Kendall tau rank correlations for all pairs of data series | ||
pair | tau | p-value |
tau( EONIA , Pond/euro ) | -0.277491437497029 | 0.00847615165093614 |
tau( EONIA , Dollar/Euro ) | -0.36188210846413 | 5.18410976606682e-05 |
tau( EONIA , WHL ) | 0.278212230539019 | 0.00187738702504703 |
tau( Pond/euro , Dollar/Euro ) | 0.202223426959548 | 0.0533446479773694 |
tau( Pond/euro , WHL ) | -0.610817916733342 | 5.62294006358852e-09 |
tau( Dollar/Euro , WHL ) | -0.120782578424474 | 0.174180098808668 |