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*The author of this computation has been verified*

R Software Module

rwasp_pairs.wasp

Title produced by software

Kendall tau Correlation Matrix

Date of computation

Thu, 17 Dec 2009 21:45:49 +0100

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Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2009/Dec/17/t1261083070lfaqpcoxlv384cg.htm/, Retrieved Tue, 30 Apr 2024 00:12:42 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=69108, Retrieved Tue, 30 Apr 2024 00:12:42 +0000

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IsPrivate?

No (this computation is public)

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Estimated Impact

174

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)

-     [Univariate Data Series] [] [2009-12-17 19:09:08] [b98453cac15ba1066b407e146608df68]
- RMPD    [Kendall tau Correlation Matrix] [] [2009-12-17 20:45:49] [d76b387543b13b5e3afd8ff9e5fdc89f] [Current]

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Dataseries X:

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Histogram

Boxplots

260.6	7.5	277	7.7
291.6	8.3	260.6	7.5
275.4	7.8	291.6	8.3
275.3	7.9	275.4	7.8
231.7	6.6	275.3	7.9
238.8	7	231.7	6.6
274.2	8.2	238.8	7
277.8	8.2	274.2	8.2
299.1	9.1	277.8	8.2
286.6	9	299.1	9.1
232.3	7.1	286.6	9
294.1	8.9	232.3	7.1
267.5	8.5	294.1	8.9
309.7	9.8	267.5	8.5
280.7	8.8	309.7	9.8
287.3	9.2	280.7	8.8
235.7	7.4	287.3	9.2
256.4	8.3	235.7	7.4
289	9.7	256.4	8.3
290.8	9.7	289	9.7
321.9	10.8	290.8	9.7
291.8	9.8	321.9	10.8
241.4	7.9	291.8	9.8
295.5	9.8	241.4	7.9
258.2	9	295.5	9.8
306.1	10.5	258.2	9
281.5	9.5	306.1	10.5
283.1	9.7	281.5	9.5
237.4	8.1	283.1	9.7
274.8	10.1	237.4	8.1
299.3	11.1	274.8	10.1
300.4	11.2	299.3	11.1
340.9	12.6	300.4	11.2
318.8	12.2	340.9	12.6
265.7	9.9	318.8	12.2
322.7	11.8	265.7	9.9
281.6	11.1	322.7	11.8
323.5	12.6	281.6	11.1
312.6	11.9	323.5	12.6
310.8	11.9	312.6	11.9
262.8	10	310.8	11.9
273.8	10.8	262.8	10
320	12.9	273.8	10.8
310.3	12.5	320	12.9
342.2	13.8	310.3	12.5
320.1	13.1	342.2	13.8
265.6	10.5	320.1	13.1
327	12.9	265.6	10.5
300.7	12.9	327	12.9
346.4	14.4	300.7	12.9
317.3	12.7	346.4	14.4
326.2	13.3	317.3	12.7
270.7	11	326.2	13.3
278.2	11.9	270.7	11
324.6	14.1	278.2	11.9
321.8	14.4	324.6	14.1
343.5	14.9	321.8	14.4
354	15.7	343.5	14.9
278.2	12	354	15.7
330.2	14.3	278.2	12
307.3	14.2	330.2	14.3
375.9	17.4	307.3	14.2
335.3	15.1	375.9	17.4
339.3	15.3	335.3	15.1
280.3	12.6	339.3	15.3
293.7	14	280.3	12.6
341.2	16.6	293.7	14
345.1	16.7	341.2	16.6
368.7	17.6	345.1	16.7
369.4	18.3	368.7	17.6
288.4	13.6	369.4	18.3
341	15.8	288.4	13.6
319.1	16.1	341	15.8
374.2	18.6	319.1	16.1
344.5	17.3	374.2	18.6
337.3	17	344.5	17.3
281	13.9	337.3	17
282.2	15.2	281	13.9
321	17.8	282.2	15.2
325.4	18	321	17.8
366.3	19.4	325.4	18
380.3	21.8	366.3	19.4
300.7	16.2	380.3	21.8
359.3	19.2	300.7	16.2
327.6	19.5	359.3	19.2
383.6	22	327.6	19.5
352.4	20	383.6	22
329.4	19.2	352.4	20
294.5	16.9	329.4	19.2
333.5	20	294.5	16.9
334.3	20.4	333.5	20
358	21.8	334.3	20.4
396.1	25	358	21.8
387	25.8	396.1	25
307.2	19.4	387	25.8
363.9	22.6	307.2	19.4
344.7	24.1	363.9	22.6
397.6	26.9	344.7	24.1
376.8	24.9	397.6	26.9
337.1	23.3	376.8	24.9
299.3	20.3	337.1	23.3
323.1	22.3	299.3	20.3
329.1	23.7	323.1	22.3
347	24.3	329.1	23.7
462	31.7	347	24.3
436.5	32.2	462	31.7
360.4	25.4	436.5	32.2
415.5	28.6	360.4	25.4
382.1	28.7	415.5	28.6
432.2	30.9	382.1	28.7
424.3	31.4	432.2	30.9
386.7	29.1	424.3	31.4
354.5	26.3	386.7	29.1
375.8	28.9	354.5	26.3
368	28.9	375.8	28.9
402.4	31	368	28.9
426.5	33.4	402.4	31
433.3	35.9	426.5	33.4
338.5	25.8	433.3	35.9
416.8	31.2	338.5	25.8
381.1	31.7	416.8	31.2
445.7	36.2	381.1	31.7
412.4	32	445.7	36.2
394	32.1	412.4	32
348.2	28.1	394	32.1
380.1	31.1	348.2	28.1
373.7	31.9	380.1	31.1
393.6	32	373.7	31.9
434.2	36.6	393.6	32
430.7	38.1	434.2	36.6
344.5	28.1	430.7	38.1
411.9	32.9	344.5	28.1
370.5	30.7	411.9	32.9
437.3	35.4	370.5	30.7
411.3	33.7	437.3	35.4
385.5	31.6	411.3	33.7
341.3	27.9	385.5	31.6
384.2	32.2	341.3	27.9
373.2	32.3	384.2	32.2
415.8	35.3	373.2	32.3
448.6	37.2	415.8	35.3
454.3	39.6	448.6	37.2
350.3	28.4	454.3	39.6
419.1	33.9	350.3	28.4
398	33.7	419.1	33.9
456.1	38.3	398	33.7
430.1	34.6	456.1	38.3
399.8	32.7	430.1	34.6
362.7	29.5	399.8	32.7
384.9	32	362.7	29.5
385.3	33.2	384.9	32
432.3	36.7	385.3	33.2
468.9	38.6	432.3	36.7
442.7	38.1	468.9	38.6
370.2	29.8	442.7	38.1
439.4	35.6	370.2	29.8
393.9	33.2	439.4	35.6
468.7	38.9	393.9	33.2
438.8	34.8	468.7	38.9
430.1	37.2	438.8	34.8
366.3	29.7	430.1	37.2
391	32.2	366.3	29.7
380.9	32.1	391	32.2
431.4	36.3	380.9	32.1
465.4	38.4	431.4	36.3
471.5	40.8	465.4	38.4
387.5	31.3	471.5	40.8
446.4	36.2	387.5	31.3
421.5	35.1	446.4	36.2
504.8	44.1	421.5	35.1
492.1	39.3	504.8	44.1
421.3	34.1	492.1	39.3
396.7	32.4	421.3	34.1
428	36.3	396.7	32.4
421.9	36.8	428	36.3
465.6	40.5	421.9	36.8
525.8	46	465.6	40.5
499.9	43.9	525.8	46
435.3	37.2	499.9	43.9
479.5	40.7	435.3	37.2
473	42	479.5	40.7
554.4	49.2	473	42
489.6	42.3	554.4	49.2
462.2	40.8	489.6	42.3
420.3	37.6	462.2	40.8

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	5 seconds
R Server	'George Udny Yule' @ 72.249.76.132

\begin{tabular}{lllllllll}
\hline
Summary of computational transaction \tabularnewline
Raw Input & view raw input (R code)  \tabularnewline
Raw Output & view raw output of R engine  \tabularnewline
Computing time & 5 seconds \tabularnewline
R Server & 'George Udny Yule' @ 72.249.76.132 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=69108&T=0

[TABLE]
[ROW][C]Summary of computational transaction[/C][/ROW]
[ROW][C]Raw Input[/C][C]view raw input (R code) [/C][/ROW]
[ROW][C]Raw Output[/C][C]view raw output of R engine [/C][/ROW]
[ROW][C]Computing time[/C][C]5 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'George Udny Yule' @ 72.249.76.132[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=69108&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69108&T=0

As an alternative you can also use a QR Code:

The GUIDs for individual cells are displayed in the table below:

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	5 seconds
R Server	'George Udny Yule' @ 72.249.76.132

Kendall tau rank correlations for all pairs of data series
pair	tau	p-value
tau( Y[t] , X[t] )	0.817195404398315	0
tau( Y[t] , Y[t-1] )	0.59750793464206	0
tau( Y[t] , X[t-1] )	0.673493296128661	0
tau( X[t] , Y[t-1] )	0.669844839653346	0
tau( X[t] , X[t-1] )	0.816826724798209	0
tau( Y[t-1] , X[t-1] )	0.818136941553235	0

\begin{tabular}{lllllllll}
\hline
Kendall tau rank correlations for all pairs of data series \tabularnewline
pair & tau & p-value \tabularnewline
tau( Y[t] , X[t] ) & 0.817195404398315 & 0 \tabularnewline
tau( Y[t] , Y[t-1] ) & 0.59750793464206 & 0 \tabularnewline
tau( Y[t] , X[t-1] ) & 0.673493296128661 & 0 \tabularnewline
tau( X[t] , Y[t-1] ) & 0.669844839653346 & 0 \tabularnewline
tau( X[t] , X[t-1] ) & 0.816826724798209 & 0 \tabularnewline
tau( Y[t-1] , X[t-1] ) & 0.818136941553235 & 0 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=69108&T=1

[TABLE]
[ROW][C]Kendall tau rank correlations for all pairs of data series[/C][/ROW]
[ROW][C]pair[/C][C]tau[/C][C]p-value[/C][/ROW]
[ROW][C]tau( Y[t] , X[t] )[/C][C]0.817195404398315[/C][C]0[/C][/ROW]
[ROW][C]tau( Y[t] , Y[t-1] )[/C][C]0.59750793464206[/C][C]0[/C][/ROW]
[ROW][C]tau( Y[t] , X[t-1] )[/C][C]0.673493296128661[/C][C]0[/C][/ROW]
[ROW][C]tau( X[t] , Y[t-1] )[/C][C]0.669844839653346[/C][C]0[/C][/ROW]
[ROW][C]tau( X[t] , X[t-1] )[/C][C]0.816826724798209[/C][C]0[/C][/ROW]
[ROW][C]tau( Y[t-1] , X[t-1] )[/C][C]0.818136941553235[/C][C]0[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=69108&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=69108&T=1

As an alternative you can also use a QR Code:

The GUIDs for individual cells are displayed in the table below:

Kendall tau rank correlations for all pairs of data series
pair	tau	p-value
tau( Y[t] , X[t] )	0.817195404398315	0
tau( Y[t] , Y[t-1] )	0.59750793464206	0
tau( Y[t] , X[t-1] )	0.673493296128661	0
tau( X[t] , Y[t-1] )	0.669844839653346	0
tau( X[t] , X[t-1] )	0.816826724798209	0
tau( Y[t-1] , X[t-1] )	0.818136941553235	0

Figure 1

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = FALSE ; par2 = 0.0 ; par3 = 1 ; par4 = 1 ; par5 = 12 ; par6 = 3 ; par7 = 0 ; par8 = 2 ; par9 = 1 ;

Parameters (R input):

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='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$counts; y <- y/max(y)
rect(breaks[-nB], 0, breaks[-1], y, col='grey', ...)
}
bitmap(file='test1.png')
pairs(t(y),diag.panel=panel.hist, upper.panel=panel.smooth, lower.panel=panel.tau, main=main)
dev.off()
load(file='createtable')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Kendall tau rank correlations for all pairs of data series',3,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'pair',1,TRUE)
a<-table.element(a,'tau',1,TRUE)
a<-table.element(a,'p-value',1,TRUE)
a<-table.row.end(a)
n <- length(y[,1])
n
cor.test(y[1,],y[2,],method='kendall')
for (i in 1:(n-1))
{
for (j in (i+1):n)
{
a<-table.row.start(a)
dum <- paste('tau(',dimnames(t(x))[[2]][i])
dum <- paste(dum,',')
dum <- paste(dum,dimnames(t(x))[[2]][j])
dum <- paste(dum,')')
a<-table.element(a,dum,header=TRUE)
r <- cor.test(y[i,],y[j,],method='kendall')
a<-table.element(a,r$estimate)
a<-table.element(a,r$p.value)
a<-table.row.end(a)
}
}
a<-table.end(a)
table.save(a,file='mytable.tab')

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Tree of Dependent Computations

Dataset

Tables (Output of Computation)

Figures (Output of Computation)

Input Parameters & R Code