R version 2.9.0 (2009-04-17)
Copyright (C) 2009 The R Foundation for Statistical Computing
ISBN 3-900051-07-0

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.

R is a collaborative project with many contributors.
Type 'contributors()' for more information and
'citation()' on how to cite R or R packages in publications.

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(11.663
+ ,9.828
+ ,1.5
+ ,101.09
+ ,11.372
+ ,9.924
+ ,1.4
+ ,102.71
+ ,11.139
+ ,10.371
+ ,1.6
+ ,102.11
+ ,11.222
+ ,10.846
+ ,1.7
+ ,101.68
+ ,11.692
+ ,10.413
+ ,1.4
+ ,101.7
+ ,11.702
+ ,10.709
+ ,1.8
+ ,101.53
+ ,12.286
+ ,10.662
+ ,1.7
+ ,101.76
+ ,12.613
+ ,10.570
+ ,1.4
+ ,101.15
+ ,12.646
+ ,10.297
+ ,1.2
+ ,100.92
+ ,12.262
+ ,10.635
+ ,1
+ ,100.73
+ ,11.985
+ ,10.872
+ ,1.7
+ ,100.55
+ ,12.007
+ ,10.296
+ ,2.4
+ ,102.15
+ ,12.138
+ ,10.383
+ ,2
+ ,100.79
+ ,12.266
+ ,10.431
+ ,2.1
+ ,99.93
+ ,12.176
+ ,10.574
+ ,2
+ ,100.03
+ ,12.218
+ ,10.653
+ ,1.8
+ ,100.25
+ ,1.249
+ ,10.805
+ ,2.7
+ ,99.6
+ ,12.991
+ ,10.872
+ ,2.3
+ ,100.16
+ ,13.408
+ ,10.625
+ ,1.9
+ ,100.49
+ ,13.119
+ ,10.407
+ ,2
+ ,99.72
+ ,13.014
+ ,10.463
+ ,2.3
+ ,100.14
+ ,13.201
+ ,10.556
+ ,2.8
+ ,98.48
+ ,12.938
+ ,10.646
+ ,2.4
+ ,100.38
+ ,12.694
+ ,10.702
+ ,2.3
+ ,101.45
+ ,12.165
+ ,11.353
+ ,2.7
+ ,98.42
+ ,12.037
+ ,11.346
+ ,2.7
+ ,98.6
+ ,12.292
+ ,11.451
+ ,2.9
+ ,100.06
+ ,12.256
+ ,11.964
+ ,3
+ ,98.62
+ ,12.015
+ ,12.574
+ ,2.2
+ ,100.84
+ ,11.786
+ ,13.031
+ ,2.3
+ ,100.02
+ ,11.856
+ ,13.812
+ ,2.8
+ ,97.95
+ ,12.103
+ ,14.544
+ ,2.8
+ ,98.32
+ ,11.938
+ ,14.931
+ ,2.8
+ ,98.27
+ ,1.202
+ ,14.886
+ ,2.2
+ ,97.22
+ ,12.271
+ ,16.005
+ ,2.6
+ ,99.28
+ ,1.277
+ ,17.064
+ ,2.8
+ ,100.38
+ ,1.265
+ ,15.168
+ ,2.5
+ ,99.02
+ ,12.684
+ ,16.050
+ ,2.4
+ ,100.32
+ ,12.811
+ ,15.839
+ ,2.3
+ ,99.81
+ ,12.727
+ ,15.137
+ ,1.9
+ ,100.6
+ ,12.611
+ ,14.954
+ ,1.7
+ ,101.19
+ ,12.881
+ ,15.648
+ ,2
+ ,100.47
+ ,13.213
+ ,15.305
+ ,2.1
+ ,101.77
+ ,12.999
+ ,15.579
+ ,1.7
+ ,102.32
+ ,13.074
+ ,16.348
+ ,1.8
+ ,102.39
+ ,13.242
+ ,15.928
+ ,1.8
+ ,101.16
+ ,13.516
+ ,16.171
+ ,1.8
+ ,100.63
+ ,13.511
+ ,15.937
+ ,1.3
+ ,101.48
+ ,13.419
+ ,15.713
+ ,1.3
+ ,101.44
+ ,13.716
+ ,15.594
+ ,1.3
+ ,100.09
+ ,13.622
+ ,15.683
+ ,1.2
+ ,100.7
+ ,13.896
+ ,16.438
+ ,1.4
+ ,100.78
+ ,14.227
+ ,17.032
+ ,2.2
+ ,99.81
+ ,14.684
+ ,17.696
+ ,2.9
+ ,98.45
+ ,1.457
+ ,17.745
+ ,3.1
+ ,98.49
+ ,14.718
+ ,19.394
+ ,3.5
+ ,97.48
+ ,14.748
+ ,20.148
+ ,3.6
+ ,97.91
+ ,15.527
+ ,20.108
+ ,4.4
+ ,96.94
+ ,15.751
+ ,18.584
+ ,4.1
+ ,98.53
+ ,15.557
+ ,18.441
+ ,5.1
+ ,96.82
+ ,15.553
+ ,18.391
+ ,5.8
+ ,95.76)
+ ,dim=c(4
+ ,61)
+ ,dimnames=list(c('Wisselkoers'
+ ,'Goudkoers'
+ ,'Inflatie'
+ ,'Ruilvoet')
+ ,1:61))
>  y <- array(NA,dim=c(4,61),dimnames=list(c('Wisselkoers','Goudkoers','Inflatie','Ruilvoet'),1:61))
>  for (i in 1:dim(x)[1])
+  {
+  	for (j in 1:dim(x)[2])
+  	{
+  		y[i,j] <- as.numeric(x[i,j])
+  	}
+  }
> main = 'Kendall tau Correlation Plot'
> #'GNU S' R Code compiled by R2WASP v. 1.0.44 ()
> #Author: Prof. Dr. P. Wessa
> #To cite this work: AUTHOR(S), (YEAR), YOUR SOFTWARE TITLE (vNUMBER) in Free Statistics Software (v$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_YOURPAGE.wasp/
> #Source of accompanying publication: Office for Research, Development, and Education
> #Technical description: Write here your technical program description (don't use hard returns!)
> panel.tau <- function(x, y, digits=2, prefix='', cex.cor)
+ {
+ usr <- par('usr'); on.exit(par(usr))
+ par(usr = c(0, 1, 0, 1))
+ rr <- cor.test(x, y, method='kendall')
+ r <- round(rr$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', ...)
+ }
> postscript(file="/var/www/html/rcomp/tmp/195ce1261231538.ps",horizontal=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/html/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab
> load(file="/var/www/html/rcomp/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
[1] 4
> cor.test(y[1,],y[2,],method='kendall')

	Kendall's rank correlation tau

data:  y[1, ] and y[2, ] 
z = 4.4121, p-value = 1.024e-05
alternative hypothesis: true tau is not equal to 0 
sample estimates:
      tau 
0.3875376 

> 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="/var/www/html/rcomp/tmp/25igg1261231538.tab") 
> 
> try(system("convert tmp/195ce1261231538.ps tmp/195ce1261231538.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  0.488   0.211   0.650