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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: Wed, 22 Dec 2010 17:58:52 +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/t1293040612sipp8hlvwf9yg9k.htm/, Retrieved Wed, 22 Dec 2010 18:56:53 +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/t1293040612sipp8hlvwf9yg9k.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 «
1 162556 1081 213118 1 29790 309 81767 1 87550 458 153198 0 84738 588 -26007 1 54660 299 126942 1 42634 156 157214 0 40949 481 129352 1 42312 323 234817 1 37704 452 60448 1 16275 109 47818 0 25830 115 245546 0 12679 110 48020 1 18014 239 -1710 0 43556 247 32648 1 24524 497 95350 0 6532 103 151352 0 7123 109 288170 1 20813 502 114337 1 37597 248 37884 0 17821 373 122844 1 12988 119 82340 1 22330 84 79801 0 13326 102 165548 0 16189 295 116384 0 7146 105 134028 0 15824 64 63838 1 26088 267 74996 0 11326 129 31080 0 8568 37 32168 0 14416 361 49857 1 3369 28 87161 1 11819 85 106113 1 6620 44 80570 1 4519 49 102129 0 2220 22 301670 0 18562 155 102313 0 10327 91 88577 1 5336 81 112477 1 2365 79 191778 0 4069 145 79804 0 7710 816 128294 0 13718 61 96448 0 4525 226 93811 0 6869 105 117520 0 4628 62 69159 1 3653 24 101792 1 1265 26 210568 1 7489 322 136996 0 4901 84 121920 0 2284 33 76403 1 3160 108 108094 1 4150 150 134759 1 7285 115 188873 1 1134 162 146216 1 4658 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 time4 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135
R Framework
error message
The field 'Names of X columns' contains a hard return which cannot be interpreted.
Please, resubmit your request without hard returns in the 'Names of X columns'.


Correlations for all pairs of data series (method=spearman)
GroupCostsTradesDividends
Group10.1910.1580.174
Costs0.19110.9360.428
Trades0.1580.93610.419
Dividends 0.1740.4280.4191


Correlations for all pairs of data series with p-values
pairPearson rSpearman rhoKendall tau
Group;Costs0.18390.19090.1617
p-value(1e-04)(1e-04)(1e-04)
Group;Trades0.15860.15830.1344
p-value(0.001)(0.001)(0.001)
Group;Dividends 0.14740.17430.1476
p-value(0.0022)(3e-04)(3e-04)
Costs;Trades0.76440.93570.8021
p-value(0)(0)(0)
Costs;Dividends 0.31690.4280.3504
p-value(0)(0)(0)
Trades;Dividends 0.34720.41910.3349
p-value(0)(0)(0)
 
Charts produced by software:
http://www.freestatistics.org/blog/date/2010/Dec/22/t1293040612sipp8hlvwf9yg9k/1n54u1293040728.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/22/t1293040612sipp8hlvwf9yg9k/1n54u1293040728.ps (open in new window)


 
Parameters (Session):
par1 = spearman ;
 
Parameters (R input):
par1 = spearman ;
 
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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Software written by Ed van Stee & Patrick Wessa


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