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workshop 7

*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: Fri, 24 Dec 2010 10:30:21 +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/24/t12931867454ggl750k6iex3z0.htm/, Retrieved Fri, 24 Dec 2010 11:32:25 +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/24/t12931867454ggl750k6iex3z0.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 «
6282929 213118 1081 162556 4324047 81767 309 29790 4108272 153198 458 87550 -1212617 -26007 588 84738 1485329 126942 299 54660 1779876 157214 156 42634 1367203 129352 481 40949 2519076 234817 323 42312 912684 60448 452 37704 1443586 47818 109 16275 1220017 245546 115 25830 984885 48020 110 12679 1457425 -1710 239 18014 -572920 32648 247 43556 929144 95350 497 24524 1151176 151352 103 6532 790090 288170 109 7123 774497 114337 502 20813 990576 37884 248 37597 454195 122844 373 17821 876607 82340 119 12988 711969 79801 84 22330 702380 165548 102 13326 264449 116384 295 16189 450033 134028 105 7146 541063 63838 64 15824 588864 74996 267 26088 -37216 31080 129 11326 783310 32168 37 8568 467359 49857 361 14416 688779 87161 28 3369 608419 106113 85 11819 696348 80570 44 6620 597793 102129 49 4519 821730 301670 22 2220 377934 102313 155 18562 651939 88577 91 10327 697458 112477 81 5336 700368 191778 79 2365 225986 79804 145 4069 348695 128294 816 7710 373683 96448 61 13718 50 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!


Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time2 seconds
R Server'Sir Ronald Aylmer Fisher' @ 193.190.124.24


Correlations for all pairs of data series (method=pearson)
WealthDividendsTradesCosts
Wealth10.3380.4570.654
Dividends0.33810.0150.056
Trades0.4570.01510.739
Costs0.6540.0560.7391


Correlations for all pairs of data series with p-values
pairPearson rSpearman rhoKendall tau
Wealth;Dividends0.33770.28590.1918
p-value(0.0165)(0.0445)(0.0493)
Wealth;Trades0.45680.21310.1602
p-value(9e-04)(0.1373)(0.1011)
Wealth;Costs0.65420.41620.3045
p-value(0)(0.0029)(0.0018)
Dividends;Trades0.01540.01110.0114
p-value(0.9157)(0.9391)(0.9068)
Dividends;Costs0.0556-0.106-0.0792
p-value(0.7016)(0.4627)(0.4171)
Trades;Costs0.73930.74040.5591
p-value(0)(0)(0)
 
Charts produced by software:
http://www.freestatistics.org/blog/date/2010/Dec/24/t12931867454ggl750k6iex3z0/1rzy81293186618.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/24/t12931867454ggl750k6iex3z0/1rzy81293186618.ps (open in new window)


 
Parameters (Session):
par1 = pearson ;
 
Parameters (R input):
par1 = pearson ;
 
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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Software written by Ed van Stee & Patrick Wessa


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