R version 2.9.0 (2009-04-17)
Copyright (C) 2009 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(9.3
+ ,1.3
+ ,785.8
+ ,5
+ ,8.7
+ ,1.3
+ ,819.3
+ ,1.3
+ ,8.2
+ ,1.2
+ ,849.4
+ ,0
+ ,8.3
+ ,1.1
+ ,880.4
+ ,1.3
+ ,8.5
+ ,1.4
+ ,900.1
+ ,3
+ ,8.6
+ ,1.2
+ ,937.2
+ ,1.3
+ ,8.5
+ ,1.5
+ ,948.9
+ ,-1
+ ,8.2
+ ,1.1
+ ,952.6
+ ,-1.3
+ ,8.1
+ ,1.3
+ ,947.3
+ ,-2
+ ,7.9
+ ,1.5
+ ,974.2
+ ,-0.3
+ ,8.6
+ ,1.1
+ ,1000.8
+ ,0.7
+ ,8.7
+ ,1.4
+ ,1032.8
+ ,-6
+ ,8.7
+ ,1.3
+ ,1050.7
+ ,-1
+ ,8.5
+ ,1.5
+ ,1057.3
+ ,3
+ ,8.4
+ ,1.6
+ ,1075.4
+ ,-2
+ ,8.5
+ ,1.7
+ ,1118.4
+ ,-1.3
+ ,8.7
+ ,1.1
+ ,1179.8
+ ,1.7
+ ,8.7
+ ,1.6
+ ,1227
+ ,4
+ ,8.6
+ ,1.3
+ ,1257.8
+ ,5.3
+ ,8.5
+ ,1.7
+ ,1251.5
+ ,-3
+ ,8.3
+ ,1.6
+ ,1236.3
+ ,1.3
+ ,8
+ ,1.7
+ ,1170.6
+ ,8.7
+ ,8.2
+ ,1.9
+ ,1213.1
+ ,7.3
+ ,8.1
+ ,1.8
+ ,1265.5
+ ,7.3
+ ,8.1
+ ,1.9
+ ,1300.8
+ ,7.7
+ ,8
+ ,1.6
+ ,1348.4
+ ,4.7
+ ,7.9
+ ,1.5
+ ,1371.9
+ ,4.7
+ ,7.9
+ ,1.6
+ ,1403.3
+ ,3.7
+ ,8
+ ,1.6
+ ,1451.8
+ ,8.3
+ ,8
+ ,1.7
+ ,1474.2
+ ,8
+ ,7.9
+ ,2
+ ,1438.2
+ ,8.3
+ ,8
+ ,2
+ ,1513.6
+ ,12.7
+ ,7.7
+ ,1.9
+ ,1562.2
+ ,11.7
+ ,7.2
+ ,1.7
+ ,1546.2
+ ,9.7
+ ,7.5
+ ,1.8
+ ,1527.5
+ ,9.3
+ ,7.3
+ ,1.9
+ ,1418.7
+ ,9.3
+ ,7
+ ,1.7
+ ,1448.5
+ ,7.7
+ ,7
+ ,2
+ ,1492.1
+ ,8.3
+ ,7
+ ,2.1
+ ,1395.4
+ ,7.7
+ ,7.2
+ ,2.4
+ ,1403.7
+ ,7
+ ,7.3
+ ,2.5
+ ,1316.6
+ ,4.3
+ ,7.1
+ ,2.5
+ ,1274.5
+ ,-0.3
+ ,6.8
+ ,2.6
+ ,1264.4
+ ,4.7
+ ,6.4
+ ,2.2
+ ,1323.9
+ ,2
+ ,6.1
+ ,2.5
+ ,1332.1
+ ,0.3
+ ,6.5
+ ,2.8
+ ,1250.2
+ ,-1.7
+ ,7.7
+ ,2.8
+ ,1096.7
+ ,1.3
+ ,7.9
+ ,2.9
+ ,1080.8
+ ,-12.3
+ ,7.5
+ ,3
+ ,1039.2
+ ,-14.3
+ ,6.9
+ ,3.1
+ ,792
+ ,-15.7
+ ,6.6
+ ,2.9
+ ,746.6
+ ,-16.7
+ ,6.9
+ ,2.7
+ ,688.8
+ ,-19
+ ,7.7
+ ,2.2
+ ,715.8
+ ,-27.3
+ ,8
+ ,2.5
+ ,672.9
+ ,-26.7
+ ,8
+ ,2.3
+ ,629.5
+ ,-26.3
+ ,7.7
+ ,2.6
+ ,681.2
+ ,-28.6
+ ,7.3
+ ,2.3
+ ,755.4
+ ,-22.9
+ ,7.4
+ ,2.2
+ ,760.6
+ ,-21.9
+ ,8.1
+ ,1.8
+ ,765.9
+ ,-17.6
+ ,8.3
+ ,1.8
+ ,836.8
+ ,-17.6
+ ,8.2
+ ,2
+ ,904.9
+ ,-20.8)
+ ,dim=c(4
+ ,61)
+ ,dimnames=list(c('Werkloosheidscijfer'
+ ,'inflatie'
+ ,'Herbelegde_dividenden'
+ ,'handelsactiviteit')
+ ,1:61))
>  y <- array(NA,dim=c(4,61),dimnames=list(c('Werkloosheidscijfer','inflatie','Herbelegde_dividenden','handelsactiviteit'),1:61))
>  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/1hfvq1257785760.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 = -6.3932, p-value = 1.624e-10
alternative hypothesis: true tau is not equal to 0 
sample estimates:
       tau 
-0.5855056 

> 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/2c1zd1257785760.tab") 
> 
> system("convert tmp/1hfvq1257785760.ps tmp/1hfvq1257785760.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.503   0.211   0.643