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Workshop 4 Q3

R Software Module: rwasp_pairs.wasp (opens new window with default values)
Title produced by software: Kendall tau Correlation Matrix
Date of computation: Tue, 27 Nov 2007 04:29:21 -0700
 
Cite this page as follows:
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2007/Nov/27/t1196162706br2a3nphfwd0as8.htm/, Retrieved Tue, 27 Nov 2007 12:25:08 +0100
 
User-defined keywords:
 
Dataseries X:
» Textbox « » Textfile « » CSV «
15761.3 0.9808 523000 106.5 16943.0 0.9811 519000 112.3 15070.3 1.0014 509000 102.8 13659.6 1.0183 512000 96,5 14768.9 1.0622 519000 101.0 14725.1 1.0773 517000 98.9 15998.1 1.0807 510000 105.1 15370.6 1.0848 509000 103.0 14956.9 1.1582 501000 99.0 15469.7 1.1663 507000 104.3 15101.8 1.1372 569000 94.6 11703.7 1.1139 580000 90.4 16283.6 1.1222 578000 108.9 16726.5 1.1692 565000 111.4 14968.9 1.1702 547000 100.8 14861.0 1.2286 555000 102.5 14583.3 1.2613 562000 98.2 15305.8 1.2646 561000 98.7 17903.9 1.2262 555000 113.3 16379.4 1.1985 544000 104.6 15420.3 1.2007 537000 99.3 17870.5 1.2138 543000 111.8 15912.8 1.2266 594000 97.3 13866.5 1.2176 611000 97.7 17823.2 1.2218 613000 115.6 17872.0 1.2490 611000 111.9 17420.4 1.2991 594000 107.0 16704.4 1.3408 595000 107.1 15991.2 1.3119 591000 100.6 16583.6 1.3014 589000 99.2 19123.5 1.3201 584000 108.4 17838.7 1.2938 573000 103.0 17209.4 1.2694 567000 99.8 18586.5 1.2165 569000 115.0 16258.1 1.2037 621000 90.8 15141.6 1.2292 629000 95.9 19202.1 1.2256 628000 114.4 17746.5 1.2015 612000 108.2 19090.1 1.1786 595000 112.6 18040.3 1.1856 597000 109.1 17515.5 1.2103 593000 105.0 17751.8 1.1938 590000 105.0 21072.4 1.2020 580000 118.5 17170.0 1.2271 574000 103.7 19439.5 1.2770 573000 112.5 19795.4 1.2650 573000 116.6 17574.9 1.2684 620000 96.6 16165.4 1.2811 626000 101.9 19464.6 1.2727 620000 116.5 19932.1 1.2611 588000 119.3 19961.2 1.2881 566000 115.4 17343.4 1.3213 557000 108.5 18924.2 1.2999 561000 111.5 18574.1 1.3074 549000 108.8 21350.6 1.3242 532000 121.8 18840.1 1.3516 526000 109.6 20304.8 1.3511 511000 112.2 21132.4 1.3419 499000 119.6 19753.9 1.3716 555000 103.4 18009.9 1.3622 565000 105.3 20390.4 1.3896 542000 113.5
 
Text written by user:
 
Output produced by software:

Enter (or paste) a matrix (table) containing all data (time) series. Every column represents a different variable and must be delimited by a space or Tab. Every row represents a period in time (or category) and must be delimited by hard returns. The easiest way to enter data is to copy and paste a block of spreadsheet cells. Please, do not use commas or spaces to seperate groups of digits!


Summary of compuational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time1 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135


Kendall tau rank correlations for all pairs of data series
pairtaup-value
tau( Belgische_productie , Wisselkoers )0.4087431693989073.24389454542384e-06
tau( Belgische_productie , Werkloosheid )0.08452331750829190.337734763687563
tau( Belgische_productie , Industriële_productie )0.6560963255108348.14903700074865e-14
tau( Wisselkoers , Werkloosheid )0.1119659530629320.204119942998685
tau( Wisselkoers , Industriële_productie )0.1902679343981420.0303373163081324
tau( Werkloosheid , Industriële_productie )-0.005491528766668390.950361807164186
 
Charts produced by software:
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2007/Nov/27/t1196162706br2a3nphfwd0as8/1sbaw1196162959.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2007/Nov/27/t1196162706br2a3nphfwd0as8/1sbaw1196162959.ps (open in new window)


 
Parameters:
 
R code (references can be found in the software module):
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$counts; y <- y/max(y)
rect(breaks[-nB], 0, breaks[-1], y, col='grey', ...)
}
bitmap(file='test1.png')
pairs(t(y),diag.panel=panel.hist, upper.panel=panel.smooth, lower.panel=panel.tau, main=main)
dev.off()
load(file='createtable')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Kendall tau rank correlations for all pairs of data series',3,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'pair',1,TRUE)
a<-table.element(a,'tau',1,TRUE)
a<-table.element(a,'p-value',1,TRUE)
a<-table.row.end(a)
n <- length(y[,1])
n
cor.test(y[1,],y[2,],method='kendall')
for (i in 1:(n-1))
{
for (j in (i+1):n)
{
a<-table.row.start(a)
dum <- paste('tau(',dimnames(t(x))[[2]][i])
dum <- paste(dum,',')
dum <- paste(dum,dimnames(t(x))[[2]][j])
dum <- paste(dum,')')
a<-table.element(a,dum,header=TRUE)
r <- cor.test(y[i,],y[j,],method='kendall')
a<-table.element(a,r$estimate)
a<-table.element(a,r$p.value)
a<-table.row.end(a)
}
}
a<-table.end(a)
table.save(a,file='mytable.tab')
 





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