R version 2.8.0 (2008-10-20)
Copyright (C) 2008 The R Foundation for Statistical Computing
ISBN 3-900051-07-0

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> x <- array(list(1.4,2,0.4,1.2,2,1,1,2,1.7,1.7,2,3.1,2.4,2,3.3,2,2,3.1,2.1,2,3.5,2,2,6,1.8,2,5.7,2.7,2,4.7,2.3,2,4.2,1.9,2,3.6,2,2,4.4,2.3,2,2.5,2.8,2,-0.6,2.4,2,-1.9,2.3,2,-1.9,2.7,2,0.7,2.7,2,-0.9,2.9,2,-1.7,3,2,-3.1,2.2,2,-2.1,2.3,2,0.2,2.8,2.21,1.2,2.8,2.25,3.8,2.8,2.25,4,2.2,2.45,6.6,2.6,2.5,5.3,2.8,2.5,7.6,2.5,2.64,4.7,2.4,2.75,6.6,2.3,2.93,4.4,1.9,3,4.6,1.7,3.17,6,2,3.25,4.8,2.1,3.39,4,1.7,3.5,2.7,1.8,3.5,3,1.8,3.65,4.1,1.8,3.75,4,1.3,3.75,2.7,1.3,3.9,2.6,1.3,4,3.1,1.2,4,4.4,1.4,4,3,2.2,4,2,2.9,4,1.3,3.1,4,1.5,3.5,4,1.3,3.6,4,3.2,4.4,4,1.8,4.1,4,3.3,5.1,4,1,5.8,4,2.4,5.9,4.18,0.4,5.4,4.25,-0.1,5.5,4.25,1.3,4.8,3.97,-1.1,3.2,3.42,-4.4,2.7,2.75,-7.5,2.1,2.31,-12.2,1.9,2,-14.5,0.6,1.66,-16,0.7,1.31,-16.7,-0.2,1.09,-16.3,-1,1,-16.9,-1.7,1,-15,-0.7,1,-14.6,-1,1,-14.3),dim=c(3,69),dimnames=list(c('inflatie','rente','industriëleproductie'),1:69))
>  y <- array(NA,dim=c(3,69),dimnames=list(c('inflatie','rente','industriëleproductie'),1:69))
>  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/freestat/rcomp/tmp/1i8cu1257704314.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/freestat/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab
> load(file="/var/www/html/freestat/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] 3
> cor.test(y[1,],y[2,],method='kendall')

	Kendall's rank correlation tau

data:  y[1, ] and y[2, ] 
z = 4.0955, p-value = 4.212e-05
alternative hypothesis: true tau is not equal to 0 
sample estimates:
      tau 
0.3608344 

> 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/freestat/rcomp/tmp/2z6bl1257704314.tab") 
> 
> system("convert tmp/1i8cu1257704314.ps tmp/1i8cu1257704314.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.661   0.302   0.976