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 |