R version 2.8.1 (2008-12-22)
Copyright (C) 2008 The R Foundation for Statistical Computing
ISBN 3-900051-07-0

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> x <- array(list(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
+ ,15.683
+ ,100.7
+ ,1.2
+ ,1.4179
+ ,16.438
+ ,100.78
+ ,1.4
+ ,1.4447
+ ,17.032
+ ,99.81
+ ,2.2
+ ,1.4761
+ ,17.696
+ ,98.45
+ ,2.9
+ ,1.4721
+ ,17.745
+ ,98.49
+ ,3.1
+ ,1.487
+ ,19.394
+ ,97.48
+ ,3.5
+ ,1.5167
+ ,20.148
+ ,97.91
+ ,3.6
+ ,1.5812
+ ,20.108
+ ,96.94
+ ,4.4
+ ,1.554
+ ,18.584
+ ,98.53
+ ,4.1
+ ,1.5508
+ ,18.441
+ ,96.82
+ ,5.1
+ ,1.5764
+ ,18.391
+ ,95.76
+ ,5.8
+ ,1.5611
+ ,19.178
+ ,95.27
+ ,5.9
+ ,1.4735
+ ,18.079
+ ,97.32
+ ,5.4
+ ,1.4303
+ ,18.483
+ ,96.68
+ ,5.5
+ ,1.2757
+ ,19.644
+ ,97.87
+ ,4.8
+ ,1.2727
+ ,19.195
+ ,97.42
+ ,3.2
+ ,1.3917
+ ,19.650
+ ,97.94
+ ,2.7
+ ,1.2816
+ ,20.830
+ ,99.52
+ ,2.1
+ ,1.2644
+ ,23.595
+ ,100.99
+ ,1.9
+ ,1.3308
+ ,22.937
+ ,99.92
+ ,0.6
+ ,1.3275
+ ,21.814
+ ,101.97
+ ,0.7
+ ,1.4098
+ ,21.928
+ ,101.58
+ ,-0.2
+ ,1.4134
+ ,21.777
+ ,99.54
+ ,-1
+ ,1.4138
+ ,21.383
+ ,100.83
+ ,-1.7
+ ,1.4272
+ ,21.467
+ ,-0.7)
+ ,dim=c(4
+ ,61)
+ ,dimnames=list(c('Wisselkoers'
+ ,'Goudkoers'
+ ,'Ruilvoet'
+ ,'Inflatie')
+ ,1:61))
>  y <- array(NA,dim=c(4,61),dimnames=list(c('Wisselkoers','Goudkoers','Ruilvoet','Inflatie'),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/rcomp/tmp/1sov11257952799.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/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab
> load(file="/var/www/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 = 4.5303, p-value = 5.89e-06
alternative hypothesis: true tau is not equal to 0 
sample estimates:
      tau 
0.3978142 

> 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/rcomp/tmp/2firs1257952799.tab") 
> 
> system("convert tmp/1sov11257952799.ps tmp/1sov11257952799.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.600   0.390   0.957