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Data X:
0.7461 0.5857 1.2413 8.9 2.8600 0.5270 0.7775 0.5858 1.2758 8.6 2.5500 0.4720 0.7790 0.5717 1.2729 8.3 2.2700 0.0000 0.7744 0.5945 1.2695 8.3 2.2600 0.0520 0.7905 0.5961 1.2858 8.3 2.5700 0.3130 0.7719 0.5973 1.2741 8.4 3.0700 0.3640 0.7811 0.6036 1.2823 8.5 2.7600 0.3630 0.7557 0.6096 1.2588 8.4 2.5100 -0.1550 0.7637 0.6315 1.2856 8.6 2.8700 0.0520 0.7595 0.6262 1.2619 8.5 3.1400 0.5680 0.7471 0.6121 1.2590 8.5 3.1100 0.6680 0.7615 0.6326 1.2865 8.5 3.1600 1.3780 0.7487 0.6214 1.2667 8.5 2.4700 0.2520 0.7389 0.6274 1.2505 8.5 2.5700 -0.4020 0.7337 0.6175 1.2205 8.5 2.8900 -0.0500 0.7510 0.6208 1.2220 8.5 2.6300 0.5550 0.7382 0.6225 1.1990 8.5 2.3800 0.0500 0.7159 0.5889 1.1583 8.5 1.6900 0.1500 0.7542 0.6020 1.1931 8.5 1.9600 0.4500 0.7636 0.5932 1.2028 8.5 2.1900 0.2990 0.7433 0.5841 1.1802 8.6 1.8700 0.1990 0.7658 0.6000 1.2084 8.4 1.6000 0.4960 0.7627 0.5947 1.1996 8.1 1.6300 0.4440 0.7480 0.5891 1.1870 8.00 1.2200 -0.3930 0.7692 0.6051 1.2013 8.00 1.2100 -0.4440 0.7850 0.5960 1.2120 8.00 1.4900 0.1980 0.7913 0.6012 1.2133 8.00 1.6400 0.4940 0.7720 0.5957 1.1866 7.9 1.6600 0.1330 0.7880 0.5959 1.2067 7.8 1.7700 0.3880 0.8070 0.6049 1.2240 7.8 1.8200 0.4840 0.8268 0.6064 1.2566 7.9 1.7800 0.2780 0.8244 0.6137 1.2608 8.1 1.2800 0.3690 0.8487 0.6311 1.3005 8.00 1.2900 0.1650 0.8572 0.6258 1.2955 7.6 1.3700 0.1550 0.8214 0.6010 1.2500 7.3 1.1200 0.0870 0.8827 0.6232 1.3158 7.00 1.5100 0.4140 0.9216 0.6384 1.3358 6.8 2.2400 0.3600 0.8865 0.6014 1.2817 7.00 2.9400 0.9750 0.8816 0.5980 1.2707 7.1 3.0900 0.2700 0.8884 0.5987 1.2595 7.2 3.4600 0.3590 0.9466 0.6237 1.3182 7.1 3.6400 0.1690 0.9180 0.5813 1.2665 6.9 4.3900 0.3810 0.9337 0.5991 1.2715 6.7 4.1500 0.1540 0.9559 0.6160 1.3041 6.7 5.2100 0.4860 0.9626 0.6096 1.3106 6.6 5.8000 0.9250 0.9434 0.6051 1.2911 6.9 5.9100 0.7280 0.8639 0.5857 1.2233 7.3 5.3900 -0.0140 0.7996 0.5565 1.1438 7.5 5.4600 0.0460 0.6680 0.5223 0.9895 7.3 4.7200 -0.8190 0.6572 0.5091 1.9903 7.1 3.1400 -1.6740 0.6928 0.4919 0.9967 6.9 2.6300 -0.7880 0.6438 0.4995 0.9708 7.1 2.3200 0.2790 0.6454 0.5069 0.9946 7.5 1.9300 0.3960 0.6873 0.5190 1.0441 7.7 0.6200 -0.1410 0.7265 0.5460 1.0757 7.8 0.6000 -0.0190 0.7912 0.5648 1.1461 7.8 -0.3700 0.0990 0.8114 0.5751 1.1749 7.7 -1.1000 0.7420 0.8281 0.5862 1.1926 7.7 -1.6800 0.0050 0.8393 0.5877 1.2109 7.8 -0.7800 0.4480
Names of X columns:
US_DOLLAR EURO SINGAPORE_DOLLAR Werkloosheidsgraad Inflatie_Belgie Inflatie_Amerika
Type of Correlation
grey
pearson
spearman
kendall
Chart options
Title:
R Code
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')
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