| | *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: Tue, 21 Dec 2010 12:12:25 +0000 | | Cite this page as follows: | Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2010/Dec/21/t1292933430amp7qv4nq4gsys9.htm/, Retrieved Tue, 21 Dec 2010 13:10:36 +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/2010/Dec/21/t1292933430amp7qv4nq4gsys9.htm/},
year = {2010},
}
@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 = {2010},
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: | | | Dataseries X: | » Textbox « » Textfile « » CSV « | 1 162556 1081 213118
1 29790 309 81767
1 87550 458 153198
0 84738 588 -26007
1 54660 299 126942
1 42634 156 157214
0 40949 481 129352
1 42312 323 234817
1 37704 452 60448
1 16275 109 47818
0 25830 115 245546
0 12679 110 48020
1 18014 239 -1710
0 43556 247 32648
1 24524 497 95350
0 6532 103 151352
0 7123 109 288170
1 20813 502 114337
1 37597 248 37884
0 17821 373 122844
1 12988 119 82340
1 22330 84 79801
0 13326 102 165548
0 16189 295 116384
0 7146 105 134028
0 15824 64 63838
1 26088 267 74996
0 11326 129 31080
0 8568 37 32168
0 14416 361 49857
1 3369 28 87161
1 11819 85 106113
1 6620 44 80570
1 4519 49 102129
0 2220 22 301670
0 18562 155 102313
0 10327 91 88577
1 5336 81 112477
1 2365 79 191778
0 4069 145 79804
0 7710 816 128294
0 13718 61 96448
0 4525 226 93811
0 6869 105 117520
0 4628 62 69159
1 3653 24 101792
1 1265 26 210568
1 7489 322 136996
0 4901 84 121920
0 2284 33 76403
1 3160 108 108094
1 4150 150 134759
1 7285 115 188873
1 1134 162 146216
1 4658 etc... | | 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!
Correlations for all pairs of data series (method=spearman) | | Group | Costs | Trades | Dividends
| Group | 1 | 0.191 | 0.158 | 0.174 | Costs | 0.191 | 1 | 0.936 | 0.428 | Trades | 0.158 | 0.936 | 1 | 0.419 | Dividends
| 0.174 | 0.428 | 0.419 | 1 |
Correlations for all pairs of data series with p-values | pair | Pearson r | Spearman rho | Kendall tau | Group;Costs | 0.1839 | 0.1909 | 0.1617 | p-value | (1e-04) | (1e-04) | (1e-04) | Group;Trades | 0.1586 | 0.1583 | 0.1344 | p-value | (0.001) | (0.001) | (0.001) | Group;Dividends
| 0.1474 | 0.1743 | 0.1476 | p-value | (0.0022) | (3e-04) | (3e-04) | Costs;Trades | 0.7644 | 0.9357 | 0.8021 | p-value | (0) | (0) | (0) | Costs;Dividends
| 0.3169 | 0.428 | 0.3504 | p-value | (0) | (0) | (0) | Trades;Dividends
| 0.3472 | 0.4191 | 0.3349 | p-value | (0) | (0) | (0) |
| | Charts produced by software: | | http://www.freestatistics.org/blog/date/2010/Dec/21/t1292933430amp7qv4nq4gsys9/14tuy1292933538.png (open in new window) | http://www.freestatistics.org/blog/date/2010/Dec/21/t1292933430amp7qv4nq4gsys9/14tuy1292933538.ps (open in new window) |
| | Parameters (Session): | par1 = spearman ; | | Parameters (R input): | par1 = spearman ; | | 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=par1)
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$counts; y <- y/max(y)
rect(breaks[-nB], 0, breaks[-1], y, col='grey', ...)
}
bitmap(file='test1.png')
pairs(t(y),diag.panel=panel.hist, upper.panel=panel.smooth, lower.panel=panel.tau, main=main)
dev.off()
load(file='createtable')
n <- length(y[,1])
n
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,paste('Correlations for all pairs of data series (method=',par1,')',sep=''),n+1,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,' ',header=TRUE)
for (i in 1:n) {
a<-table.element(a,dimnames(t(x))[[2]][i],header=TRUE)
}
a<-table.row.end(a)
for (i in 1:n) {
a<-table.row.start(a)
a<-table.element(a,dimnames(t(x))[[2]][i],header=TRUE)
for (j in 1:n) {
r <- cor.test(y[i,],y[j,],method=par1)
a<-table.element(a,round(r$estimate,3))
}
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Correlations for all pairs of data series with p-values',4,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'pair',1,TRUE)
a<-table.element(a,'Pearson r',1,TRUE)
a<-table.element(a,'Spearman rho',1,TRUE)
a<-table.element(a,'Kendall tau',1,TRUE)
a<-table.row.end(a)
cor.test(y[1,],y[2,],method=par1)
for (i in 1:(n-1))
{
for (j in (i+1):n)
{
a<-table.row.start(a)
dum <- paste(dimnames(t(x))[[2]][i],';',dimnames(t(x))[[2]][j],sep='')
a<-table.element(a,dum,header=TRUE)
rp <- cor.test(y[i,],y[j,],method='pearson')
a<-table.element(a,round(rp$estimate,4))
rs <- cor.test(y[i,],y[j,],method='spearman')
a<-table.element(a,round(rs$estimate,4))
rk <- cor.test(y[i,],y[j,],method='kendall')
a<-table.element(a,round(rk$estimate,4))
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'p-value',header=T)
a<-table.element(a,paste('(',round(rp$p.value,4),')',sep=''))
a<-table.element(a,paste('(',round(rs$p.value,4),')',sep=''))
a<-table.element(a,paste('(',round(rk$p.value,4),')',sep=''))
a<-table.row.end(a)
}
}
a<-table.end(a)
table.save(a,file='mytable1.tab')
| |
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