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(0.7461
+ ,0.5857
+ ,1.2413
+ ,8.9
+ ,2.86
+ ,0.7775
+ ,0.5858
+ ,1.2758
+ ,8.6
+ ,2.55
+ ,0.7790
+ ,0.5717
+ ,1.2729
+ ,8.3
+ ,2.27
+ ,0.7744
+ ,0.5945
+ ,1.2695
+ ,8.3
+ ,2.26
+ ,0.7905
+ ,0.5961
+ ,1.2858
+ ,8.3
+ ,2.57
+ ,0.7719
+ ,0.5973
+ ,1.2741
+ ,8.4
+ ,3.07
+ ,0.7811
+ ,0.6036
+ ,1.2823
+ ,8.5
+ ,2.76
+ ,0.7557
+ ,0.6096
+ ,1.2588
+ ,8.4
+ ,2.51
+ ,0.7637
+ ,0.6315
+ ,1.2856
+ ,8.6
+ ,2.87
+ ,0.7595
+ ,0.6262
+ ,1.2619
+ ,8.5
+ ,3.14
+ ,0.7471
+ ,0.6121
+ ,1.2590
+ ,8.5
+ ,3.11
+ ,0.7615
+ ,0.6326
+ ,1.2865
+ ,8.5
+ ,3.16
+ ,0.7487
+ ,0.6214
+ ,1.2667
+ ,8.5
+ ,2.47
+ ,0.7389
+ ,0.6274
+ ,1.2505
+ ,8.5
+ ,2.57
+ ,0.7337
+ ,0.6175
+ ,1.2205
+ ,8.5
+ ,2.89
+ ,0.7510
+ ,0.6208
+ ,1.2220
+ ,8.5
+ ,2.63
+ ,0.7382
+ ,0.6225
+ ,1.1990
+ ,8.5
+ ,2.38
+ ,0.7159
+ ,0.5889
+ ,1.1583
+ ,8.5
+ ,1.69
+ ,0.7542
+ ,0.6020
+ ,1.1931
+ ,8.5
+ ,1.96
+ ,0.7636
+ ,0.5932
+ ,1.2028
+ ,8.5
+ ,2.19
+ ,0.7433
+ ,0.5841
+ ,1.1802
+ ,8.6
+ ,1.87
+ ,0.7658
+ ,0.6000
+ ,1.2084
+ ,8.4
+ ,1.6
+ ,0.7627
+ ,0.5947
+ ,1.1996
+ ,8.1
+ ,1.63
+ ,0.7480
+ ,0.5891
+ ,1.1870
+ ,8.00
+ ,1.22
+ ,0.7692
+ ,0.6051
+ ,1.2013
+ ,8.00
+ ,1.21
+ ,0.7850
+ ,0.5960
+ ,1.2120
+ ,8.00
+ ,1.49
+ ,0.7913
+ ,0.6012
+ ,1.2133
+ ,8.00
+ ,1.64
+ ,0.7720
+ ,0.5957
+ ,1.1866
+ ,7.9
+ ,1.66
+ ,0.7880
+ ,0.5959
+ ,1.2067
+ ,7.8
+ ,1.77
+ ,0.8070
+ ,0.6049
+ ,1.2240
+ ,7.8
+ ,1.82
+ ,0.8268
+ ,0.6064
+ ,1.2566
+ ,7.9
+ ,1.78
+ ,0.8244
+ ,0.6137
+ ,1.2608
+ ,8.1
+ ,1.28
+ ,0.8487
+ ,0.6311
+ ,1.3005
+ ,8.00
+ ,1.29
+ ,0.8572
+ ,0.6258
+ ,1.2955
+ ,7.6
+ ,1.37
+ ,0.8214
+ ,0.6010
+ ,1.2500
+ ,7.3
+ ,1.12
+ ,0.8827
+ ,0.6232
+ ,1.3158
+ ,7.00
+ ,1.51
+ ,0.9216
+ ,0.6384
+ ,1.3358
+ ,6.8
+ ,2.24
+ ,0.8865
+ ,0.6014
+ ,1.2817
+ ,7.00
+ ,2.94
+ ,0.8816
+ ,0.5980
+ ,1.2707
+ ,7.1
+ ,3.09
+ ,0.8884
+ ,0.5987
+ ,1.2595
+ ,7.2
+ ,3.46
+ ,0.9466
+ ,0.6237
+ ,1.3182
+ ,7.1
+ ,3.64
+ ,0.9180
+ ,0.5813
+ ,1.2665
+ ,6.9
+ ,4.39
+ ,0.9337
+ ,0.5991
+ ,1.2715
+ ,6.7
+ ,4.15
+ ,0.9559
+ ,0.6160
+ ,1.3041
+ ,6.7
+ ,5.21
+ ,0.9626
+ ,0.6096
+ ,1.3106
+ ,6.6
+ ,5.8
+ ,0.9434
+ ,0.6051
+ ,1.2911
+ ,6.9
+ ,5.91
+ ,0.8639
+ ,0.5857
+ ,1.2233
+ ,7.3
+ ,5.39
+ ,0.7996
+ ,0.5565
+ ,1.1438
+ ,7.5
+ ,5.46
+ ,0.6680
+ ,0.5223
+ ,0.9895
+ ,7.3
+ ,4.72
+ ,0.6572
+ ,0.5091
+ ,1.9903
+ ,7.1
+ ,3.14
+ ,0.6928
+ ,0.4919
+ ,0.9967
+ ,6.9
+ ,2.63
+ ,0.6438
+ ,0.4995
+ ,0.9708
+ ,7.1
+ ,2.32
+ ,0.6454
+ ,0.5069
+ ,0.9946
+ ,7.5
+ ,1.93
+ ,0.6873
+ ,0.5190
+ ,1.0441
+ ,7.7
+ ,0.62
+ ,0.7265
+ ,0.5460
+ ,1.0757
+ ,7.8
+ ,0.6
+ ,0.7912
+ ,0.5648
+ ,1.1461
+ ,7.8
+ ,-0.37
+ ,0.8114
+ ,0.5751
+ ,1.1749
+ ,7.7
+ ,-1.1
+ ,0.8281
+ ,0.5862
+ ,1.1926
+ ,7.7
+ ,-1.68
+ ,0.8393
+ ,0.5877
+ ,1.2109
+ ,7.8
+ ,-0.78)
+ ,dim=c(5
+ ,59)
+ ,dimnames=list(c('US_DOLLAR'
+ ,'EURO'
+ ,'SINGAPORE_DOLLAR'
+ ,'Werkloosheidsgraad_in_%'
+ ,'Inflatie')
+ ,1:59))
>  y <- array(NA,dim=c(5,59),dimnames=list(c('US_DOLLAR','EURO','SINGAPORE_DOLLAR','Werkloosheidsgraad_in_%','Inflatie'),1:59))
>  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/1fuqn1257499205.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] 5
> cor.test(y[1,],y[2,],method='kendall')

	Kendall's rank correlation tau

data:  y[1, ] and y[2, ] 
z = 2.5898, p-value = 0.009603
alternative hypothesis: true tau is not equal to 0 
sample estimates:
      tau 
0.2316468 

> 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/2cmut1257499205.tab") 
> 
> system("convert tmp/1fuqn1257499205.ps tmp/1fuqn1257499205.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.555   0.234   1.271