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R Software Module: /rwasp_pairs.wasp (opens new window with default values)
Title produced by software: Kendall tau Correlation Matrix
Date of computation: Wed, 11 Nov 2009 03:42:33 -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/11/t1257936334ktty4s7viyed4f4.htm/, Retrieved Wed, 11 Nov 2009 11:45:36 +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/11/t1257936334ktty4s7viyed4f4.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 «
3922 22782 -0,6 6,7 3759 16169 -0,2 6,5 4138 13807 -0,7 6,2 4634 29743 -0,1 6,2 3995 25591 0,7 6,5 4308 29096 1,5 6,8 4143 26482 1,6 6,8 4429 22404 2,8 6,5 5219 27044 3,3 5,9 4929 17970 3,5 5,5 5755 18730 3,9 5,6 5592 19684 4,8 6 4163 19785 5,1 6,3 4962 18479 4,9 6,2 5208 10698 5,2 5,6 4755 31956 5,1 5,4 4491 29506 4,6 5,7 5732 34506 3,7 5,9 5731 27165 3,9 6,2 5040 26736 3,1 6,3 6102 23691 2,8 6,1 4904 18157 2,6 5,9 5369 17328 2,2 5,9 5578 18205 1,8 5,7 4619 20995 1,3 5,9 4731 17382 1,2 6,1 5011 9367 1,4 6,1 5299 31124 1,3 6,5 4146 26551 1,3 6,8 4625 30651 1,9 6,8 4736 25859 1,9 6,9 4219 25100 2,1 6,9 5116 25778 2 6,8 4205 20418 1,9 6,6 4121 18688 1,9 6,5 5103 20424 1,9 6,5 4300 24776 1,8 6,5 4578 19814 1,7 6,7 3809 12738 1,6 7 5526 31566 1,7 7,3 4247 30111 1,9 7,5 3830 30019 1,7 7,5 4394 31934 1,3 7,5 4826 25826 2 7,3 4409 26835 2 7,1 4569 20205 2,3 6,9 4106 17789 2 7 4794 20520 1,7 7,1 3914 22518 2,3 7,2 3793 15572 2,4 7,1 4405 11509 2,4 6,8 4022 25447 2,3 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 time1 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135


Kendall tau rank correlations for all pairs of data series
pairtaup-value
tau( bouwaanvragen , inschrijvingen_autos )0.1050847457627120.235505972226483
tau( bouwaanvragen , BBP )0.2290376744924080.0109598908830493
tau( bouwaanvragen , werkloosheid )-0.401313720907669.76216166006886e-06
tau( inschrijvingen_autos , BBP )-0.02186791867012940.808088992290868
tau( inschrijvingen_autos , werkloosheid )0.169004765244760.0625481841560229
tau( BBP , werkloosheid )-0.1680046959318570.0685362732265319
 
Charts produced by software:
http://www.freestatistics.org/blog/date/2009/Nov/11/t1257936334ktty4s7viyed4f4/1iskm1257936152.png (open in new window)
http://www.freestatistics.org/blog/date/2009/Nov/11/t1257936334ktty4s7viyed4f4/1iskm1257936152.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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Creative Commons License

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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