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.
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(117.1
+ ,95.1
+ ,8.9
+ ,269285
+ ,118.7
+ ,97
+ ,8.8
+ ,269829
+ ,126.5
+ ,112.7
+ ,8.3
+ ,270911
+ ,127.5
+ ,102.9
+ ,7.5
+ ,266844
+ ,134.6
+ ,97.4
+ ,7.2
+ ,271244
+ ,131.8
+ ,111.4
+ ,7.4
+ ,269907
+ ,135.9
+ ,87.4
+ ,8.8
+ ,271296
+ ,142.7
+ ,96.8
+ ,9.3
+ ,270157
+ ,141.7
+ ,114.1
+ ,9.3
+ ,271322
+ ,153.4
+ ,110.3
+ ,8.7
+ ,267179
+ ,145
+ ,103.9
+ ,8.2
+ ,264101
+ ,137.7
+ ,101.6
+ ,8.3
+ ,265518
+ ,148.3
+ ,94.6
+ ,8.5
+ ,269419
+ ,152.2
+ ,95.9
+ ,8.6
+ ,268714
+ ,169.4
+ ,104.7
+ ,8.5
+ ,272482
+ ,168.6
+ ,102.8
+ ,8.2
+ ,268351
+ ,161.1
+ ,98.1
+ ,8.1
+ ,268175
+ ,174.1
+ ,113.9
+ ,7.9
+ ,270674
+ ,179
+ ,80.9
+ ,8.6
+ ,272764
+ ,190.6
+ ,95.7
+ ,8.7
+ ,272599
+ ,190
+ ,113.2
+ ,8.7
+ ,270333
+ ,181.6
+ ,105.9
+ ,8.5
+ ,270846
+ ,174.8
+ ,108.8
+ ,8.4
+ ,270491
+ ,180.5
+ ,102.3
+ ,8.5
+ ,269160
+ ,196.8
+ ,99
+ ,8.7
+ ,274027
+ ,193.8
+ ,100.7
+ ,8.7
+ ,273784
+ ,197
+ ,115.5
+ ,8.6
+ ,276663
+ ,216.3
+ ,100.7
+ ,8.5
+ ,274525
+ ,221.4
+ ,109.9
+ ,8.3
+ ,271344
+ ,217.9
+ ,114.6
+ ,8
+ ,271115
+ ,229.7
+ ,85.4
+ ,8.2
+ ,270798
+ ,227.4
+ ,100.5
+ ,8.1
+ ,273911
+ ,204.2
+ ,114.8
+ ,8.1
+ ,273985
+ ,196.6
+ ,116.5
+ ,8
+ ,271917
+ ,198.8
+ ,112.9
+ ,7.9
+ ,273338
+ ,207.5
+ ,102
+ ,7.9
+ ,270601
+ ,190.7
+ ,106
+ ,8
+ ,273547
+ ,201.6
+ ,105.3
+ ,8
+ ,275363
+ ,210.5
+ ,118.8
+ ,7.9
+ ,281229
+ ,223.5
+ ,106.1
+ ,8
+ ,277793
+ ,223.8
+ ,109.3
+ ,7.7
+ ,279913
+ ,231.2
+ ,117.2
+ ,7.2
+ ,282500
+ ,244
+ ,92.5
+ ,7.5
+ ,280041
+ ,234.7
+ ,104.2
+ ,7.3
+ ,282166
+ ,250.2
+ ,112.5
+ ,7
+ ,290304
+ ,265.7
+ ,122.4
+ ,7
+ ,283519
+ ,287.6
+ ,113.3
+ ,7
+ ,287816
+ ,283.3
+ ,100
+ ,7.2
+ ,285226
+ ,295.4
+ ,110.7
+ ,7.3
+ ,287595
+ ,312.3
+ ,112.8
+ ,7.1
+ ,289741
+ ,333.8
+ ,109.8
+ ,6.8
+ ,289148
+ ,347.7
+ ,117.3
+ ,6.4
+ ,288301
+ ,383.2
+ ,109.1
+ ,6.1
+ ,290155
+ ,407.1
+ ,115.9
+ ,6.5
+ ,289648
+ ,413.6
+ ,96
+ ,7.7
+ ,288225
+ ,362.7
+ ,99.8
+ ,7.9
+ ,289351
+ ,321.9
+ ,116.8
+ ,7.5
+ ,294735
+ ,239.4
+ ,115.7
+ ,6.9
+ ,305333
+ ,191
+ ,99.4
+ ,6.6
+ ,309030
+ ,159.7
+ ,94.3
+ ,6.9
+ ,310215
+ ,163.4
+ ,91
+ ,7.7
+ ,321935)
+ ,dim=c(4
+ ,61)
+ ,dimnames=list(c('Prijsindexgrondst'
+ ,'Tot.indus.prod'
+ ,'werkloosheidsgraad'
+ ,'Brutoschuld')
+ ,1:61))
>  y <- array(NA,dim=c(4,61),dimnames=list(c('Prijsindexgrondst','Tot.indus.prod','werkloosheidsgraad','Brutoschuld'),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/freestat/rcomp/tmp/1ypa51257801534.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] 4
> cor.test(y[1,],y[2,],method='kendall')

	Kendall's rank correlation tau

data:  y[1, ] and y[2, ] 
z = 2.8688, p-value = 0.00412
alternative hypothesis: true tau is not equal to 0 
sample estimates:
      tau 
0.2519814 

> 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/26a741257801534.tab") 
> 
> system("convert tmp/1ypa51257801534.ps tmp/1ypa51257801534.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.700   0.289   0.753