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correlatiematrix

R Software Module: rwasp_pairs.wasp (opens new window with default values)
Title produced by software: Kendall tau Correlation Matrix
Date of computation: Fri, 23 Nov 2007 10:15:41 -0700
 
Cite this page as follows:
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2007/Nov/23/t1195837704h34vj1v1ydfhb8n.htm/, Retrieved Fri, 23 Nov 2007 18:08:24 +0100
 
User-defined keywords:
 
Dataseries X:
» Textbox « » Textfile « » CSV «
98.6 13 467037 109 98 17 460070 106 106.8 17 447988 101 96.6 13 442867 98 100.1 14 436087 93 107.7 13 431328 91 91.5 17 484015 122 97.8 17 509673 139 107.4 15 512927 140 117.5 9 502831 132 105.6 10 470984 117 97.4 9 471067 114 99.5 14 476049 113 98 18 474605 110 104.3 18 470439 107 100.6 12 461251 103 101.1 16 454724 98 103.9 12 455626 98 96.9 19 516847 137 95.5 13 525192 148 108.4 12 522975 147 117 13 518585 139 103.8 11 509239 130 100.8 10 512238 128 110.6 16 519164 127 104 12 517009 123 112.6 6 509933 118 107.3 8 509127 114 98.9 6 500857 108 109.8 8 506971 111 104.9 8 569323 151 102.2 9 579714 159 123.9 13 577992 158 124.9 8 565464 148 112.7 11 547344 138 121.9 8 554788 137 100.6 10 562325 136 104.3 15 560854 133 120.4 12 555332 126 107.5 13 543599 120 102.9 12 536662 114 125.6 15 542722 116 107.5 13 593530 153 108.8 13 610763 162 128.4 16 612613 161 121.1 14 611324 149 119.5 12 594167 139 128.7 15 595454 135 108.7 14 590865 130 105.5 19 589379 127 119.8 16 584428 122 111.3 16 573100 117 110.6 11 567456 112 120.1 13 569028 113 97.5 12 620735 149 107.7 11 628884 157 127.3 6 628232 157 117.2 9 612117 147 119.8 6 595404 137 116.2 15 597141 132 111 17 593408 125 112.4 13 590072 123 130.6 12 579799 117 109.1 13 574205 114 118.8 10 572775 111 123.9 14 572942 112 101.6 13 619567 144 112.8 10 625809 150 128 11 619916 149 129.6 12 587625 134 125.8 7 565742 123 119.5 11 557274 116
 
Text written by user:
 
Output produced by software:

Enter (or paste) a matrix (table) containing all data (time) series. Every column represents a different variable and must be delimited by a space or Tab. Every row represents a period in time (or category) and must be delimited by hard returns. The easiest way to enter data is to copy and paste a block of spreadsheet cells. Please, do not use commas or spaces to seperate groups of digits!


Summary of compuational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time2 seconds
R Server'Herman Ole Andreas Wold' @ 193.190.124.10:1001


Kendall tau rank correlations for all pairs of data series
pairtaup-value
tau( prod , spaarvermogen )-0.1514287885366290.0702249987615759
tau( prod , werkloosheid )0.3844803157815891.84784053613996e-06
tau( prod , werkloosheid-25 )0.1988976450597980.0142249119206308
tau( spaarvermogen , werkloosheid )-0.08007498075159530.337579917161521
tau( spaarvermogen , werkloosheid-25 )-0.1238229849272650.140651771775820
tau( werkloosheid , werkloosheid-25 )0.5463986447645121.52111656603893e-11
 
Charts produced by software:
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2007/Nov/23/t1195837704h34vj1v1ydfhb8n/134kr1195838137.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2007/Nov/23/t1195837704h34vj1v1ydfhb8n/134kr1195838137.ps (open in new window)


 
Parameters:
par1 = Default ; par2 = 1 ; par3 = 1 ; par4 = 1 ; par5 = 12 ;
 
R code (references can be found in the software module):
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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Software written by Ed van Stee & Patrick Wessa


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