R version 2.9.0 (2009-04-17)
Copyright (C) 2009 The R Foundation for Statistical Computing
ISBN 3-900051-07-0

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Type 'contributors()' for more information and
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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(97.6
+ ,89.6
+ ,1363
+ ,82.9
+ ,96.9
+ ,92.8
+ ,1664
+ ,83.8
+ ,105.6
+ ,107.6
+ ,2179
+ ,86.2
+ ,102.8
+ ,104.6
+ ,2305
+ ,86.1
+ ,101.7
+ ,103
+ ,2098
+ ,86.2
+ ,104.2
+ ,106.9
+ ,2231
+ ,88.8
+ ,92.7
+ ,56.3
+ ,1407
+ ,89.6
+ ,91.9
+ ,93.4
+ ,1966
+ ,87.8
+ ,106.5
+ ,109.1
+ ,2293
+ ,88.3
+ ,112.3
+ ,113.8
+ ,2045
+ ,88.6
+ ,102.8
+ ,97.4
+ ,1532
+ ,91
+ ,96.5
+ ,72.5
+ ,1333
+ ,91.5
+ ,101
+ ,82.7
+ ,1583
+ ,95.4
+ ,98.9
+ ,88.9
+ ,1712
+ ,98.7
+ ,105.1
+ ,105.9
+ ,2641
+ ,99.9
+ ,103
+ ,100.8
+ ,2267
+ ,98.6
+ ,99
+ ,94
+ ,2126
+ ,100.3
+ ,104.3
+ ,105
+ ,2231
+ ,100.2
+ ,94.6
+ ,58.5
+ ,1517
+ ,100.4
+ ,90.4
+ ,87.6
+ ,2010
+ ,101.4
+ ,108.9
+ ,113.1
+ ,2628
+ ,103
+ ,111.4
+ ,112.5
+ ,2115
+ ,109.1
+ ,100.8
+ ,89.6
+ ,1829
+ ,111.4
+ ,102.5
+ ,74.5
+ ,1636
+ ,114.1
+ ,98.2
+ ,82.7
+ ,1787
+ ,121.8
+ ,98.7
+ ,90.1
+ ,2122
+ ,127.6
+ ,113.3
+ ,109.4
+ ,2620
+ ,129.9
+ ,104.6
+ ,96
+ ,2555
+ ,128
+ ,99.3
+ ,89.2
+ ,2338
+ ,123.5
+ ,111.8
+ ,109.1
+ ,2523
+ ,124
+ ,97.3
+ ,49.1
+ ,1798
+ ,127.4
+ ,97.7
+ ,92.9
+ ,2415
+ ,127.6
+ ,115.6
+ ,107.7
+ ,2388
+ ,128.4
+ ,111.9
+ ,103.5
+ ,2267
+ ,131.4
+ ,107
+ ,91.1
+ ,2134
+ ,135.1
+ ,107.1
+ ,79.8
+ ,1759
+ ,134
+ ,100.6
+ ,71.9
+ ,1905
+ ,144.5
+ ,99.2
+ ,82.9
+ ,2175
+ ,147.3
+ ,108.4
+ ,90.1
+ ,2341
+ ,150.9
+ ,103
+ ,100.7
+ ,2673
+ ,148.7
+ ,99.8
+ ,90.7
+ ,2765
+ ,141.4
+ ,115
+ ,108.8
+ ,2781
+ ,138.9
+ ,90.8
+ ,44.1
+ ,1998
+ ,139.8
+ ,95.9
+ ,93.6
+ ,2587
+ ,145.6
+ ,114.4
+ ,107.4
+ ,2732
+ ,147.9
+ ,108.2
+ ,96.5
+ ,2696
+ ,148.5
+ ,112.6
+ ,93.6
+ ,2461
+ ,151.1
+ ,109.1
+ ,76.5
+ ,1979
+ ,157.5
+ ,105
+ ,76.7
+ ,2181
+ ,167.5
+ ,105
+ ,84
+ ,2419
+ ,172.3
+ ,118.5
+ ,103.3
+ ,2980
+ ,173.5
+ ,103.7
+ ,88.5
+ ,2750
+ ,187.5
+ ,112.5
+ ,99
+ ,2913
+ ,205.5
+ ,116.6
+ ,105.9
+ ,2838
+ ,195.1
+ ,96.6
+ ,44.7
+ ,1884
+ ,204.5
+ ,101.9
+ ,94
+ ,2690
+ ,204.5
+ ,116.5
+ ,107.1
+ ,2715
+ ,201.7
+ ,119.3
+ ,104.8
+ ,2629
+ ,207
+ ,115.4
+ ,102.5
+ ,2373
+ ,206.6
+ ,108.5
+ ,77.7
+ ,1827
+ ,210.6
+ ,111.5
+ ,85.2
+ ,2004
+ ,211.1
+ ,108.8
+ ,91.3
+ ,2187
+ ,215
+ ,121.8
+ ,106.5
+ ,2485
+ ,223.9
+ ,109.6
+ ,92.4
+ ,2517
+ ,238.2
+ ,112.2
+ ,97.5
+ ,2538
+ ,238.9
+ ,119.6
+ ,107
+ ,2481
+ ,229.6
+ ,104.1
+ ,51.1
+ ,1865
+ ,232.2
+ ,105.3
+ ,98.6
+ ,2307
+ ,222.1
+ ,115
+ ,102.2
+ ,2383
+ ,221.6
+ ,124.1
+ ,114.3
+ ,2362
+ ,227.3
+ ,116.8
+ ,99.4
+ ,2081
+ ,221
+ ,107.5
+ ,72.5
+ ,1648
+ ,213.6
+ ,115.6
+ ,92.3
+ ,1795
+ ,243.4)
+ ,dim=c(4
+ ,73)
+ ,dimnames=list(c('totinduszbouw'
+ ,'bouwn'
+ ,'aant_woong'
+ ,'prijsindex_indusgr')
+ ,1:73))
>  y <- array(NA,dim=c(4,73),dimnames=list(c('totinduszbouw','bouwn','aant_woong','prijsindex_indusgr'),1:73))
>  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/1um461261044368.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 = 5.4537, p-value = 4.934e-08
alternative hypothesis: true tau is not equal to 0 
sample estimates:
      tau 
0.4367729 

> 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/2fp611261044368.tab") 
> 
> try(system("convert tmp/1um461261044368.ps tmp/1um461261044368.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  0.506   0.222   0.604