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Type 'q()' to quit R. > x <- array(list(36 + ,29 + ,114.1 + ,4.3 + ,24 + ,31 + ,110.3 + ,3.9 + ,10 + ,31 + ,103.9 + ,4 + ,17 + ,33 + ,101.6 + ,4.3 + ,14 + ,37 + ,94.6 + ,4.8 + ,61 + ,30 + ,95.9 + ,4.4 + ,57 + ,20 + ,104.7 + ,4.3 + ,34 + ,19 + ,102.8 + ,4.7 + ,53 + ,17 + ,98.1 + ,4.7 + ,11 + ,22 + ,113.9 + ,4.9 + ,56 + ,12 + ,80.9 + ,5 + ,51 + ,25 + ,95.7 + ,4.2 + ,36 + ,25 + ,113.2 + ,4.3 + ,33 + ,29 + ,105.9 + ,4.8 + ,16 + ,32 + ,108.8 + ,4.8 + ,12 + ,31 + ,102.3 + ,4.8 + ,21 + ,28 + ,99 + ,4.2 + ,63 + ,28 + ,100.7 + ,4.6 + ,55 + ,28 + ,115.5 + ,4.8 + ,47 + ,32 + ,100.7 + ,4.5 + ,48 + ,35 + ,109.9 + ,4.4 + ,12 + ,30 + ,114.6 + ,4.3 + ,48 + ,32 + ,85.4 + ,3.9 + ,59 + ,38 + ,100.5 + ,3.7 + ,41 + ,37 + ,114.8 + ,4 + ,39 + ,28 + ,116.5 + ,4.1 + ,20 + ,34 + ,112.9 + ,3.7 + ,38 + ,35 + ,102 + ,3.8 + ,49 + ,32 + ,106 + ,3.8 + ,59 + ,39 + ,105.3 + ,3.8 + ,36 + ,37 + ,118.8 + ,3.3 + ,42 + ,38 + ,106.1 + ,3.3 + ,46 + ,35 + ,109.3 + ,3.3 + ,8 + ,25 + ,117.2 + ,3.2 + ,53 + ,25 + ,92.5 + ,3.4 + ,50 + ,26 + ,104.2 + ,4.2 + ,47 + ,13 + ,112.5 + ,4.9 + ,24 + ,19 + ,122.4 + ,5.1 + ,17 + ,17 + ,113.3 + ,5.5 + ,45 + ,21 + ,100 + ,5.6 + ,47 + ,23 + ,110.7 + ,6.4 + ,27 + ,18 + ,112.8 + ,6.1 + ,45 + ,12 + ,109.8 + ,7.1 + ,31 + ,7 + ,117.3 + ,7.8 + ,45 + ,4 + ,109.1 + ,7.9 + ,13 + ,14 + ,115.9 + ,7.4 + ,39 + ,16 + ,96 + ,7.5 + ,47 + ,13 + ,99.8 + ,6.8 + ,30 + ,13 + ,116.8 + ,5.2 + ,14 + ,10 + ,115.7 + ,4.7 + ,3 + ,19 + ,99.4 + ,4.1 + ,5 + ,13 + ,94.3 + ,3.9 + ,43 + ,14 + ,91 + ,2.6 + ,53 + ,25 + ,93.2 + ,2.7 + ,35 + ,28 + ,103.1 + ,1.8 + ,21 + ,30 + ,94.1 + ,1 + ,34 + ,31 + ,91.8 + ,0.3 + ,1 + ,42 + ,102.7 + ,1.3 + ,44 + ,41 + ,82.6 + ,1 + ,46 + ,38 + ,89.1 + ,1.1) + ,dim=c(4 + ,60) + ,dimnames=list(c('Conjunctuurenquête_Bouwnijverheid' + ,'consumentenvertrouwen' + ,'Industriële_Productie' + ,'Consumptieprijsindex') + ,1:60)) > y <- array(NA,dim=c(4,60),dimnames=list(c('Conjunctuurenquête_Bouwnijverheid','consumentenvertrouwen','Industriële_Productie','Consumptieprijsindex'),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/1e6p61258480962.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 = 0.294, p-value = 0.7687 alternative hypothesis: true tau is not equal to 0 sample estimates: tau 0.02660611 > 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/208sh1258480962.tab") > > system("convert tmp/1e6p61258480962.ps tmp/1e6p61258480962.png") > > > proc.time() user system elapsed 0.500 0.208 0.555