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Kendall tau Correlatiematrix

*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 08:58:25 -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/t1257955268jzsqnwrz4m1soxf.htm/, Retrieved Wed, 11 Nov 2009 17:01:08 +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/t1257955268jzsqnwrz4m1soxf.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:
werkloosheid, werkzoekenden, nieuwe personenwagens, consumentenvertrouwen
 
Dataseries X:
» Textbox « » Textfile « » CSV «
613 59 11.3 9.3 611 59 13.6 8.7 594 67 16.7 8.2 595 71 14.2 8.3 591 72 21.3 8.5 589 73 13.8 8.6 584 73 9 8.5 573 75 1.9 8.2 567 70 4.6 8.1 569 67 15.1 7.9 621 59 22.7 8.6 629 43 25.5 8.7 628 23 19.9 8.7 612 23 14.9 8.5 595 19 12 8.4 597 11 6.8 8.5 593 13 16.5 8.7 590 8 23.4 8.7 580 0 32.7 8.6 574 2 31.3 8.5 573 7 32.4 8.3 573 5 21.2 8 620 9 20.7 8.2 626 6 11.8 8.1 620 10 14.2 8.1 588 11 16.1 8 566 16 16.6 7.9 557 14 16.5 7.9 561 14 13.7 8 549 9 11.9 8 532 17 11 7.9 526 16 10.1 8 511 21 11.3 7.7 499 41 17.9 7.2 555 14 23 7.5 565 13 28.6 7.3 542 19 29.9 7 527 18 32 7 510 27 33.9 7 514 26 39.1 7.2 517 30 29.8 7.3 508 27 30 7.1 493 33 22.8 6.8 490 26 29.8 6.4 469 26 26.6 6.1 478 35 29.2 6.5 528 39 21.2 7.7 534 37 18.9 7.9 518 39 17.3 7.5 506 40 14.2 6.9 502 44 9.1 6.6 516 45 5.5 6.9 528 46 0.9 7.7 533 34 1 8 536 34 3.3 8 537 39 3.8 7.7 524 40 3.9 7.3 536 41 1.1 7.4 587 40 4.5 8.1 597 41 9.6 8.3 581 32 14.8 8.2
 
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 time2 seconds
R Server'Sir Ronald Aylmer Fisher' @ 193.190.124.24
R Framework
error message
The field 'Names of X columns' contains a hard return which cannot be interpreted.
Please, resubmit your request without hard returns in the 'Names of X columns'.


Kendall tau rank correlations for all pairs of data series
pairtaup-value
tau( WklBe , CstVert )-0.06622617408773420.454860357781993
tau( WklBe , VrkPw )-0.06858710820531760.436504170352588
tau( WklBe , Wrkzk )0.7294255819729434.44089209850063e-16
tau( CstVert , VrkPw )-0.2554525623981050.00393383858660101
tau( CstVert , Wrkzk )-0.02367825958315090.793151546334118
tau( VrkPw , Wrkzk )-0.103694631930690.248298198161714
 
Charts produced by software:
http://www.freestatistics.org/blog/date/2009/Nov/11/t1257955268jzsqnwrz4m1soxf/1mxc01257955101.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/11/t1257955268jzsqnwrz4m1soxf/1mxc01257955101.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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Software written by Ed van Stee & Patrick Wessa


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