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Type 'q()' to quit R. > x <- array(list(989236 + ,10489.94 + ,1008380 + ,10766.23 + ,1207763 + ,10503.76 + ,1368839 + ,10192.51 + ,1469798 + ,10467.48 + ,1498721 + ,10274.97 + ,1761769 + ,10640.91 + ,1653214 + ,10481.6 + ,1599104 + ,10568.7 + ,1421179 + ,10440.07 + ,1163995 + ,10805.87 + ,1037735 + ,10717.5 + ,1015407 + ,10864.86 + ,1039210 + ,10993.41 + ,1258049 + ,11109.32 + ,1469445 + ,11367.14 + ,1552346 + ,11168.31 + ,1549144 + ,11150.22 + ,1785895 + ,11185.68 + ,1662335 + ,11381.15 + ,1629440 + ,11679.07 + ,1467430 + ,12080.73 + ,1202209 + ,12221.93 + ,1076982 + ,12463.15 + ,1039367 + ,12621.69 + ,1063449 + ,12268.63 + ,1335135 + ,12354.35 + ,1491602 + ,13062.91 + ,1591972 + ,13627.64 + ,1641248 + ,13408.62 + ,1898849 + ,13211.99 + ,1798580 + ,13357.74 + ,1762444 + ,13895.63 + ,1622044 + ,13930.01 + ,1368955 + ,13371.72 + ,1262973 + ,13264.82 + ,1195650 + ,12650.36 + ,1269530 + ,12266.39 + ,1479279 + ,12262.89 + ,1607819 + ,12820.13 + ,1712466 + ,12638.32 + ,1721766 + ,11350.01 + ,1949843 + ,11378.02 + ,1821326 + ,11543.55 + ,1757802 + ,10850.66 + ,1590367 + ,9325.01 + ,1260647 + ,8829.04 + ,1149235 + ,8776.39 + ,1016367 + ,8000.86 + ,1027885 + ,7062.93 + ,1262159 + ,7608.92 + ,1520854 + ,8168.12 + ,1544144 + ,8500.33 + ,1564709 + ,8447 + ,1821776 + ,9171.61 + ,1741365 + ,9496.28 + ,1623386 + ,9712.28 + ,1498658 + ,9712.73 + ,1241822 + ,10344.84 + ,1136029 + ,10428.05) + ,dim=c(2 + ,60) + ,dimnames=list(c('Passengers' + ,'DJIA') + ,1:60)) > y <- array(NA,dim=c(2,60),dimnames=list(c('Passengers','DJIA'),1:60)) > for (i in 1:dim(x)[1]) + { + for (j in 1:dim(x)[2]) + { + y[i,j] <- as.numeric(x[i,j]) + } + } > par1 = 'pearson' > main = 'Correlation Matrix' > #'GNU S' R Code compiled by R2WASP v. 1.0.44 () > #Author: Patrick Wessa > #To cite this work: Patrick Wessa, (2010), Multivariate Correlation Matrix (v1.0.4) in Free Statistics Software (v$_version), Office for Research Development and Education, URL http://www.wessa.net/Patrick.Wessa/rwasp_pairs.wasp#output/ > #Source of accompanying publication: > #Technical description: > panel.tau <- function(x, y, digits=2, prefix='', cex.cor) + { + usr <- par('usr'); on.exit(par(usr)) + par(usr = c(0, 1, 0, 1)) + rr <- cor.test(x, y, method=par1) + r <- round(rr$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/17qok1292237927.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") > > n <- length(y[,1]) > n [1] 2 > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,paste('Correlations for all pairs of data series (method=',par1,')',sep=''),n+1,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,' ',header=TRUE) > for (i in 1:n) { + a<-table.element(a,dimnames(t(x))[[2]][i],header=TRUE) + } > a<-table.row.end(a) > for (i in 1:n) { + a<-table.row.start(a) + a<-table.element(a,dimnames(t(x))[[2]][i],header=TRUE) + for (j in 1:n) { + r <- cor.test(y[i,],y[j,],method=par1) + a<-table.element(a,round(r$estimate,3)) + } + a<-table.row.end(a) + } > a<-table.end(a) > table.save(a,file="/var/www/html/rcomp/tmp/2br4q1292237927.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Correlations for all pairs of data series with p-values',4,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'pair',1,TRUE) > a<-table.element(a,'Pearson r',1,TRUE) > a<-table.element(a,'Spearman rho',1,TRUE) > a<-table.element(a,'Kendall tau',1,TRUE) > a<-table.row.end(a) > cor.test(y[1,],y[2,],method=par1) Pearson's product-moment correlation data: y[1, ] and y[2, ] t = 1.5783, df = 58, p-value = 0.1199 alternative hypothesis: true correlation is not equal to 0 95 percent confidence interval: -0.05376763 0.43446507 sample estimates: cor 0.2029276 > for (i in 1:(n-1)) + { + for (j in (i+1):n) + { + a<-table.row.start(a) + dum <- paste(dimnames(t(x))[[2]][i],';',dimnames(t(x))[[2]][j],sep='') + a<-table.element(a,dum,header=TRUE) + rp <- cor.test(y[i,],y[j,],method='pearson') + a<-table.element(a,round(rp$estimate,4)) + rs <- cor.test(y[i,],y[j,],method='spearman') + a<-table.element(a,round(rs$estimate,4)) + rk <- cor.test(y[i,],y[j,],method='kendall') + a<-table.element(a,round(rk$estimate,4)) + a<-table.row.end(a) + a<-table.row.start(a) + a<-table.element(a,'p-value',header=T) + a<-table.element(a,paste('(',round(rp$p.value,4),')',sep='')) + a<-table.element(a,paste('(',round(rs$p.value,4),')',sep='')) + a<-table.element(a,paste('(',round(rk$p.value,4),')',sep='')) + a<-table.row.end(a) + } + } > a<-table.end(a) > table.save(a,file="/var/www/html/rcomp/tmp/3pjkh1292237927.tab") > > try(system("convert tmp/17qok1292237927.ps tmp/17qok1292237927.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.410 0.186 0.834