| Kendall Correlation | *The author of this computation has been verified* | R Software Module: Patrick.Wessa/rwasp_pairs.wasp (opens new window with default values) | Title produced by software: Kendall tau Correlation Matrix | Date of computation: Wed, 22 Dec 2010 08:21:07 +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/22/t1293006019ug0gbnggszixy62.htm/, Retrieved Wed, 22 Dec 2010 09:20:20 +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/22/t1293006019ug0gbnggszixy62.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 « | 631.923 21.454 97.06 130.678
654.294 23.899 97.73 120.877
671.833 24.939 98 137.114
586.840 23.580 97.76 134.406
600.969 24.562 97.48 120.262
625.568 24.696 97.77 130.846
558.110 23.785 97.96 120.343
630.577 23.812 98.22 98.881
628.654 21.917 98.51 115.678
603.184 19.713 98.19 120.796
656.255 19.282 98.37 94.261
600.730 18.788 98.31 89.151
670.326 21.453 98.6 119.880
678.423 24.482 98.96 131.468
641.502 27.474 99.11 155.089
625.311 27.264 99.64 149.581
628.177 27.349 100.02 122.788
589.767 30.632 99.98 143.900
582.471 29.429 100.32 112.115
636.248 30.084 100.44 109.600
599.885 26.290 100.51 117.446
621.694 24.379 101 118.456
637.406 23.335 100.88 101.901
595.994 21.346 100.55 89.940
696.308 21.106 100.82 129.143
674.201 24.514 101.5 126.102
648.861 28.353 102.15 143.048
649.605 30.805 102.39 142.258
672.392 31.348 102.54 131.011
598.396 34.556 102.85 146.471
613.177 33.855 103.47 114.073
638.104 34.787 103.56 114.642
615.632 32.529 103.69 118.226
634.465 29.998 103.49 111.338
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!
Correlations for all pairs of data series (method=kendall) | | WERKL | VAC | CPI | INSCHR | WERKL | 1 | -0.091 | 0.089 | 0.062 | VAC | -0.091 | 1 | 0.621 | 0.176 | CPI | 0.089 | 0.621 | 1 | 0.019 | INSCHR | 0.062 | 0.176 | 0.019 | 1 |
Correlations for all pairs of data series with p-values | pair | Pearson r | Spearman rho | Kendall tau | WERKL;VAC | -0.0991 | -0.1419 | -0.0912 | p-value | (0.3697) | (0.1974) | (0.2193) | WERKL;CPI | 0.2488 | 0.138 | 0.0887 | p-value | (0.0225) | (0.2107) | (0.2326) | WERKL;INSCHR | 0.1197 | 0.094 | 0.062 | p-value | (0.2781) | (0.3944) | (0.404) | VAC;CPI | 0.8003 | 0.8168 | 0.6207 | p-value | (0) | (0) | (0) | VAC;INSCHR | 0.2417 | 0.2591 | 0.1756 | p-value | (0.0267) | (0.0175) | (0.0181) | CPI;INSCHR | 0.0293 | 0.0399 | 0.0192 | p-value | (0.791) | (0.7189) | (0.7958) |
| | Charts produced by software: | | http://www.freestatistics.org/blog/date/2010/Dec/22/t1293006019ug0gbnggszixy62/1dce31293006064.png (open in new window) | http://www.freestatistics.org/blog/date/2010/Dec/22/t1293006019ug0gbnggszixy62/1dce31293006064.ps (open in new window) |
| | Parameters (Session): | par1 = kendall ; | | Parameters (R input): | par1 = kendall ; | | 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')
| |
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