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(98.8
+ ,100.3
+ ,101.9
+ ,99.9
+ ,100.5
+ ,98.5
+ ,100.2
+ ,98.6
+ ,110.4
+ ,95.1
+ ,98.6
+ ,107.2
+ ,96.4
+ ,93.1
+ ,98.1
+ ,95.7
+ ,101.9
+ ,92.2
+ ,98.2
+ ,93.7
+ ,106.2
+ ,89.0
+ ,99.1
+ ,106.7
+ ,81.0
+ ,86.4
+ ,100.0
+ ,86.7
+ ,94.7
+ ,84.5
+ ,99.7
+ ,95.3
+ ,101.0
+ ,82.7
+ ,99.7
+ ,99.3
+ ,109.4
+ ,80.8
+ ,99.3
+ ,101.8
+ ,102.3
+ ,81.8
+ ,97.9
+ ,96.0
+ ,90.7
+ ,81.8
+ ,97.6
+ ,91.7
+ ,96.2
+ ,82.9
+ ,94.7
+ ,95.3
+ ,96.1
+ ,83.8
+ ,95.8
+ ,96.6
+ ,106.0
+ ,86.2
+ ,97.0
+ ,107.2
+ ,103.1
+ ,86.1
+ ,99.0
+ ,108.0
+ ,102.0
+ ,86.2
+ ,101.9
+ ,98.4
+ ,104.7
+ ,88.8
+ ,103.9
+ ,103.1
+ ,86.0
+ ,89.6
+ ,105.1
+ ,81.1
+ ,92.1
+ ,87.8
+ ,104.9
+ ,96.6
+ ,106.9
+ ,88.3
+ ,105.0
+ ,103.7
+ ,112.6
+ ,88.6
+ ,104.6
+ ,106.6
+ ,101.7
+ ,91.0
+ ,105.1
+ ,97.6
+ ,92.0
+ ,91.5
+ ,105.7
+ ,87.6
+ ,97.4
+ ,95.4
+ ,115.6
+ ,99.4
+ ,97.0
+ ,98.7
+ ,120.3
+ ,98.5
+ ,105.4
+ ,99.9
+ ,121.9
+ ,105.2
+ ,102.7
+ ,98.6
+ ,121.7
+ ,104.6
+ ,98.1
+ ,100.3
+ ,118.9
+ ,97.5
+ ,104.5
+ ,100.2
+ ,113.4
+ ,108.9
+ ,87.4
+ ,100.4
+ ,114.0
+ ,86.8
+ ,89.9
+ ,101.4
+ ,117.5
+ ,88.9
+ ,109.8
+ ,103.0
+ ,120.9
+ ,110.3
+ ,111.7
+ ,109.1
+ ,125.1
+ ,114.8
+ ,98.6
+ ,111.4
+ ,124.7
+ ,94.6
+ ,96.9
+ ,114.1
+ ,128.2
+ ,92.0
+ ,95.1
+ ,121.8
+ ,149.7
+ ,98.8
+ ,97.0
+ ,127.6
+ ,163.6
+ ,93.8
+ ,112.7
+ ,129.9
+ ,173.9
+ ,107.6
+ ,102.9
+ ,128.0
+ ,164.5
+ ,101.0
+ ,97.4
+ ,123.5
+ ,154.2
+ ,95.4
+ ,111.4
+ ,124.0
+ ,147.9
+ ,96.5
+ ,87.4
+ ,127.4
+ ,159.3
+ ,89.2
+ ,96.8
+ ,127.6
+ ,170.3
+ ,87.1
+ ,114.1
+ ,128.4
+ ,170.0
+ ,110.5
+ ,110.3
+ ,131.4
+ ,174.2
+ ,110.8
+ ,103.9
+ ,135.1
+ ,190.8
+ ,104.2
+ ,101.6
+ ,134.0
+ ,179.9
+ ,88.9
+ ,94.6
+ ,144.5
+ ,240.8
+ ,89.8
+ ,95.9
+ ,147.3
+ ,241.9
+ ,90.0
+ ,104.7
+ ,150.9
+ ,241.1
+ ,93.9
+ ,102.8
+ ,148.7
+ ,239.6
+ ,91.3
+ ,98.1
+ ,141.4
+ ,220.8
+ ,87.8
+ ,113.9
+ ,138.9
+ ,209.3
+ ,99.7
+ ,80.9
+ ,139.8
+ ,209.9
+ ,73.5
+ ,95.7
+ ,145.6
+ ,228.3
+ ,79.2
+ ,113.2
+ ,147.9
+ ,242.1
+ ,96.9
+ ,105.9
+ ,148.5
+ ,226.4
+ ,95.2
+ ,108.8
+ ,151.1
+ ,231.5
+ ,95.6
+ ,102.3
+ ,157.5
+ ,229.7
+ ,89.7)
+ ,dim=c(4
+ ,60)
+ ,dimnames=list(c('InTotIndProductie'
+ ,'PrInGrondstofInd'
+ ,'PrInGrondstofYzer'
+ ,'InMetalProd')
+ ,1:60))
>  y <- array(NA,dim=c(4,60),dimnames=list(c('InTotIndProductie','PrInGrondstofInd','PrInGrondstofYzer','InMetalProd'),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/15kqt1258375855.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 = 1.059, p-value = 0.2896
alternative hypothesis: true tau is not equal to 0 
sample estimates:
     tau 
0.094051 

> 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/2eas91258375855.tab") 
> 
> system("convert tmp/15kqt1258375855.ps tmp/15kqt1258375855.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.492   0.207   0.569