 17,6 -1 597 18,4 18,3 -0,7 587 16 16,2 -1,7 536 16,5 16,6 -1 524 18,2 17,7 -0,2 537 16,8 16,4 0,7 536 17,3 16 0,6 533 18 16,4 1,9 528 19,6 17,8 2,1 516 23,3 22,3 2,7 502 23,7 22,8 3,2 506 20,3 18,3 4,8 518 22,8 22,4 5,5 534 24,3 23,9 5,4 528 21,5 21,3 5,9 478 23,5 23 5,8 469 22,2 21,4 5,1 490 20,9 21,2 4,1 493 22,2 20,9 4,4 508 19,5 17,9 3,6 517 21,1 20,7 3,5 514 22 22,2 3,1 510 19,2 19,8 2,9 527 17,8 17,7 2,2 542 19,2 19,6 1,4 565 19,9 20,8 1,2 555 19,6 19,8 1,3 499 18,1 18,6 1,3 511 20,4 21,4 1,3 526 18,1 18,6 1,8 532 18,6 18,9 1,8 549 17,6 17,3 1,8 561 19,4 20 1,7 557 19,3 19,9 2,1 566 18,6 19,5 2 588 16,9 16,2 1,7 620 16,4 17,6 1,9 626 19 19,8 2,3 620 18,7 19,4 2,4 573 17,1 17,2 2,5 573 21,5 21,1 2,8 574 17,8 17,8 2,6 580 18,1 17,5 2,2 590 19 18 2,8 593 18,9 19,1 2,8 597 16,8 17,7 2,8 595 18,1 19,2 2,3 612 15,7 15,1 2,2 628 15,1 16,3 3 629 18,3 18,6 2,9 621 16,5 17,2 2,7 569 16,9 17,8 2,7 567 18,4 19,1 2,3 573 16,4 16,6 2,4 etc...
 
Output produced by software:

Enter (or paste) a matrix (table) containing all data (time) series. Every column represents a different variable and must be delimited by a space or Tab. Every row represents a period in time (or category) and must be delimited by hard returns. The easiest way to enter data is to copy and paste a block of spreadsheet cells. Please, do not use commas or spaces to seperate groups of digits!


Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time1 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135


Kendall tau rank correlations for all pairs of data series
pairtaup-value
tau( werkloosheid , invoer )-0.4599643051337622.59592298184610e-07
tau( werkloosheid , uitvoer )-0.3205974939494380.000334173733126423
tau( werkloosheid , inflatie )-0.1128666870503310.208339090003685
tau( invoer , uitvoer )0.7653970170779380
tau( invoer , inflatie )0.3314198636431370.000233289855315899
tau( uitvoer , inflatie )0.3357359272843850.000195327264884471
 
Charts produced by software:
http://www.freestatistics.org/blog/date/2009/Dec/15/t1260891645adj2jr6ucyvu484/144a61260891602.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Dec/15/t1260891645adj2jr6ucyvu484/144a61260891602.ps (open in new window)


 
Parameters (Session):
 
Parameters (R input):
 
R code (references can be found in the software module):
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$counts; y <- y/max(y)
rect(breaks[-nB], 0, breaks[-1], y, col='grey', ...)
}
bitmap(file='test1.png')
pairs(t(y),diag.panel=panel.hist, upper.panel=panel.smooth, lower.panel=panel.tau, main=main)
dev.off()
load(file='createtable')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Kendall tau rank correlations for all pairs of data series',3,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'pair',1,TRUE)
a<-table.element(a,'tau',1,TRUE)
a<-table.element(a,'p-value',1,TRUE)
a<-table.row.end(a)
n <- length(y[,1])
n
cor.test(y[1,],y[2,],method='kendall')
for (i in 1:(n-1))
{
for (j in (i+1):n)
{
a<-table.row.start(a)
dum <- paste('tau(',dimnames(t(x))[[2]][i])
dum <- paste(dum,',')
dum <- paste(dum,dimnames(t(x))[[2]][j])
dum <- paste(dum,')')
a<-table.element(a,dum,header=TRUE)
r <- cor.test(y[i,],y[j,],method='kendall')
a<-table.element(a,r$estimate)
a<-table.element(a,r$p.value)
a<-table.row.end(a)
}
}
a<-table.end(a)
table.save(a,file='mytable.tab')
 





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Software written by Ed van Stee & Patrick Wessa


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