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

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> x <- array(list(1.5557
+ ,162.31
+ ,0.79209
+ ,36.9042
+ ,1.5750
+ ,161.56
+ ,0.79487
+ ,37.0494
+ ,1.5527
+ ,156.59
+ ,0.77494
+ ,36.8259
+ ,1.4748
+ ,157.97
+ ,0.75094
+ ,36.1357
+ ,1.4718
+ ,158.68
+ ,0.74725
+ ,36.0300
+ ,1.4570
+ ,163.55
+ ,0.72064
+ ,35.7927
+ ,1.4684
+ ,162.89
+ ,0.70896
+ ,35.9174
+ ,1.4227
+ ,164.95
+ ,0.69614
+ ,35.4008
+ ,1.3896
+ ,159.82
+ ,0.68887
+ ,35.1723
+ ,1.3622
+ ,159.05
+ ,0.67766
+ ,34.9211
+ ,1.3716
+ ,166.76
+ ,0.67440
+ ,35.0292
+ ,1.3419
+ ,164.55
+ ,0.67562
+ ,34.7739
+ ,1.3511
+ ,163.22
+ ,0.68136
+ ,34.8999
+ ,1.3516
+ ,160.68
+ ,0.67934
+ ,34.9054
+ ,1.3242
+ ,155.24
+ ,0.68021
+ ,34.5680
+ ,1.3074
+ ,157.60
+ ,0.66800
+ ,34.4060
+ ,1.2999
+ ,156.56
+ ,0.66341
+ ,34.4578
+ ,1.3213
+ ,154.82
+ ,0.67286
+ ,34.7316
+ ,1.2881
+ ,151.11
+ ,0.67397
+ ,34.2602
+ ,1.2611
+ ,149.65
+ ,0.67254
+ ,33.8849
+ ,1.2727
+ ,148.99
+ ,0.67511
+ ,34.0549
+ ,1.2811
+ ,148.53
+ ,0.67669
+ ,34.2755
+ ,1.2684
+ ,146.70
+ ,0.68782
+ ,34.1393
+ ,1.2650
+ ,145.11
+ ,0.68666
+ ,34.1587
+ ,1.2770
+ ,142.70
+ ,0.68330
+ ,34.5386
+ ,1.2271
+ ,143.59
+ ,0.69463
+ ,33.7987
+ ,1.2020
+ ,140.96
+ ,0.68935
+ ,33.4973
+ ,1.1938
+ ,140.77
+ ,0.68297
+ ,33.6802
+ ,1.2103
+ ,139.81
+ ,0.68598
+ ,34.3284
+ ,1.1856
+ ,140.58
+ ,0.67922
+ ,34.1538
+ ,1.1786
+ ,139.59
+ ,0.67933
+ ,33.9184
+ ,1.2015
+ ,138.05
+ ,0.68137
+ ,34.3262
+ ,1.2256
+ ,136.06
+ ,0.67760
+ ,34.7750
+ ,1.2292
+ ,135.98
+ ,0.68527
+ ,35.0119
+ ,1.2037
+ ,134.75
+ ,0.68756
+ ,34.5513
+ ,1.2165
+ ,132.22
+ ,0.66895
+ ,34.6951
+ ,1.2694
+ ,135.37
+ ,0.68399
+ ,35.4730
+ ,1.2938
+ ,138.84
+ ,0.68293
+ ,35.9794
+ ,1.3201
+ ,138.83
+ ,0.69233
+ ,36.4789
+ ,1.3014
+ ,136.55
+ ,0.68968
+ ,36.3910
+ ,1.3119
+ ,135.63
+ ,0.69867
+ ,36.6704
+ ,1.3408
+ ,139.14
+ ,0.69500
+ ,37.4162
+ ,1.2991
+ ,136.09
+ ,0.69862
+ ,37.1185)
+ ,dim=c(4
+ ,43)
+ ,dimnames=list(c('dollar/euro'
+ ,'japanseyen/euro'
+ ,'pondVK/euro'
+ ,'roebel/euro')
+ ,1:43))
>  y <- array(NA,dim=c(4,43),dimnames=list(c('dollar/euro','japanseyen/euro','pondVK/euro','roebel/euro'),1:43))
>  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/12jra1258117902.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, ] 
T = 684, p-value = 3.324e-07
alternative hypothesis: true tau is not equal to 0 
sample estimates:
      tau 
0.5149502 

> 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/2opqa1258117902.tab") 
> 
> system("convert tmp/12jra1258117902.ps tmp/12jra1258117902.png")
> 
> 
> proc.time()
   user  system elapsed 
  0.521   0.219   1.114