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Data X:
2.08 83.9 61.2 10554.27 2.09 85.6 62 10532.54 2.07 87.5 65.1 10324.31 2.04 88.5 63.2 10695.25 2.35 91 66.3 10827.81 2.33 90.6 61.9 10872.48 2.37 91.2 62.1 10971.19 2.59 93.2 66.3 11145.65 2.62 90.1 72 11234.68 2.6 95 65.3 11333.88 2.83 95.4 67.6 10997.97 2.78 93.7 70.5 11036.89 3.01 93.9 74.2 11257.35 3.06 92.5 77.8 11533.59 3.33 89.2 78.5 11963.12 3.32 93.3 77.8 12185.15 3.6 93 81.4 12377.62 3.57 96.1 84.5 12512.89 3.57 96.7 88 12631.48 3.83 97.6 93.9 12268.53 3.84 102.6 98.9 12754.8 3.8 107.6 96.7 13407.75 4.07 103.5 98.9 13480.21 4.05 100.8 102.2 13673.28 4.272 94.5 105.4 13239.71 3.858 100.1 105.1 13557.69 4.067 97.4 116.6 13901.28 3.964 103 112 13200.58 3.782 100.2 108.8 13406.97 4.114 100.2 106.9 12538.12 4.009 99 109.5 12419.57 4.025 102.4 106.7 12193.88 4.082 99 118.9 12656.63 4.044 103.7 117.5 12812.48 3.916 103.4 113.7 12056.67 4.289 95.3 119.6 11322.38 4.296 93.6 120.6 11530.75 4.193 102.4 117.5 11114.08 3.48 110.5 120.3 9181.73 2.934 109.1 119.8 8614.55 2.221 100.9 108 8595.56 1.211 108.1 98.8 8396.2 1.28 105 94.6 7690.5 0.96 111.5 84.6 7235.47 0.5 109.5 84.4 7992.12 0.687 110.5 79.1 8398.37 0.344 114 73.3 8593 0.346 108.2 74.3 8679.75 0.334 110.3 67.8 9374.63 0.34 111.8 64.8 9634.97 0.328 107.5 66.5 9857.34 0.344 114.1 57.7 10238.83 0.341 113.8 53.8 10433.44 0.32 114.5 51.8 10471.24 0.314 114.8 50.9 10214.51 0.325 117.8 49 10677.52 0.339 116.7 48.1 11052.15 0.329 122.8 42.6 10500.19 0.48 122.3 40.9 10159.27 0.399 115 43.3 10222.24 0.37 118.5 43.7 10350.4
Names of X columns:
Eonia deposits 2JAAR DowJones
Type of Correlation
kendall
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=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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