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Paper

*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: Sat, 18 Dec 2010 16:36:30 +0000

Cite this page as follows:

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2010/Dec/18/t1292690050u202f965ht3q2iy.htm/, Retrieved Sat, 18 Dec 2010 17:34:10 +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/2010/Dec/18/t1292690050u202f965ht3q2iy.htm/},
    year = {2010},
}
@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 = {2010},
    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 «

31514 50556 -9 0 8.3 1.2 27071 43901 -13 4 8.2 1.7 29462 48572 -18 5 8 1.8 26105 43899 -11 -7 7.9 1.5 22397 37532 -9 -2 7.6 1 23843 40357 -10 1 7.6 1.6 21705 35489 -13 3 8.3 1.5 18089 29027 -11 -2 8.4 1.8 20764 34485 -5 -6 8.4 1.8 25316 42598 -15 10 8.4 1.6 17704 30306 -6 -9 8.4 1.9 15548 26451 -6 0 8.6 1.7 28029 47460 -3 -3 8.9 1.6 29383 50104 -1 -2 8.8 1.3 36438 61465 -3 2 8.3 1.1 32034 53726 -4 1 7.5 1.9 22679 39477 -6 2 7.2 2.6 24319 43895 0 -6 7.4 2.3 18004 31481 -4 4 8.8 2.4 17537 29896 -2 -2 9.3 2.2 20366 33842 -2 0 9.3 2 22782 39120 -6 4 8.7 2.9 19169 33702 -7 1 8.2 2.6 13807 25094 -6 -1 8.3 2.3 29743 51442 -6 0 8.5 2.3 25591 45594 -3 -3 8.6 2.6 29096 52518 -2 -1 8.5 3.1 26482 48564 -5 3 8.2 2.8 22405 41745 -11 6 8.1 2.5 27044 49585 -11 0 7.9 2.9 17970 32747 -11 0 8.6 3.1 18730 33379 -10 -1 8.7 3.1 19684 35645 -14 4 8.7 3.2 19785 37034 -8 -6 8.5 2.5 18479 35681 -9 1 8.4 2.6 10698 20972 -5 -4 8.5 2.9 31956 58552 -1 -4 8.7 2.6 29506 54955 -2 1 8.7 2.4 34506 65540 -5 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 Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	2 seconds
R Server	'Sir Ronald Aylmer Fisher' @ 193.190.124.24

Correlations for all pairs of data series (method=pearson)
	Inschrijvingen(zonder_transit)	Inschrijvingen(met_transit)	Consumentenvertrouwen	Evolutie_consumentenvertrouwen	Totale_werkloosheid	Algemene_prijsindex
Inschrijvingen(zonder_transit)	1	0.971	0.184	-0.012	-0.052	0.076
Inschrijvingen(met_transit)	0.971	1	0.203	0.006	-0.149	0.123
Consumentenvertrouwen	0.184	0.203	1	-0.287	0.183	0.082
Evolutie_consumentenvertrouwen	-0.012	0.006	-0.287	1	-0.176	0.163
Totale_werkloosheid	-0.052	-0.149	0.183	-0.176	1	-0.277
Algemene_prijsindex	0.076	0.123	0.082	0.163	-0.277	1

Correlations for all pairs of data series with p-values
pair	Pearson r	Spearman rho	Kendall tau
Inschrijvingen(zonder_transit);Inschrijvingen(met_transit)	0.9707	0.9697	0.857
p-value	(0)	(0)	(0)
Inschrijvingen(zonder_transit);Consumentenvertrouwen	0.1841	0.1856	0.1146
p-value	(0.0936)	(0.0909)	(0.1318)
Inschrijvingen(zonder_transit);Evolutie_consumentenvertrouwen	-0.0121	0.0332	0.0287
p-value	(0.9129)	(0.7646)	(0.7092)
Inschrijvingen(zonder_transit);Totale_werkloosheid	-0.0518	-0.0678	-0.0455
p-value	(0.6401)	(0.5399)	(0.5485)
Inschrijvingen(zonder_transit);Algemene_prijsindex	0.0764	0.047	0.0274
p-value	(0.4899)	(0.6709)	(0.7162)
Inschrijvingen(met_transit);Consumentenvertrouwen	0.2033	0.2239	0.134
p-value	(0.0636)	(0.0406)	(0.0779)
Inschrijvingen(met_transit);Evolutie_consumentenvertrouwen	0.0063	0.0462	0.0403
p-value	(0.9545)	(0.6768)	(0.6)
Inschrijvingen(met_transit);Totale_werkloosheid	-0.1489	-0.1549	-0.1074
p-value	(0.1766)	(0.1595)	(0.1565)
Inschrijvingen(met_transit);Algemene_prijsindex	0.1226	0.0682	0.0422
p-value	(0.2664)	(0.5374)	(0.5749)
Consumentenvertrouwen;Evolutie_consumentenvertrouwen	-0.2868	-0.2965	-0.2152
p-value	(0.0082)	(0.0062)	(0.0062)
Consumentenvertrouwen;Totale_werkloosheid	0.1834	0.1258	0.0975
p-value	(0.0949)	(0.2541)	(0.2084)
Consumentenvertrouwen;Algemene_prijsindex	0.082	-0.0283	-0.0484
p-value	(0.4583)	(0.7981)	(0.5298)
Evolutie_consumentenvertrouwen;Totale_werkloosheid	-0.1757	-0.1456	-0.1029
p-value	(0.1099)	(0.1864)	(0.1896)
Evolutie_consumentenvertrouwen;Algemene_prijsindex	0.1627	0.1508	0.11
p-value	(0.1392)	(0.171)	(0.158)
Totale_werkloosheid;Algemene_prijsindex	-0.2775	-0.0868	-0.0351
p-value	(0.0106)	(0.4324)	(0.6474)

Charts produced by software:

http://www.freestatistics.org/blog/date/2010/Dec/18/t1292690050u202f965ht3q2iy/1o4cx1292690187.png (open in new window)

http://www.freestatistics.org/blog/date/2010/Dec/18/t1292690050u202f965ht3q2iy/1o4cx1292690187.ps (open in new window)

Parameters (Session):

par1 = pearson ;

Parameters (R input):

par1 = pearson ;

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=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', ...)

}

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')

n <- length(y[,1])

n

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='mytable.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)

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='mytable1.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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