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Author*Unverified author*
R Software Modulerwasp_pairs.wasp
Title produced by softwareKendall tau Correlation Matrix
Date of computationTue, 29 Dec 2009 03:10:15 -0700
Cite this page as followsStatistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2009/Dec/29/t1262081503a13t9pn4a59lgsg.htm/, Retrieved Fri, 03 May 2024 10:52:37 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=71083, Retrieved Fri, 03 May 2024 10:52:37 +0000
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Original text written by user:
IsPrivate?No (this computation is public)
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Estimated Impact178
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-       [Kendall tau Correlation Matrix] [kendall tau: 4 data] [2009-12-29 10:10:15] [47a6e19efaace1829ce1b2ce66897f57] [Current]
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Dataseries X:
3032,93  10967,87	10070	32,68
3045,78	10433,56	10137	31,54
3110,52	10665,78	9984	32,43
3013,24	10666,71	9732	26,54
2987,1	10682,74	9103	25,85
2995,55	10777,22	9155	27,6
2833,18	10052,6	9308	25,71
2848,96	10213,97	9394	25,38
2794,83	10546,82	9948	28,57
2845,26	10767,2	10177	27,64
2915,02	10444,5	10002	25,36
2892,63	10314,68	9728	25,9
2604,42	9042,56	10002	26,29
2641,65	9220,75	10063	21,74
2659,81	9721,84	10018	19,2
2638,53	9978,53	9960	19,32
2720,25	9923,81	10236	19,82
2745,88	9892,56	10893	20,36
2735,7	10500,98	10756	24,31
2811,7	10179,35	10940	25,97
2799,43	10080,48	10997	25,61
2555,28	9492,44	10827	24,67
2304,98	8616,49	10166	25,59
2214,95	8685,4	10186	26,09
2065,81	8160,67	10457	28,37
1940,49	8048,1	10368	27,34
2042	8641,21	10244	24,46
1995,37	8526,63	10511	27,46
1946,81	8474,21	10812	30,23
1765,9	7916,13	10738	32,33
1635,25	7977,64	10171	29,87
1833,42	8334,59	9721	24,87
1910,43	8623,36	9897	25,48
1959,67	9098,03	9828	27,28
1969,6	9154,34	9924	28,24
2061,41	9284,73	10371	29,58
2093,48	9492,49	10846	26,95
2120,88	9682,35	10413	29,08
2174,56	9762,12	10709	28,76
2196,72	10124,63	10662	29,59
2350,44	10540,05	10570	30,7
2440,25	10601,61	10297	30,52
2408,64	10323,73	10635	32,67
2472,81	10418,4	10872	33,19
2407,6	10092,96	10296	37,13
2454,62	10364,91	10383	35,54
2448,05	10152,09	10431	37,75
2497,84	10032,8	10574	41,84
2645,64	10204,59	10653	42,94
2756,76	10001,6	10805	49,14
2849,27	10411,75	10872	44,61
2921,44	10673,38	10625	40,22
2981,85	10539,51	10407	44,23
3080,58	10723,78	10463	45,85
3106,22	10682,06	10556	53,38
3119,31	10283,19	10646	53,26
3061,26	10377,18	10702	51,8
3097,31	10486,64	11353	55,3
3161,69	10545,38	11346	57,81
3257,16	10554,27	11451	63,96
3277,01	10532,54	11964	63,77
3295,32	10324,31	12574	59,15
3363,99	10695,25	13031	56,12
3494,17	10827,81	13812	57,42
3667,03	10872,48	14544	63,52
3813,06	10971,19	14931	61,71
3917,96	11145,65	14886	63,01
3895,51	11234,68	16005	68,18
3801,06	11333,88	17064	72,03
3570,12	10997,97	15168	69,75
3701,61	11036,89	16050	74,41
3862,27	11257,35	15839	74,33
3970,1	11533,59	15137	64,24
4138,52	11963,12	14954	60,03
4199,75	12185,15	15648	59,44
4290,89	12377,62	15305	62,5
4443,91	12512,89	15579	55,04
4502,64	12631,48	16348	58,34
4356,98	12268,53	15928	61,92
4591,27	12754,8	16171	67,65
4696,96	13407,75	15937	67,68
4621,4	13480,21	15713	70,3
4562,84	13673,28	15594	75,26
4202,52	13239,71	15683	71,44
4296,49	13557,69	16438	76,36
4435,23	13901,28	17032	81,71
4105,18	13200,58	17696	92,6
4116,68	13406,97	17745	90,6
3844,49	12538,12	19394	92,23
3720,98	12419,57	20148	94,09
3674,4	12193,88	20108	102,79
3857,62	12656,63	18584	109,65
3801,06	12812,48	18441	124,05
3504,37	12056,67	18391	132,69
3032,6	11322,38	19178	135,81
3047,03	11530,75	18079	116,07
2962,34	11114,08	18483	101,42
2197,82	9181,73	19644	75,73
2014,45	8614,55	19195	55,48
1862,83	8595,56	19650	43,80
1905,41	8396,20	20830	45,29
1810,99	7690,50	23595	44,01
1670,07	7235,47	22937	47,48
1864,44	7992,12	21814	51,07
2052,02	8398,37	21928	57,84
2029,60	8593	21777	69,04
2070,83	8679,75	21383	65,61
2293,41	9374,63	21467	72,87
2443,27	9634,97	22052	68,41
2513,17	9857,34	22680	73,25
2466,92	10238,83	24320	77,43




Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time2 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135

\begin{tabular}{lllllllll}
\hline
Summary of computational transaction \tabularnewline
Raw Input & view raw input (R code)  \tabularnewline
Raw Output & view raw output of R engine  \tabularnewline
Computing time & 2 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=71083&T=0

[TABLE]
[ROW][C]Summary of computational transaction[/C][/ROW]
[ROW][C]Raw Input[/C][C]view raw input (R code) [/C][/ROW]
[ROW][C]Raw Output[/C][C]view raw output of R engine [/C][/ROW]
[ROW][C]Computing time[/C][C]2 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=71083&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=71083&T=0

As an alternative you can also use a QR Code:  

The GUIDs for individual cells are displayed in the table below:

Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time2 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135







Kendall tau rank correlations for all pairs of data series
pairtaup-value
tau( bel20 , dowjones )0.790564340435440
tau( bel20 , gouprijs )0.2034898016166920.00155014584968449
tau( bel20 , ruweolie )0.374805472630815.51854562047538e-09
tau( dowjones , gouprijs )0.2187090461853250.000668653666816565
tau( dowjones , ruweolie )0.4139230139230141.19650289676088e-10
tau( gouprijs , ruweolie )0.6128768103215730

\begin{tabular}{lllllllll}
\hline
Kendall tau rank correlations for all pairs of data series \tabularnewline
pair & tau & p-value \tabularnewline
tau( bel20 , dowjones ) & 0.79056434043544 & 0 \tabularnewline
tau( bel20 , gouprijs ) & 0.203489801616692 & 0.00155014584968449 \tabularnewline
tau( bel20 , ruweolie ) & 0.37480547263081 & 5.51854562047538e-09 \tabularnewline
tau( dowjones , gouprijs ) & 0.218709046185325 & 0.000668653666816565 \tabularnewline
tau( dowjones , ruweolie ) & 0.413923013923014 & 1.19650289676088e-10 \tabularnewline
tau( gouprijs , ruweolie ) & 0.612876810321573 & 0 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=71083&T=1

[TABLE]
[ROW][C]Kendall tau rank correlations for all pairs of data series[/C][/ROW]
[ROW][C]pair[/C][C]tau[/C][C]p-value[/C][/ROW]
[ROW][C]tau( bel20 , dowjones )[/C][C]0.79056434043544[/C][C]0[/C][/ROW]
[ROW][C]tau( bel20 , gouprijs )[/C][C]0.203489801616692[/C][C]0.00155014584968449[/C][/ROW]
[ROW][C]tau( bel20 , ruweolie )[/C][C]0.37480547263081[/C][C]5.51854562047538e-09[/C][/ROW]
[ROW][C]tau( dowjones , gouprijs )[/C][C]0.218709046185325[/C][C]0.000668653666816565[/C][/ROW]
[ROW][C]tau( dowjones , ruweolie )[/C][C]0.413923013923014[/C][C]1.19650289676088e-10[/C][/ROW]
[ROW][C]tau( gouprijs , ruweolie )[/C][C]0.612876810321573[/C][C]0[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=71083&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=71083&T=1

As an alternative you can also use a QR Code:  

The GUIDs for individual cells are displayed in the table below:

Kendall tau rank correlations for all pairs of data series
pairtaup-value
tau( bel20 , dowjones )0.790564340435440
tau( bel20 , gouprijs )0.2034898016166920.00155014584968449
tau( bel20 , ruweolie )0.374805472630815.51854562047538e-09
tau( dowjones , gouprijs )0.2187090461853250.000668653666816565
tau( dowjones , ruweolie )0.4139230139230141.19650289676088e-10
tau( gouprijs , ruweolie )0.6128768103215730



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')