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Kendall Tau na differentiatie d=0, D=1

*The author of this computation has been verified*

R Software Module: rwasp_pairs.wasp (opens new window with default values)

Title produced by software: Kendall tau Correlation Matrix

Date of computation: Sun, 21 Dec 2008 19:08:59 -0700

Cite this page as follows:

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2008/Dec/22/t1229911900quefjlyrxymdmm4.htm/, Retrieved Mon, 22 Dec 2008 03:11:42 +0100

BibTeX entries for LaTeX users:

@Manual{KEY,
    author = {{YOUR NAME}},
    publisher = {Office for Research Development and Education},
    title = {Statistical Computations at FreeStatistics.org, URL http://www.freestatistics.org/blog/date/2008/Dec/22/t1229911900quefjlyrxymdmm4.htm/},
    year = {2008},
}
@Manual{R,
    title = {R: A Language and Environment for Statistical Computing},
    author = {{R Development Core Team}},
    organization = {R Foundation for Statistical Computing},
    address = {Vienna, Austria},
    year = {2008},
    note = {{ISBN} 3-900051-07-0},
    url = {http://www.R-project.org},
}

Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords:

Dataseries X:

» Textbox « » Textfile « » CSV «

-1113,4 -902,4 -211 -662,7 -745,9 83,2 -1040,7 -2092,8 1052,1 -1543,5 -1899,6 356,1 -753,4 -1652,1 898,7 -738,9 -1302,6 563,7 -895 -1297,2 401,8 1.005 19,5 985,4 44 -914,5 958,2 -538 -884,3 346 455 178,3 277 -437 -450,4 13,2 958 659,9 298,4 1.070 1248,1 -178,3 315 191,2 123,8 785 1641,9 -857,4 478 1039,2 -561,4 520 794,8 -275 139 535,1 -396,4 112 141,5 -29,8 -542 -617,3 75,6 363 181,1 182,1 78 278,3 -200,1 -379 -295,5 -83,8 522 326,3 196 -217 -25,8 -190,7 -101 -92,3 -9,1 1.201 317,7 883,7 -186 -309,2 123,6 581 378,1 202,6 1.906 1871,6 34,2 1.009 952,6 56,2 463 595,6 -132,2 2.401 3332,5 -931,7 811 977,8 -166,8 2.163 2540,4 -377,6 1.540 2013,6 -474 1.146 1027,3 118,2 2.452 2537,6 -86,1 1.843 1981,7 -138,3 1.408 1504 -96,1 1.278 1716,9 -439,1 1.220 1255,2 -35,6 1.459 1502,9 -43,6 1.789 2217,9 -428,8 716 794,3 -78,3 345 555,1 -209,8 1.275 1301,5 -26,4 1.379 1505,7 -126,8 -126 98 -223,5 1.670 2268,2 -598,5 1.336 2151,8 -815,9 1.524 2438 -913,7 1.168 1416,2 -248 1948,9 3042,2 -1093,3 -668,7 176,3 -845 2230,1 2185 45,1 1208,9 632,2 576,7 1316,8 1346,8 -30 1023,8 1195,9 -172,1 262,5 417,7 -155,2 2185,6 2501,3 -315,7 871,1 539,1 332 -696,9 -1441,6 744,7 1408,7 535,4 873,3 822,3 300,6 521,7 278,2 -1051,3 1329,5 1424,6 1009,9 414,7 383,6 873 -489,4 1049 946,1 102,9 2065,3 2828,6 -763,3 1570 893,9 676,1 349 667,8 -318,8 2306,4 2788,6 -482,2 721 1808,7 -1087,7 475,2 1925 -1449,8 2947,9 5275,8 -2327,9 3542,9 5089 -1546,1 515,3 3135,7 -2620,4 4856,7 6926,8 -2070,1 1130,6 3040,9 -1910,3 1652,9 3509,4 -1856,5

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 computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	1 seconds
R Server	'George Udny Yule' @ 72.249.76.132

Kendall tau rank correlations for all pairs of data series
pair	tau	p-value
tau( Uitvoer , Invoer )	0.456187895212285	1.30524502317542e-09
tau( Uitvoer , Handelsbalans )	-0.214092140921409	0.00441101031945881
tau( Invoer , Handelsbalans )	-0.545919903643481	3.86868028827097e-13

Charts produced by software:

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/22/t1229911900quefjlyrxymdmm4/10llu1229911737.png (open in new window)

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Dec/22/t1229911900quefjlyrxymdmm4/10llu1229911737.ps (open in new window)

Parameters (Session):

Parameters (R input):

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')

This work is licensed under a Creative Commons Attribution-Noncommercial-Share Alike 3.0 License.

Software written by Ed van Stee & Patrick Wessa

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