Kendall tau rank correlations for all pairs of data series
pairtaup-value
tau( Y[t] , X[t] )0.8171954043983150
tau( Y[t] , Y[t-1] )0.597507934642060
tau( Y[t] , X[t-1] )0.6734932961286610
tau( X[t] , Y[t-1] )0.6698448396533460
tau( X[t] , X[t-1] )0.8168267247982090
tau( Y[t-1] , X[t-1] )0.8181369415532350