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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> x <- array(list(260.6
+ ,7.5
+ ,277
+ ,7.7
+ ,291.6
+ ,8.3
+ ,260.6
+ ,7.5
+ ,275.4
+ ,7.8
+ ,291.6
+ ,8.3
+ ,275.3
+ ,7.9
+ ,275.4
+ ,7.8
+ ,231.7
+ ,6.6
+ ,275.3
+ ,7.9
+ ,238.8
+ ,7
+ ,231.7
+ ,6.6
+ ,274.2
+ ,8.2
+ ,238.8
+ ,7
+ ,277.8
+ ,8.2
+ ,274.2
+ ,8.2
+ ,299.1
+ ,9.1
+ ,277.8
+ ,8.2
+ ,286.6
+ ,9
+ ,299.1
+ ,9.1
+ ,232.3
+ ,7.1
+ ,286.6
+ ,9
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+ ,8.9
+ ,232.3
+ ,7.1
+ ,267.5
+ ,8.5
+ ,294.1
+ ,8.9
+ ,309.7
+ ,9.8
+ ,267.5
+ ,8.5
+ ,280.7
+ ,8.8
+ ,309.7
+ ,9.8
+ ,287.3
+ ,9.2
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+ ,8.8
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+ ,7.4
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+ ,9.2
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+ ,8.3
+ ,235.7
+ ,7.4
+ ,289
+ ,9.7
+ ,256.4
+ ,8.3
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+ ,9.7
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+ ,9.7
+ ,321.9
+ ,10.8
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+ ,9.7
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+ ,9.8
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+ ,10.8
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+ ,7.9
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+ ,9.8
+ ,295.5
+ ,9.8
+ ,241.4
+ ,7.9
+ ,258.2
+ ,9
+ ,295.5
+ ,9.8
+ ,306.1
+ ,10.5
+ ,258.2
+ ,9
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+ ,9.5
+ ,306.1
+ ,10.5
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+ ,9.5
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+ ,10.1
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+ ,10.1
+ ,300.4
+ ,11.2
+ ,299.3
+ ,11.1
+ ,340.9
+ ,12.6
+ ,300.4
+ ,11.2
+ ,318.8
+ ,12.2
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+ ,12.6
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+ ,9.9
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+ ,322.7
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+ ,12.6
+ ,281.6
+ ,11.1
+ ,312.6
+ ,11.9
+ ,323.5
+ ,12.6
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+ ,11.9
+ ,312.6
+ ,11.9
+ ,262.8
+ ,10
+ ,310.8
+ ,11.9
+ ,273.8
+ ,10.8
+ ,262.8
+ ,10
+ ,320
+ ,12.9
+ ,273.8
+ ,10.8
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+ ,12.5
+ ,320
+ ,12.9
+ ,342.2
+ ,13.8
+ ,310.3
+ ,12.5
+ ,320.1
+ ,13.1
+ ,342.2
+ ,13.8
+ ,265.6
+ ,10.5
+ ,320.1
+ ,13.1
+ ,327
+ ,12.9
+ ,265.6
+ ,10.5
+ ,300.7
+ ,12.9
+ ,327
+ ,12.9
+ ,346.4
+ ,14.4
+ ,300.7
+ ,12.9
+ ,317.3
+ ,12.7
+ ,346.4
+ ,14.4
+ ,326.2
+ ,13.3
+ ,317.3
+ ,12.7
+ ,270.7
+ ,11
+ ,326.2
+ ,13.3
+ ,278.2
+ ,11.9
+ ,270.7
+ ,11
+ ,324.6
+ ,14.1
+ ,278.2
+ ,11.9
+ ,321.8
+ ,14.4
+ ,324.6
+ ,14.1
+ ,343.5
+ ,14.9
+ ,321.8
+ ,14.4
+ ,354
+ ,15.7
+ ,343.5
+ ,14.9
+ ,278.2
+ ,12
+ ,354
+ ,15.7
+ ,330.2
+ ,14.3
+ ,278.2
+ ,12
+ ,307.3
+ ,14.2
+ ,330.2
+ ,14.3
+ ,375.9
+ ,17.4
+ ,307.3
+ ,14.2
+ ,335.3
+ ,15.1
+ ,375.9
+ ,17.4
+ ,339.3
+ ,15.3
+ ,335.3
+ ,15.1
+ ,280.3
+ ,12.6
+ ,339.3
+ ,15.3
+ ,293.7
+ ,14
+ ,280.3
+ ,12.6
+ ,341.2
+ ,16.6
+ ,293.7
+ ,14
+ ,345.1
+ ,16.7
+ ,341.2
+ ,16.6
+ ,368.7
+ ,17.6
+ ,345.1
+ ,16.7
+ ,369.4
+ ,18.3
+ ,368.7
+ ,17.6
+ ,288.4
+ ,13.6
+ ,369.4
+ ,18.3
+ ,341
+ ,15.8
+ ,288.4
+ ,13.6
+ ,319.1
+ ,16.1
+ ,341
+ ,15.8
+ ,374.2
+ ,18.6
+ ,319.1
+ ,16.1
+ ,344.5
+ ,17.3
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+ ,18.6
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+ ,17
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+ ,282.2
+ ,15.2
+ ,325.4
+ ,18
+ ,321
+ ,17.8
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+ ,19.4
+ ,325.4
+ ,18
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+ ,21.8
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+ ,19.4
+ ,300.7
+ ,16.2
+ ,380.3
+ ,21.8
+ ,359.3
+ ,19.2
+ ,300.7
+ ,16.2
+ ,327.6
+ ,19.5
+ ,359.3
+ ,19.2
+ ,383.6
+ ,22
+ ,327.6
+ ,19.5
+ ,352.4
+ ,20
+ ,383.6
+ ,22
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+ ,19.2
+ ,352.4
+ ,20
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+ ,16.9
+ ,329.4
+ ,19.2
+ ,333.5
+ ,20
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+ ,16.9
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+ ,20.4
+ ,333.5
+ ,20
+ ,358
+ ,21.8
+ ,334.3
+ ,20.4
+ ,396.1
+ ,25
+ ,358
+ ,21.8
+ ,387
+ ,25.8
+ ,396.1
+ ,25
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+ ,19.4
+ ,387
+ ,25.8
+ ,363.9
+ ,22.6
+ ,307.2
+ ,19.4
+ ,344.7
+ ,24.1
+ ,363.9
+ ,22.6
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+ ,26.9
+ ,344.7
+ ,24.1
+ ,376.8
+ ,24.9
+ ,397.6
+ ,26.9
+ ,337.1
+ ,23.3
+ ,376.8
+ ,24.9
+ ,299.3
+ ,20.3
+ ,337.1
+ ,23.3
+ ,323.1
+ ,22.3
+ ,299.3
+ ,20.3
+ ,329.1
+ ,23.7
+ ,323.1
+ ,22.3
+ ,347
+ ,24.3
+ ,329.1
+ ,23.7
+ ,462
+ ,31.7
+ ,347
+ ,24.3
+ ,436.5
+ ,32.2
+ ,462
+ ,31.7
+ ,360.4
+ ,25.4
+ ,436.5
+ ,32.2
+ ,415.5
+ ,28.6
+ ,360.4
+ ,25.4
+ ,382.1
+ ,28.7
+ ,415.5
+ ,28.6
+ ,432.2
+ ,30.9
+ ,382.1
+ ,28.7
+ ,424.3
+ ,31.4
+ ,432.2
+ ,30.9
+ ,386.7
+ ,29.1
+ ,424.3
+ ,31.4
+ ,354.5
+ ,26.3
+ ,386.7
+ ,29.1
+ ,375.8
+ ,28.9
+ ,354.5
+ ,26.3
+ ,368
+ ,28.9
+ ,375.8
+ ,28.9
+ ,402.4
+ ,31
+ ,368
+ ,28.9
+ ,426.5
+ ,33.4
+ ,402.4
+ ,31
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+ ,35.9
+ ,426.5
+ ,33.4
+ ,338.5
+ ,25.8
+ ,433.3
+ ,35.9
+ ,416.8
+ ,31.2
+ ,338.5
+ ,25.8
+ ,381.1
+ ,31.7
+ ,416.8
+ ,31.2
+ ,445.7
+ ,36.2
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+ ,31.7
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+ ,32
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+ ,33.7
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+ ,32.3
+ ,384.2
+ ,32.2
+ ,415.8
+ ,35.3
+ ,373.2
+ ,32.3
+ ,448.6
+ ,37.2
+ ,415.8
+ ,35.3
+ ,454.3
+ ,39.6
+ ,448.6
+ ,37.2
+ ,350.3
+ ,28.4
+ ,454.3
+ ,39.6
+ ,419.1
+ ,33.9
+ ,350.3
+ ,28.4
+ ,398
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+ ,419.1
+ ,33.9
+ ,456.1
+ ,38.3
+ ,398
+ ,33.7
+ ,430.1
+ ,34.6
+ ,456.1
+ ,38.3
+ ,399.8
+ ,32.7
+ ,430.1
+ ,34.6
+ ,362.7
+ ,29.5
+ ,399.8
+ ,32.7
+ ,384.9
+ ,32
+ ,362.7
+ ,29.5
+ ,385.3
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+ ,32
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+ ,36.7
+ ,385.3
+ ,33.2
+ ,468.9
+ ,38.6
+ ,432.3
+ ,36.7
+ ,442.7
+ ,38.1
+ ,468.9
+ ,38.6
+ ,370.2
+ ,29.8
+ ,442.7
+ ,38.1
+ ,439.4
+ ,35.6
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+ ,29.8
+ ,393.9
+ ,33.2
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+ ,35.6
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+ ,438.8
+ ,34.8
+ ,468.7
+ ,38.9
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+ ,37.2
+ ,438.8
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+ ,29.7
+ ,430.1
+ ,37.2
+ ,391
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+ ,366.3
+ ,29.7
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+ ,32.1
+ ,391
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+ ,431.4
+ ,36.3
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+ ,40.8
+ ,465.4
+ ,38.4
+ ,387.5
+ ,31.3
+ ,471.5
+ ,40.8
+ ,446.4
+ ,36.2
+ ,387.5
+ ,31.3
+ ,421.5
+ ,35.1
+ ,446.4
+ ,36.2
+ ,504.8
+ ,44.1
+ ,421.5
+ ,35.1
+ ,492.1
+ ,39.3
+ ,504.8
+ ,44.1
+ ,421.3
+ ,34.1
+ ,492.1
+ ,39.3
+ ,396.7
+ ,32.4
+ ,421.3
+ ,34.1
+ ,428
+ ,36.3
+ ,396.7
+ ,32.4
+ ,421.9
+ ,36.8
+ ,428
+ ,36.3
+ ,465.6
+ ,40.5
+ ,421.9
+ ,36.8
+ ,525.8
+ ,46
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+ ,40.5
+ ,499.9
+ ,43.9
+ ,525.8
+ ,46
+ ,435.3
+ ,37.2
+ ,499.9
+ ,43.9
+ ,479.5
+ ,40.7
+ ,435.3
+ ,37.2
+ ,473
+ ,42
+ ,479.5
+ ,40.7
+ ,554.4
+ ,49.2
+ ,473
+ ,42
+ ,489.6
+ ,42.3
+ ,554.4
+ ,49.2
+ ,462.2
+ ,40.8
+ ,489.6
+ ,42.3
+ ,420.3
+ ,37.6
+ ,462.2
+ ,40.8)
+ ,dim=c(4
+ ,185)
+ ,dimnames=list(c('Y[t]'
+ ,'X[t]'
+ ,'Y[t-1]'
+ ,'X[t-1]')
+ ,1:185))
>  y <- array(NA,dim=c(4,185),dimnames=list(c('Y[t]','X[t]','Y[t-1]','X[t-1]'),1:185))
>  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/11zs11261082742.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 = 16.4912, p-value < 2.2e-16
alternative hypothesis: true tau is not equal to 0 
sample estimates:
      tau 
0.8171954 

> 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/2fw171261082742.tab") 
> 
> try(system("convert tmp/11zs11261082742.ps tmp/11zs11261082742.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  0.671   0.278   2.394