R version 2.8.0 (2008-10-20)
Copyright (C) 2008 The R Foundation for Statistical Computing
ISBN 3-900051-07-0

R is free software and comes with ABSOLUTELY NO WARRANTY.
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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(0.527
+ ,4.79
+ ,0.7461
+ ,0.5857
+ ,2.86
+ ,24710.92
+ ,0.472
+ ,5.95
+ ,0.7775
+ ,0.5858
+ ,2.55
+ ,23983.59
+ ,0
+ ,5.46
+ ,0.779
+ ,0.5717
+ ,2.27
+ ,24434.12
+ ,0.052
+ ,5.75
+ ,0.7744
+ ,0.5945
+ ,2.26
+ ,23939.23
+ ,0.313
+ ,5.15
+ ,0.7905
+ ,0.5961
+ ,2.57
+ ,24290.02
+ ,0.364
+ ,4.96
+ ,0.7719
+ ,0.5973
+ ,3.07
+ ,24117.63
+ ,0.363
+ ,5.28
+ ,0.7811
+ ,0.6036
+ ,2.76
+ ,23724.64
+ ,-0.155
+ ,5.73
+ ,0.7557
+ ,0.6096
+ ,2.51
+ ,22989.44
+ ,0.052
+ ,5.75
+ ,0.7637
+ ,0.6315
+ ,2.87
+ ,23716.86
+ ,0.568
+ ,5.88
+ ,0.7595
+ ,0.6262
+ ,3.14
+ ,25058.83
+ ,0.668
+ ,6.3
+ ,0.7471
+ ,0.6121
+ ,3.11
+ ,25059.00
+ ,1.378
+ ,6.74
+ ,0.7615
+ ,0.6326
+ ,3.16
+ ,23579.18
+ ,0.252
+ ,6.75
+ ,0.7487
+ ,0.6214
+ ,2.47
+ ,24209.03
+ ,-0.402
+ ,7.34
+ ,0.7389
+ ,0.6274
+ ,2.57
+ ,24173.67
+ ,-0.05
+ ,6.64
+ ,0.7337
+ ,0.6175
+ ,2.89
+ ,24706.39
+ ,0.555
+ ,6.62
+ ,0.751
+ ,0.6208
+ ,2.63
+ ,24522.12
+ ,0.05
+ ,6.32
+ ,0.7382
+ ,0.6225
+ ,2.38
+ ,24766.15
+ ,0.15
+ ,5.32
+ ,0.7159
+ ,0.5889
+ ,1.69
+ ,25940.04
+ ,0.45
+ ,5.68
+ ,0.7542
+ ,0.602
+ ,1.96
+ ,24985.78
+ ,0.299
+ ,6.18
+ ,0.7636
+ ,0.5932
+ ,2.19
+ ,24788.00
+ ,0.199
+ ,5.02
+ ,0.7433
+ ,0.5841
+ ,1.87
+ ,26544.56
+ ,0.496
+ ,2.1
+ ,0.7658
+ ,0.6
+ ,1.6
+ ,28019.08
+ ,0.444
+ ,4
+ ,0.7627
+ ,0.5947
+ ,1.63
+ ,27285.71
+ ,-0.393
+ ,3
+ ,0.748
+ ,0.5891
+ ,1.22
+ ,29161.16
+ ,-0.444
+ ,4.73
+ ,0.7692
+ ,0.6051
+ ,1.21
+ ,28357.73
+ ,0.198
+ ,5.14
+ ,0.785
+ ,0.596
+ ,1.49
+ ,27979.91
+ ,0.494
+ ,5.81
+ ,0.7913
+ ,0.6012
+ ,1.64
+ ,27543.95
+ ,0.133
+ ,6.24
+ ,0.772
+ ,0.5957
+ ,1.66
+ ,27397.53
+ ,0.388
+ ,4.49
+ ,0.788
+ ,0.5959
+ ,1.77
+ ,27623.59
+ ,0.484
+ ,4.22
+ ,0.807
+ ,0.6049
+ ,1.82
+ ,27736.07
+ ,0.278
+ ,4.88
+ ,0.8268
+ ,0.6064
+ ,1.78
+ ,27803.79
+ ,0.369
+ ,5.18
+ ,0.8244
+ ,0.6137
+ ,1.28
+ ,27779.55
+ ,0.165
+ ,5.19
+ ,0.8487
+ ,0.6311
+ ,1.29
+ ,27524.13
+ ,0.155
+ ,5.06
+ ,0.8572
+ ,0.6258
+ ,1.37
+ ,27582.72
+ ,0.087
+ ,4.65
+ ,0.8214
+ ,0.601
+ ,1.12
+ ,28638.95
+ ,0.414
+ ,4.83
+ ,0.8827
+ ,0.6232
+ ,1.51
+ ,28825.78
+ ,0.36
+ ,4.6
+ ,0.9216
+ ,0.6384
+ ,2.24
+ ,30132.61
+ ,0.975
+ ,4.72
+ ,0.8865
+ ,0.6014
+ ,2.94
+ ,29326.85
+ ,0.27
+ ,4.33
+ ,0.8816
+ ,0.598
+ ,3.09
+ ,29075.62
+ ,0.359
+ ,4.97
+ ,0.8884
+ ,0.5987
+ ,3.46
+ ,28230.63
+ ,0.169
+ ,5.37
+ ,0.9466
+ ,0.6237
+ ,3.64
+ ,28118.36
+ ,0.381
+ ,4.19
+ ,0.918
+ ,0.5813
+ ,4.39
+ ,28173.29
+ ,0.154
+ ,4.54
+ ,0.9337
+ ,0.5991
+ ,4.15
+ ,27396.91
+ ,0.486
+ ,5.82
+ ,0.9559
+ ,0.616
+ ,5.21
+ ,24578.55
+ ,0.925
+ ,5.49
+ ,0.9626
+ ,0.6096
+ ,5.8
+ ,24504.77
+ ,0.728
+ ,3.28
+ ,0.9434
+ ,0.6051
+ ,5.91
+ ,27582.37
+ ,-0.014
+ ,5.11
+ ,0.8639
+ ,0.5857
+ ,5.39
+ ,26920.31
+ ,0.046
+ ,6.24
+ ,0.7996
+ ,0.5565
+ ,5.46
+ ,25426.68
+ ,-0.819
+ ,6.41
+ ,0.668
+ ,0.5223
+ ,4.72
+ ,25390.80
+ ,-1.674
+ ,6.43
+ ,0.6572
+ ,0.5091
+ ,3.14
+ ,25041.16
+ ,-0.788
+ ,8.42
+ ,0.6928
+ ,0.4919
+ ,2.63
+ ,22769.42
+ ,0.279
+ ,8.23
+ ,0.6438
+ ,0.4995
+ ,2.32
+ ,22921.89
+ ,0.396
+ ,3.17
+ ,0.6454
+ ,0.5069
+ ,1.93
+ ,26267.63
+ ,-0.141
+ ,2.72
+ ,0.6873
+ ,0.519
+ ,0.62
+ ,27364.67
+ ,-0.019
+ ,3
+ ,0.7265
+ ,0.546
+ ,0.6
+ ,28382.59
+ ,0.099
+ ,3.47
+ ,0.7912
+ ,0.5648
+ ,-0.37
+ ,29132.81
+ ,0.742
+ ,3.88
+ ,0.8114
+ ,0.5751
+ ,-1.1
+ ,28214.51
+ ,0.005
+ ,3.43
+ ,0.8281
+ ,0.5862
+ ,-1.68
+ ,28865.73
+ ,0.448
+ ,4.06
+ ,0.8393
+ ,0.5877
+ ,-0.78
+ ,24405.35)
+ ,dim=c(6
+ ,59)
+ ,dimnames=list(c('Amerikaanse_inflatie'
+ ,'Interestvoet_auto'
+ ,'USDOLLAR'
+ ,'EURO'
+ ,'Inflatie_België'
+ ,'Autolening_financieringsbedrag')
+ ,1:59))
>  y <- array(NA,dim=c(6,59),dimnames=list(c('Amerikaanse_inflatie','Interestvoet_auto','USDOLLAR','EURO','Inflatie_België','Autolening_financieringsbedrag'),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/freestat/rcomp/tmp/127951257789029.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/freestat/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab
> load(file="/var/www/html/freestat/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] 6
> cor.test(y[1,],y[2,],method='kendall')

	Kendall's rank correlation tau

data:  y[1, ] and y[2, ] 
z = -1.2688, p-value = 0.2045
alternative hypothesis: true tau is not equal to 0 
sample estimates:
       tau 
-0.1135167 

> 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/freestat/rcomp/tmp/2vtrg1257789029.tab") 
> 
> system("convert tmp/127951257789029.ps tmp/127951257789029.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.915   0.368   1.000