| Correlations for all pairs of data series (method=kendall) | |||||
| X1 | X2 | X3 | X4 | X5 | |
| X1 | 1 | 0.712 | 0.321 | -0.266 | -0.09 |
| X2 | 0.712 | 1 | 0.343 | -0.256 | -0.093 |
| X3 | 0.321 | 0.343 | 1 | 0.004 | 0.234 |
| X4 | -0.266 | -0.256 | 0.004 | 1 | 0.235 |
| X5 | -0.09 | -0.093 | 0.234 | 0.235 | 1 |
| Correlations for all pairs of data series with p-values | |||
| pair | Pearson r | Spearman rho | Kendall tau |
| X1;X2 | 0.8343 | 0.8678 | 0.7122 |
| p-value | (0) | (0) | (0) |
| X1;X3 | 0.4955 | 0.4275 | 0.3211 |
| p-value | (1e-04) | (0.0013) | (9e-04) |
| X1;X4 | -0.2593 | -0.3518 | -0.266 |
| p-value | (0.0583) | (0.0091) | (0.0058) |
| X1;X5 | -0.0689 | -0.1595 | -0.0897 |
| p-value | (0.6205) | (0.2492) | (0.3525) |
| X2;X3 | 0.5161 | 0.4621 | 0.3427 |
| p-value | (1e-04) | (4e-04) | (4e-04) |
| X2;X4 | -0.2902 | -0.3623 | -0.2559 |
| p-value | (0.0333) | (0.0071) | (0.0078) |
| X2;X5 | -0.0098 | -0.1526 | -0.093 |
| p-value | (0.9437) | (0.2707) | (0.3339) |
| X3;X4 | -0.0186 | 0.028 | 0.0042 |
| p-value | (0.894) | (0.8406) | (0.9643) |
| X3;X5 | 0.3388 | 0.3474 | 0.2337 |
| p-value | (0.0122) | (0.0101) | (0.0132) |
| X4;X5 | 0.2449 | 0.3331 | 0.2352 |
| p-value | (0.0743) | (0.0138) | (0.0124) |
