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*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, 08 Nov 2009 05:21:45 -0700
 
Cite this page as follows:
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2009/Nov/08/t1257683943azu0nyqzea48mmq.htm/, Retrieved Sun, 08 Nov 2009 13:39:04 +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/2009/Nov/08/t1257683943azu0nyqzea48mmq.htm/},
    year = {2009},
}
@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 = {2009},
    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 «
8.9 1.6 90398 3633 180600 8.8 1.8 90269 3597 179835 8.3 1.6 90390 3600 179390 7.5 1.5 88219 3522 181871 7.2 1.5 87032 3503 175153 7.4 1.3 87175 3532 177709 8.8 1.4 92603 3686 190370 9.3 1.4 93571 3748 193423 9.3 1.3 94118 3672 193211 8.7 1.3 92159 3843 192691 8.2 1.2 89528 3905 188728 8.3 1.1 89955 3999 192632 8.5 1.4 89587 4070 192977 8.6 1.2 89488 4084 192941 8.5 1.5 88521 4042 192822 8.2 1.1 86587 3951 189644 8.1 1.3 85159 3933 189056 7.9 1.5 84915 3958 190574 8.6 1.1 91378 4147 204210 8.7 1.4 92729 4221 204888 8.7 1.3 92194 4058 201858 8.5 1.5 89664 4057 197077 8.4 1.6 86285 4089 192734 8.5 1.7 86858 4268 196020 8.7 1.1 87184 4309 197603 8.7 1.6 86629 4303 197965 8.6 1.3 85220 4177 195756 8.5 1.7 84816 4117 195182 8.3 1.6 84831 4065 195728 8 1.7 84957 3983 196950 8.2 1.9 90951 4091 210029 8.1 1.8 92134 4067 211516 8.1 1.9 91790 4024 205624 8 1.6 86625 3868 195776 7.9 1.5 83324 3800 189706 7.9 1.6 82719 3804 190040 8 1.6 83614 3862 191434 8 1.7 81640 3792 187925 7.9 2 etc...
 
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 Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time3 seconds
R Server'RServer@AstonUniversity' @ vre.aston.ac.uk


Kendall tau rank correlations for all pairs of data series
pairtaup-value
tau( graad , inflatie )-0.5161984040546552.39008490867667e-08
tau( graad , leeftijd )0.7047904154574595.10702591327572e-15
tau( graad , landbouw )0.6049414925589191.94111393625462e-11
tau( graad , diensten )0.5827188729109059.97832927396303e-11
tau( inflatie , leeftijd )-0.5734318317771832.85008816018215e-10
tau( inflatie , landbouw )-0.492206991951566.28338595517022e-08
tau( inflatie , diensten )-0.380153285431982.90224876751067e-05
tau( leeftijd , landbouw )0.5098926761554068.76085914924829e-09
tau( leeftijd , diensten )0.5853107344632773.90776300207563e-11
tau( landbouw , diensten )0.7133975136453698.88178419700125e-16
 
Charts produced by software:
http://www.freestatistics.org/blog/date/2009/Nov/08/t1257683943azu0nyqzea48mmq/1lgn11257682901.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/08/t1257683943azu0nyqzea48mmq/1lgn11257682901.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')
 





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