R version 2.12.0 (2010-10-15)
Copyright (C) 2010 The R Foundation for Statistical Computing
ISBN 3-900051-07-0
Platform: i486-pc-linux-gnu (32-bit)

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> x <- array(list(235.1,9700,280.7,9081,264.6,9084,240.7,9743,201.4,8587,240.8,9731,241.1,9563,223.8,9998,206.1,9437,174.7,10038,203.3,9918,220.5,9252,299.5,9737,347.4,9035,338.3,9133,327.7,9487,351.6,8700,396.6,9627,438.8,8947,395.6,9283,363.5,8829,378.8,9947,357,9628,369,9318,464.8,9605,479.1,8640,431.3,9214,366.5,9567,326.3,8547,355.1,9185,331.6,9470,261.3,9123,249,9278,205.5,10170,235.6,9434,240.9,9655,264.9,9429,253.8,8739,232.3,9552,193.8,9687,177,9019,213.2,9672,207.2,9206,180.6,9069,188.6,9788,175.4,10312,199,10105,179.6,9863,225.8,9656,234,9295,200.2,9946,183.6,9701,178.2,9049,203.2,10190,208.5,9706,191.8,9765,172.8,9893,148,9994,159.4,10433,154.5,10073,213.2,10112,196.4,9266,182.8,9820,176.4,10097,153.6,9115,173.2,10411,171,9678,151.2,10408,161.9,10153,157.2,10368,201.7,10581,236.4,10597,356.1,10680,398.3,9738,403.7,9556),dim=c(2,75),dimnames=list(c('unemployment','birth'),1:75))
>  y <- array(NA,dim=c(2,75),dimnames=list(c('unemployment','birth'),1:75))
>  for (i in 1:dim(x)[1])
+  {
+  	for (j in 1:dim(x)[2])
+  	{
+  		y[i,j] <- as.numeric(x[i,j])
+  	}
+  }
> par1 = 'pearson'
> main = 'Correlation Matrix'
> #'GNU S' R Code compiled by R2WASP v. 1.0.44 ()
> #Author: Dr. Ian E. Holliday
> #To cite this work: Ian E. Holliday, 2009, YOUR SOFTWARE TITLE (vNUMBER) in Free Statistics Software (v$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: 
> #Technical description: 
> panel.tau <- function(x, y, digits=2, prefix='', cex.cor)
+ {
+ usr <- par('usr'); on.exit(par(usr))
+ par(usr = c(0, 1, 0, 1))
+ rr <- cor.test(x, y, method=par1)
+ r <- round(rr$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', ...)
+ }
> postscript(file="/var/www/rcomp/tmp/1gar21293204644.ps",horizontal=F,onefile=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/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab
> load(file="/var/www/rcomp/createtable")
> 
> n <- length(y[,1])
> n
[1] 2
> 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="/var/www/rcomp/tmp/2u27a1293204644.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)

	Pearson's product-moment correlation

data:  y[1, ] and y[2, ] 
t = -3.8801, df = 73, p-value = 0.0002267
alternative hypothesis: true correlation is not equal to 0 
95 percent confidence interval:
 -0.5855024 -0.2058432 
sample estimates:
       cor 
-0.4134875 

> 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)
+ }
+ }
Warning message:
In cor.test.default(y[i, ], y[j, ], method = "spearman") :
  Cannot compute exact p-values with ties
> a<-table.end(a)
> table.save(a,file="/var/www/rcomp/tmp/3f3oy1293204644.tab") 
> 
> try(system("convert tmp/1gar21293204644.ps tmp/1gar21293204644.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  0.450   0.270   0.691