R version 2.13.0 (2011-04-13)
Copyright (C) 2011 The R Foundation for Statistical Computing
ISBN 3-900051-07-0
Platform: i486-pc-linux-gnu (32-bit)

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.

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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(3.7
+ ,6.6
+ ,0.8564
+ ,3
+ ,6.5
+ ,0.8973
+ ,2.7
+ ,6.3
+ ,0.9383
+ ,2.5
+ ,6.2
+ ,0.9217
+ ,2.2
+ ,6.3
+ ,0.9095
+ ,2.9
+ ,6.5
+ ,0.892
+ ,3.1
+ ,6.6
+ ,0.8742
+ ,3
+ ,6.4
+ ,0.8532
+ ,2.8
+ ,6.2
+ ,0.8607
+ ,2.5
+ ,6.3
+ ,0.9005
+ ,1.9
+ ,6.6
+ ,0.9111
+ ,1.9
+ ,7.1
+ ,0.9059
+ ,1.8
+ ,7.2
+ ,0.8883
+ ,2
+ ,7.3
+ ,0.8924
+ ,2.6
+ ,7.3
+ ,0.8833
+ ,2.5
+ ,7.3
+ ,0.87
+ ,2.5
+ ,7.4
+ ,0.8758
+ ,1.6
+ ,7.3
+ ,0.8858
+ ,1.4
+ ,7.4
+ ,0.917
+ ,0.8
+ ,7.4
+ ,0.9554
+ ,1.1
+ ,7.6
+ ,0.9922
+ ,1.3
+ ,7.6
+ ,0.9778
+ ,1.2
+ ,7.7
+ ,0.9808
+ ,1.3
+ ,7.7
+ ,0.9811
+ ,1.1
+ ,7.8
+ ,1.0014
+ ,1.3
+ ,7.8
+ ,1.0183
+ ,1.2
+ ,8
+ ,1.0622
+ ,1.6
+ ,8.1
+ ,1.0773
+ ,1.7
+ ,8.1
+ ,1.0807
+ ,1.5
+ ,8.2
+ ,1.0848
+ ,0.9
+ ,8.1
+ ,1.1582
+ ,1.5
+ ,8.1
+ ,1.1663
+ ,1.4
+ ,8.1
+ ,1.1372
+ ,1.6
+ ,8
+ ,1.1139
+ ,1.7
+ ,8.2
+ ,1.1222
+ ,1.4
+ ,8.4
+ ,1.1692
+ ,1.8
+ ,8.4
+ ,1.1702
+ ,1.7
+ ,8.5
+ ,1.2286
+ ,1.4
+ ,8.6
+ ,1.2613
+ ,1.2
+ ,8.5
+ ,1.2646
+ ,1
+ ,8.3
+ ,1.2262
+ ,1.7
+ ,7.8
+ ,1.1985
+ ,2.4
+ ,7.8
+ ,1.2007
+ ,2
+ ,8
+ ,1.2138
+ ,2.1
+ ,8.6
+ ,1.2266
+ ,2
+ ,8.9
+ ,1.2176
+ ,1.8
+ ,8.9
+ ,1.2218
+ ,2.7
+ ,8.6
+ ,1.249
+ ,2.3
+ ,8.3
+ ,1.2991
+ ,1.9
+ ,8.3
+ ,1.3408
+ ,2
+ ,8.3
+ ,1.3119
+ ,2.3
+ ,8.4
+ ,1.3014
+ ,2.8
+ ,8.5
+ ,1.3201
+ ,2.4
+ ,8.4
+ ,1.2938
+ ,2.3
+ ,8.6
+ ,1.2694
+ ,2.7
+ ,8.5
+ ,1.2165
+ ,2.7
+ ,8.5
+ ,1.2037
+ ,2.9
+ ,8.5
+ ,1.2292
+ ,3
+ ,8.5
+ ,1.2256
+ ,2.2
+ ,8.5
+ ,1.2015
+ ,2.3
+ ,8.5
+ ,1.1786
+ ,2.8
+ ,8.5
+ ,1.1856
+ ,2.8
+ ,8.5
+ ,1.2103
+ ,2.8
+ ,8.6
+ ,1.1938
+ ,2.2
+ ,8.6
+ ,1.202
+ ,2.6
+ ,8.6
+ ,1.2271
+ ,2.8
+ ,8.6
+ ,1.277
+ ,2.5
+ ,8.4
+ ,1.265
+ ,2.4
+ ,8
+ ,1.2684
+ ,2.3
+ ,7.9
+ ,1.2811
+ ,1.9
+ ,8
+ ,1.2727
+ ,1.7
+ ,8
+ ,1.2611
+ ,2
+ ,8
+ ,1.2881
+ ,2.1
+ ,8
+ ,1.3213
+ ,1.7
+ ,7.9
+ ,1.2999
+ ,1.8
+ ,7.9
+ ,1.3074
+ ,1.8
+ ,7.9
+ ,1.3242
+ ,1.8
+ ,8
+ ,1.3516
+ ,1.3
+ ,7.9
+ ,1.3511
+ ,1.3
+ ,7.5
+ ,1.3419
+ ,1.3
+ ,7.2
+ ,1.3716
+ ,1.2
+ ,7
+ ,1.3622
+ ,1.4
+ ,6.9
+ ,1.3896
+ ,2.2
+ ,7.1
+ ,1.4227
+ ,2.9
+ ,7.1
+ ,1.4684
+ ,3.1
+ ,7.2
+ ,1.457
+ ,3.5
+ ,7.1
+ ,1.4718
+ ,3.6
+ ,6.9
+ ,1.4748
+ ,4.4
+ ,6.8
+ ,1.5527
+ ,4.1
+ ,6.7
+ ,1.575
+ ,5.1
+ ,6.7
+ ,1.5557
+ ,5.8
+ ,6.9
+ ,1.5553
+ ,5.9
+ ,7.3
+ ,1.577
+ ,5.4
+ ,7.4
+ ,1.4975
+ ,5.5
+ ,7.3
+ ,1.437
+ ,4.8
+ ,7.1
+ ,1.3322
+ ,3.2
+ ,7
+ ,1.2732
+ ,2.7
+ ,7.1
+ ,1.3449
+ ,2.1
+ ,7.5
+ ,1.3239
+ ,1.9
+ ,7.7
+ ,1.2785
+ ,0.6
+ ,7.8
+ ,1.305
+ ,0.7
+ ,7.7
+ ,1.319
+ ,-0.2
+ ,7.7
+ ,1.365
+ ,-1
+ ,7.8
+ ,1.4016
+ ,-1.7
+ ,8
+ ,1.4088
+ ,-0.7
+ ,8.1
+ ,1.4268
+ ,-1
+ ,8.1
+ ,1.4562
+ ,-0.9
+ ,8
+ ,1.4816
+ ,0
+ ,8.1
+ ,1.4914
+ ,0.3
+ ,8.2
+ ,1.4614
+ ,0.8
+ ,8.3
+ ,1.4272
+ ,0.8
+ ,8.4
+ ,1.3686
+ ,1.9
+ ,8.5
+ ,1.3569
+ ,2.1
+ ,8.5
+ ,1.3406
+ ,2.5
+ ,8.5
+ ,1.2565
+ ,2.7
+ ,8.5
+ ,1.2208
+ ,2.4
+ ,8.5
+ ,1.277
+ ,2.4
+ ,8.3
+ ,1.2894
+ ,2.9
+ ,8.2
+ ,1.3067
+ ,3.1
+ ,8.1
+ ,1.3898
+ ,3
+ ,7.9
+ ,1.3661
+ ,3.4
+ ,7.6
+ ,1.322
+ ,3.7
+ ,7.3
+ ,1.336
+ ,3.5
+ ,7.1
+ ,1.3649
+ ,3.5
+ ,7
+ ,1.3999
+ ,3.3
+ ,7
+ ,1.4442
+ ,3.1
+ ,7
+ ,1.4349
+ ,3.4
+ ,7
+ ,1.4388
+ ,4
+ ,6.9
+ ,1.4264
+ ,3.4
+ ,6.8
+ ,1.4343
+ ,3.4
+ ,6.7
+ ,1.377
+ ,3.4
+ ,6.6
+ ,1.3706)
+ ,dim=c(3
+ ,132)
+ ,dimnames=list(c('Inflatie'
+ ,'Werkloosheid'
+ ,'Wisselkoers')
+ ,1:132))
>  y <- array(NA,dim=c(3,132),dimnames=list(c('Inflatie','Werkloosheid','Wisselkoers'),1:132))
>  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 = 'Pearson 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/wessaorg/rcomp/tmp/1wl0l1324296067.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/wessaorg/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab
> load(file="/var/wessaorg/rcomp/createtable")
> 
> n <- length(y[,1])
> n
[1] 3
> 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/wessaorg/rcomp/tmp/2znfj1324296067.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 = -4.5299, df = 130, p-value = 1.32e-05
alternative hypothesis: true correlation is not equal to 0 
95 percent confidence interval:
 -0.5080456 -0.2117105 
sample estimates:
      cor 
-0.369226 

> 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 messages:
1: In cor.test.default(y[i, ], y[j, ], method = "spearman") :
  Cannot compute exact p-values with ties
2: In cor.test.default(y[i, ], y[j, ], method = "spearman") :
  Cannot compute exact p-values with ties
3: 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/wessaorg/rcomp/tmp/3e9jd1324296067.tab") 
> 
> try(system("convert tmp/1wl0l1324296067.ps tmp/1wl0l1324296067.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  0.622   0.086   0.702