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(130
+ ,87.1
+ ,122.6
+ ,100.0
+ ,136.7
+ ,110.5
+ ,115.4
+ ,120.3
+ ,138.1
+ ,110.8
+ ,109
+ ,130.5
+ ,139.5
+ ,104.2
+ ,129.1
+ ,118.4
+ ,140.4
+ ,88.9
+ ,102.8
+ ,114.7
+ ,144.6
+ ,89.8
+ ,96.2
+ ,110.2
+ ,151.4
+ ,90
+ ,127.7
+ ,111.4
+ ,147.9
+ ,93.9
+ ,128.9
+ ,100.9
+ ,141.5
+ ,91.3
+ ,126.5
+ ,88.7
+ ,143.8
+ ,87.8
+ ,119.8
+ ,118.2
+ ,143.6
+ ,99.7
+ ,113.2
+ ,129.5
+ ,150.5
+ ,73.5
+ ,114.1
+ ,119.2
+ ,150.1
+ ,79.2
+ ,134.1
+ ,109.8
+ ,154.9
+ ,96.9
+ ,130
+ ,117.4
+ ,162.1
+ ,95.2
+ ,121.8
+ ,143.4
+ ,176.7
+ ,95.6
+ ,132.1
+ ,162.2
+ ,186.6
+ ,89.7
+ ,105.3
+ ,148.8
+ ,194.8
+ ,92.8
+ ,103
+ ,130.5
+ ,196.3
+ ,88
+ ,117.1
+ ,166.0
+ ,228.8
+ ,101.1
+ ,126.3
+ ,143.3
+ ,267.2
+ ,92.7
+ ,138.1
+ ,139.6
+ ,237.2
+ ,95.8
+ ,119.5
+ ,171.4
+ ,254.7
+ ,103.8
+ ,138
+ ,164.7
+ ,258.2
+ ,81.8
+ ,135.5
+ ,166.3
+ ,257.9
+ ,87.1
+ ,178.6
+ ,156.2
+ ,269.6
+ ,105.9
+ ,162.2
+ ,170.4
+ ,266.9
+ ,108.1
+ ,176.9
+ ,161.5
+ ,269.6
+ ,102.6
+ ,204.9
+ ,184.3
+ ,253.9
+ ,93.7
+ ,132.2
+ ,164.3
+ ,258.6
+ ,103.5
+ ,142.5
+ ,175.2
+ ,274.2
+ ,100.6
+ ,164.3
+ ,173.1
+ ,301.5
+ ,113.3
+ ,174.9
+ ,132.7
+ ,304.5
+ ,102.4
+ ,175.4
+ ,136.2
+ ,285.1
+ ,102.1
+ ,143
+ ,163.3
+ ,287.7
+ ,106.9
+ ,158.7
+ ,160.3
+ ,265.5
+ ,87.3
+ ,155.4
+ ,175.5
+ ,264.1
+ ,93.1
+ ,176.6
+ ,159.1
+ ,276.1
+ ,109.1
+ ,163.3
+ ,164.9
+ ,258.9
+ ,120.3
+ ,178.9
+ ,171.7
+ ,239.1
+ ,104.9
+ ,182.7
+ ,222.1
+ ,250.1
+ ,92.6
+ ,158.9
+ ,195.7
+ ,276.8
+ ,109.8
+ ,115.5
+ ,235.2
+ ,297.6
+ ,111.4
+ ,169.4
+ ,233.4
+ ,295.4
+ ,117.9
+ ,168
+ ,189.1
+ ,283
+ ,121.6
+ ,159.8
+ ,230.1
+ ,275.8
+ ,117.8
+ ,129
+ ,254.1
+ ,279.7
+ ,124.2
+ ,157.9
+ ,260.2
+ ,254.6
+ ,106.8
+ ,169.5
+ ,270.3
+ ,234.6
+ ,102.7
+ ,169.1
+ ,229.6
+ ,176.9
+ ,116.8
+ ,183.6
+ ,277.6
+ ,148.1
+ ,113.6
+ ,168.9
+ ,259.0
+ ,122.7
+ ,96.1
+ ,186.2
+ ,301.3
+ ,124.9
+ ,85
+ ,227.1
+ ,271.5
+ ,121.6
+ ,83.2
+ ,126.4
+ ,287.1
+ ,128.4
+ ,84.9
+ ,169.3
+ ,295.6
+ ,144.5
+ ,83
+ ,175
+ ,273.8
+ ,151.8
+ ,79.6
+ ,133.9
+ ,257.9
+ ,167.1
+ ,83.2
+ ,110.1
+ ,245.6
+ ,173.8
+ ,83.8
+ ,104.3
+ ,278.5
+ ,203.7
+ ,82.8
+ ,108.7
+ ,241.5
+ ,199.8
+ ,71.4
+ ,112.6
+ ,215.5)
+ ,dim=c(4
+ ,61)
+ ,dimnames=list(c('prijs'
+ ,'prod'
+ ,'omzet'
+ ,'invoer')
+ ,1:61))
>  y <- array(NA,dim=c(4,61),dimnames=list(c('prijs','prod','omzet','invoer'),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/rcomp/tmp/1b0av1258144260.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 = 4.0514, p-value = 5.092e-05
alternative hypothesis: true tau is not equal to 0 
sample estimates:
      tau 
0.3560295 

> 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/2uyhu1258144260.tab") 
> 
> system("convert tmp/1b0av1258144260.ps tmp/1b0av1258144260.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.511   0.196   0.581