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*The author of this computation has been verified*
R Software Module: /rwasp_pairs.wasp (opens new window with default values)
Title produced by software: Kendall tau Correlation Matrix
Date of computation: Wed, 11 Nov 2009 07:44:31 -0700
 
Cite this page as follows:
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2009/Nov/11/t1257950768tmpmotg6cynemot.htm/, Retrieved Wed, 11 Nov 2009 15:46:10 +0100
 
BibTeX entries for LaTeX users:
@Manual{KEY,
    author = {{YOUR NAME}},
    publisher = {Office for Research Development and Education},
    title = {Statistical Computations at FreeStatistics.org, URL http://www.freestatistics.org/blog/date/2009/Nov/11/t1257950768tmpmotg6cynemot.htm/},
    year = {2009},
}
@Manual{R,
    title = {R: A Language and Environment for Statistical Computing},
    author = {{R Development Core Team}},
    organization = {R Foundation for Statistical Computing},
    address = {Vienna, Austria},
    year = {2009},
    note = {{ISBN} 3-900051-07-0},
    url = {http://www.R-project.org},
}
 
Original text written by user:
 
IsPrivate?
No (this computation is public)
 
User-defined keywords:
 
Dataseries X:
» Textbox « » Textfile « » CSV «
1.2111 10.574 100.03 2 1.2409 10.653 100.25 1.8 1.2737 10.805 99.6 2.7 1.3295 10.872 100.16 2.3 1.3621 10.625 100.49 1.9 1.3035 10.407 99.72 2 1.3257 10.463 100.14 2.3 1.2964 10.556 98.48 2.8 1.2957 10.646 100.38 2.4 1.2331 10.702 101.45 2.3 1.2092 11.353 98.42 2.7 1.2093 11.346 98.6 2.7 1.2198 11.451 100.06 2.9 1.2042 11.964 98.62 3 1.2023 12.574 100.84 2.2 1.1769 13.031 100.02 2.3 1.1797 13.812 97.95 2.8 1.2118 14.544 98.32 2.8 1.1875 14.931 98.27 2.8 1.2104 14.886 97.22 2.2 1.2537 16.005 99.28 2.6 1.2868 17.064 100.38 2.8 1.2713 15.168 99.02 2.5 1.2767 16.050 100.32 2.4 1.2851 15.839 99.81 2.3 1.266 15.137 100.6 1.9 1.2696 14.954 101.19 1.7 1.32 15.648 100.47 2 1.317 15.305 101.77 2.1 1.2954 15.579 102.32 1.7 1.3211 16.348 102.39 1.8 1.3318 15.928 101.16 1.8 1.3605 16.171 100.63 1.8 1.3453 15.937 101.48 1.3 1.3505 15.713 101.44 1.3 1.3707 15.594 100.09 1.3 1.3705 etc...
 
Output produced by software:

Enter (or paste) a matrix (table) containing all data (time) series. Every column represents a different variable and must be delimited by a space or Tab. Every row represents a period in time (or category) and must be delimited by hard returns. The easiest way to enter data is to copy and paste a block of spreadsheet cells. Please, do not use commas or spaces to seperate groups of digits!


Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time1 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135
R Framework
error message
Warning: there are blank lines in the 'Data X' field.
Please, use NA for missing data - blank lines are simply
 deleted and are NOT treated as missing values.


Kendall tau rank correlations for all pairs of data series
pairtaup-value
tau( Wisselkoers , Goudkoers )0.3978142076502735.89050315169537e-06
tau( Wisselkoers , Ruilvoet )-0.1038819182058820.237047187508860
tau( Wisselkoers , Inflatie )-0.007752622565449630.930482336521634
tau( Goudkoers , Ruilvoet )-0.1213778202195040.167112813085124
tau( Goudkoers , Inflatie )0.001107517509349950.990056564305057
tau( Ruilvoet , Inflatie )-0.5917377923741692.82790780773787e-11
 
Charts produced by software:
http://www.freestatistics.org/blog/date/2009/Nov/11/t1257950768tmpmotg6cynemot/1uaxu1257950670.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/11/t1257950768tmpmotg6cynemot/1uaxu1257950670.ps (open in new window)


 
Parameters (Session):
 
Parameters (R input):
 
R code (references can be found in the software module):
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$counts; y <- y/max(y)
rect(breaks[-nB], 0, breaks[-1], y, col='grey', ...)
}
bitmap(file='test1.png')
pairs(t(y),diag.panel=panel.hist, upper.panel=panel.smooth, lower.panel=panel.tau, main=main)
dev.off()
load(file='createtable')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Kendall tau rank correlations for all pairs of data series',3,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'pair',1,TRUE)
a<-table.element(a,'tau',1,TRUE)
a<-table.element(a,'p-value',1,TRUE)
a<-table.row.end(a)
n <- length(y[,1])
n
cor.test(y[1,],y[2,],method='kendall')
for (i in 1:(n-1))
{
for (j in (i+1):n)
{
a<-table.row.start(a)
dum <- paste('tau(',dimnames(t(x))[[2]][i])
dum <- paste(dum,',')
dum <- paste(dum,dimnames(t(x))[[2]][j])
dum <- paste(dum,')')
a<-table.element(a,dum,header=TRUE)
r <- cor.test(y[i,],y[j,],method='kendall')
a<-table.element(a,r$estimate)
a<-table.element(a,r$p.value)
a<-table.row.end(a)
}
}
a<-table.end(a)
table.save(a,file='mytable.tab')
 





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