R version 2.9.0 (2009-04-17)
Copyright (C) 2009 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(1.00
+ ,2.05
+ ,2756.76
+ ,2.00
+ ,1.00
+ ,2.11
+ ,2849.27
+ ,2.00
+ ,1.00
+ ,2.09
+ ,2921.44
+ ,4.00
+ ,1.00
+ ,2.05
+ ,2981.85
+ ,-4.00
+ ,1.00
+ ,2.08
+ ,3080.58
+ ,-1.00
+ ,1.00
+ ,2.06
+ ,3106.22
+ ,0.00
+ ,1.00
+ ,2.06
+ ,3119.31
+ ,10.00
+ ,1.00
+ ,2.08
+ ,3061.26
+ ,2.00
+ ,1.00
+ ,2.07
+ ,3097.31
+ ,-11.00
+ ,1.00
+ ,2.06
+ ,3161.69
+ ,0.00
+ ,1.00
+ ,2.07
+ ,3257.16
+ ,8.00
+ ,1.00
+ ,2.06
+ ,3277.01
+ ,8.00
+ ,1.00
+ ,2.09
+ ,3295.32
+ ,12.00
+ ,1.00
+ ,2.07
+ ,3363.99
+ ,2.00
+ ,1.00
+ ,2.09
+ ,3494.17
+ ,-10.00
+ ,1.25
+ ,2.28
+ ,3667.03
+ ,6.00
+ ,1.25
+ ,2.33
+ ,3813.06
+ ,6.00
+ ,1.25
+ ,2.35
+ ,3917.96
+ ,-5.00
+ ,1.50
+ ,2.52
+ ,3895.51
+ ,11.00
+ ,1.50
+ ,2.63
+ ,3801.06
+ ,8.00
+ ,1.50
+ ,2.58
+ ,3570.12
+ ,11.00
+ ,1.75
+ ,2.70
+ ,3701.61
+ ,0.00
+ ,1.75
+ ,2.81
+ ,3862.27
+ ,17.00
+ ,2.00
+ ,2.97
+ ,3970.10
+ ,23.00
+ ,2.00
+ ,3.04
+ ,4138.52
+ ,16.00
+ ,2.25
+ ,3.28
+ ,4199.75
+ ,11.00
+ ,2.25
+ ,3.33
+ ,4290.89
+ ,-4.00
+ ,2.50
+ ,3.50
+ ,4443.91
+ ,2.00
+ ,2.50
+ ,3.56
+ ,4502.64
+ ,7.00
+ ,2.50
+ ,3.57
+ ,4356.98
+ ,12.00
+ ,2.75
+ ,3.69
+ ,4591.27
+ ,9.00
+ ,2.75
+ ,3.82
+ ,4696.96
+ ,5.00
+ ,2.75
+ ,3.79
+ ,4621.40
+ ,4.00
+ ,3.00
+ ,3.96
+ ,4562.84
+ ,12.00
+ ,3.00
+ ,4.06
+ ,4202.52
+ ,11.00
+ ,3.00
+ ,4.05
+ ,4296.49
+ ,6.00
+ ,3.00
+ ,4.03
+ ,4435.23
+ ,6.00
+ ,3.00
+ ,3.94
+ ,4105.18
+ ,1.00
+ ,3.00
+ ,4.02
+ ,4116.68
+ ,-2.00
+ ,3.00
+ ,3.88
+ ,3844.49
+ ,6.00
+ ,3.00
+ ,4.02
+ ,3720.98
+ ,11.00
+ ,3.00
+ ,4.03
+ ,3674.40
+ ,-4.00
+ ,3.00
+ ,4.09
+ ,3857.62
+ ,-7.00
+ ,3.00
+ ,3.99
+ ,3801.06
+ ,-11.00
+ ,3.00
+ ,4.01
+ ,3504.37
+ ,-6.00
+ ,3.00
+ ,4.01
+ ,3032.60
+ ,-13.00
+ ,3.25
+ ,4.19
+ ,3047.03
+ ,-10.00
+ ,3.25
+ ,4.30
+ ,2962.34
+ ,-16.00
+ ,3.25
+ ,4.27
+ ,2197.82
+ ,-18.00
+ ,3.25
+ ,3.82
+ ,2014.45
+ ,-30.00
+ ,2.75
+ ,3.15
+ ,1862.83
+ ,-46.00
+ ,2.00
+ ,2.49
+ ,1905.41
+ ,-53.00
+ ,1.00
+ ,1.81
+ ,1810.99
+ ,-49.00
+ ,1.00
+ ,1.26
+ ,1670.07
+ ,-56.00
+ ,0.50
+ ,1.06
+ ,1864.44
+ ,-53.00
+ ,0.25
+ ,0.84
+ ,2052.02
+ ,-60.00
+ ,0.25
+ ,0.78
+ ,2029.60
+ ,-53.00
+ ,0.25
+ ,0.70
+ ,2070.83
+ ,-50.00
+ ,0.25
+ ,0.36
+ ,2293.41
+ ,-44.00
+ ,0.25
+ ,0.35
+ ,2443.27
+ ,-35.00)
+ ,dim=c(4
+ ,60)
+ ,dimnames=list(c('CBI'
+ ,'market-I'
+ ,'bel20'
+ ,'conjuctuur')
+ ,1:60))
>  y <- array(NA,dim=c(4,60),dimnames=list(c('CBI','market-I','bel20','conjuctuur'),1:60))
>  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/rcomp/tmp/14ipr1258133648.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/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab
> load(file="/var/www/html/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 = 9.5772, p-value < 2.2e-16
alternative hypothesis: true tau is not equal to 0 
sample estimates:
      tau 
0.9026386 

> 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/rcomp/tmp/2zgfp1258133648.tab") 
> 
> system("convert tmp/14ipr1258133648.ps tmp/14ipr1258133648.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.505   0.201   0.583