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Data X:
2981.85 2819.19 11394.84 10539.51 10407 44.23 3080.58 2892.56 11545.71 10723.78 10463 45.85 3106.22 2866.08 11809.38 10682.06 10556 53.38 3119.31 2817.41 11395.64 10283.19 10646 53.26 3061.26 2934.75 11082.38 10377.18 10702 51.8 3097.31 3036.54 11402.75 10486.64 11353 55.3 3161.69 3139.5 11716.87 10545.38 11346 57.81 3257.16 3114.31 12204.98 10554.27 11451 63.96 3277.01 3261.3 12986.62 10532.54 11964 63.77 3295.32 3201.79 13392.79 10324.31 12574 59.15 3363.99 3264.53 14368.05 10695.25 13031 56.12 3494.17 3349.1 15650.83 10827.81 13812 57.42 3667.03 3446.17 16102.64 10872.48 14544 63.52 3813.06 3469.48 16187.64 10971.19 14931 61.71 3917.96 3507.13 16311.54 11145.65 14886 63.01 3895.51 3536.2 17232.97 11234.68 16005 68.18 3801.06 3359.05 16397.83 11333.88 17064 72.03 3570.12 3378.85 14990.31 10997.97 15168 69.75 3701.61 3449.15 15147.55 11036.89 16050 74.41 3862.27 3522.89 15786.78 11257.35 15839 74.33 3970.1 3551.04 15934.09 11533.59 15137 64.24 4138.52 3669.15 16519.44 11963.12 14954 60.03 4199.75 3602 16101.07 12185.15 15648 59.44 4290.89 3697.22 16775.08 12377.62 15305 62.5 4443.91 3760.9 17286.32 12512.89 15579 55.04 4502.64 3665.08 17741.23 12631.48 16348 58.34 4356.98 3708.8 17128.37 12268.53 15928 61.92 4591.27 3858.21 17460.53 12754.8 16171 67.65 4696.96 3933.16 17611.14 13407.75 15937 67.68 4621.4 3946.98 18001.37 13480.21 15713 70.3 4562.84 3794.29 17974.77 13673.28 15594 75.26 4202.52 3765.56 16460.95 13239.71 15683 71.44 4296.49 3820.33 16235.39 13557.69 16438 76.36 4435.23 3885.12 16903.36 13901.28 17032 81.71 4105.18 3752.67 15543.76 13200.58 17696 92.6 4116.68 3683.79 15532.18 13406.97 17745 90.6 3844.49 3240.75 13731.31 12538.12 19394 92.23 3720.98 3188.82 13547.84 12419.57 20148 94.09 3674.4 3017.98 12602.93 12193.88 20108 102.79 3857.62 3237.2 13357.7 12656.63 18584 109.65 3801.06 3182.53 13995.33 12812.48 18441 124.05 3504.37 2906.42 14084.6 12056.67 18391 132.69 3032.6 2881.35 13168.91 11322.38 19178 135.81 3047.03 2915.64 12989.35 11530.75 18079 116.07 2962.34 2635.13 12123.53 11114.08 18483 101.42 2197.82 2331.43 9117.03 9181.73 19644 75.73 2014.45 2159.04 8531.45 8614.55 19195 55.48 1862.83 NA 8460.94 8595.56 19650 43.8 1905.41 1983.48 8331.49 8396.2 20830 45.29 1810.99 1770.41 7694.78 7690.5 23595 44.01 1670.07 1815.99 7764.58 7235.47 22937 47.48 1864.44 2026.97 8767.96 7992.12 21814 51.07 2052.02 2124.81 9304.43 8398.37 21928 57.84 2029.6 2098.28 9810.31 8593 21777 69.04 2070.83 2291.39 9691.12 8679.75 21383 65.61 2293.41 2401.57 10430.35 9374.63 21467 72.87 2443.27 2453.89 10302.87 9634.97 22052 68.41 2513.17 2409.53 10066.24 9857.34 22680 73.25 2466.92 2432.45 9633.83 10238.83 24320 77.43 2502.66 2585.34 10169.02 10433.44 24977 75.28 2539.91 2478.51 10661.62 10471.24 25204 77.33 2482.6 2470.18 10175.13 10214.51 25739 74.31 2626.15 2629.16 10671.49 10677.52 26434 79.7 2656.32 2541.22 11139.77 11052.15 27525 85.47 2446.66 2397.18 10103.98 10500.19 30695 77.98 2467.38 2359.66 9786.05 10159.27 32436 75.69 2462.32 2476.2 9456.84 10222.24 30160 75.2 2504.58 2449.57 9268.24 10350.4 30236 77.21 2579.39 2482.18 9346.72 10598.07 31293 77.85 2649.24 2542.76 9455.09 11044.49 31077 83.53 2636.87 2477.63 9797.18 11198.31 32226 85.99 2613.94 2586.46 10254.46 11465.26 33865 91.77 2634.01 2654.47 10449.53 11802.37 32810 96.59 2711.94 2713.48 10622.27 12190 32242 103.57 2646.43 2582.9 9852.45 12081.48 32700 114.46 2717.79 2661.37 9644.62 12434.93 32819 122.54 2701.54 2631.87 9650.78 12579.99 33947 115.08 2572.98 2561.37 9541.53 12097.31 34148 113.93 2488.92 2510.85 9996.68 12512.33 35261 116.29 2204.91 2238.24 9072.94 11326.62 39506 110.12 2123.99 2159.7 8695.42 11175.45 41591 110.86 2149.1 2318 8733.56 11515.93 39148 108.53
Names of X columns:
BEL20 DJEuropeStoxx Nikkei DowJones Goudprijs Brent
Type of Correlation
1
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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Big Analytics Cloud Computing Center
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