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*The author of this computation has been verified*

R Software Module

Patrick.Wessarwasp_pairs.wasp

Title produced by software

Kendall tau Correlation Matrix

Date of computation

Tue, 14 Dec 2010 15:48:52 +0000

Cite this page as follows

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2010/Dec/14/t12923418862tj89uubwpktiva.htm/, Retrieved Thu, 02 May 2024 22:25:17 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=109770, Retrieved Thu, 02 May 2024 22:25:17 +0000

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Estimated Impact

106

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-     [Kendall tau Correlation Matrix] [] [2010-12-05 18:04:16] [b98453cac15ba1066b407e146608df68]
-   PD    [Kendall tau Correlation Matrix] [Blog 2] [2010-12-14 15:48:52] [47bfda5353cd53c1cf7ea7aa9038654a] [Current]

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10	288,60	1,39	113,67	0,8764	8,1110
9	269,10	1,31	110,26	0,8399	7,9156
8	268,70	1,29	110,04	0,8236	7,9325
7	264,30	1,28	111,73	0,8357	8,0201
6	264,30	1,22	110,99	0,8277	7,9062
5	267,60	1,26	115,83	0,8571	7,8907
4	298,10	1,34	125,33	0,8746	7,9323
3	279,80	1,36	123,03	0,9016	8,0369
2	263,20	1,37	123,46	0,8760	8,0971
1	272,50	1,43	130,34	0,8831	8,1817
12	263,70	1,46	131,21	0,8997	8,4066
11	273,70	1,49	132,97	0,8989	8,4143
10	261,40	1,48	133,91	0,9156	8,3596
9	241,10	1,46	133,14	0,8914	8,5964
8	253,40	1,43	135,31	0,8627	8,6602
7	228,60	1,41	133,09	0,8609	8,9494
6	244,90	1,40	135,39	0,8567	8,9388
5	206,10	1,37	131,85	0,8844	8,7943
4	177,00	1,32	130,25	0,8976	8,7867
3	165,10	1,31	127,65	0,9197	8,8388
2	148,10	1,28	118,30	0,8869	8,7838
1	152,90	1,32	119,73	0,9182	9,2164
12	146,50	1,34	122,51	0,9045	9,4228
11	188,00	1,27	123,28	0,8306	8,8094
10	252,00	1,33	133,52	0,7867	8,5928
9	351,60	1,44	153,20	0,7992	8,1566
8	403,00	1,50	163,63	0,7928	7,9723
7	468,80	1,58	168,45	0,7931	8,0487
6	464,00	1,56	166,26	0,7915	7,9915
5	435,40	1,56	162,31	0,7921	7,8648
4	382,20	1,58	161,56	0,7949	7,9629
3	360,60	1,55	156,59	0,7749	7,9717
2	329,50	1,47	157,97	0,7509	7,9480
1	320,20	1,47	158,68	0,7473	7,9566
12	315,00	1,46	163,55	0,7206	8,0117
11	322,70	1,47	162,89	0,7090	7,9519
10	289,70	1,42	164,95	0,6961	7,6963
9	270,30	1,39	159,82	0,6889	7,8306
8	247,80	1,36	159,05	0,6777	7,9735
7	259,60	1,37	166,76	0,6744	7,9380
6	241,00	1,34	164,55	0,6756	8,0590
5	230,00	1,35	163,22	0,6814	8,1394
4	230,30	1,35	160,68	0,6793	8,1194
3	214,00	1,32	155,24	0,6802	8,1340
2	202,90	1,31	157,60	0,6680	8,0875
1	188,50	1,30	156,56	0,6634	8,2780
12	215,60	1,32	154,82	0,6729	8,1575
11	205,60	1,29	151,11	0,6740	8,2446
10	203,70	1,26	149,65	0,6725	8,3960
9	218,20	1,27	148,99	0,6751	8,2572
8	253,00	1,28	148,53	0,6767	7,9920
7	255,40	1,27	146,70	0,6878	7,9386
6	240,70	1,27	145,11	0,6867	7,8559
5	242,20	1,28	142,70	0,6833	7,7988
4	240,20	1,23	143,59	0,6946	7,8413
3	215,20	1,20	140,96	0,6894	7,9775
2	211,10	1,19	140,77	0,6830	8,0593
1	219,30	1,21	139,81	0,6860	8,0366

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	1 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

\begin{tabular}{lllllllll}
\hline
Summary of computational transaction \tabularnewline
Raw Input & view raw input (R code)  \tabularnewline
Raw Output & view raw output of R engine  \tabularnewline
Computing time & 1 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=109770&T=0

[TABLE]
[ROW][C]Summary of computational transaction[/C][/ROW]
[ROW][C]Raw Input[/C][C]view raw input (R code) [/C][/ROW]
[ROW][C]Raw Output[/C][C]view raw output of R engine [/C][/ROW]
[ROW][C]Computing time[/C][C]1 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=109770&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=109770&T=0

As an alternative you can also use a QR Code:

The GUIDs for individual cells are displayed in the table below:

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	1 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135

Correlations for all pairs of data series (method=pearson)
	Maand	Olie	Dollar	Yen	Pond	Noorse_kroon
Maand	1	0.077	0.159	0.015	0.017	0.094
Olie	0.077	1	0.751	0.427	0.001	-0.535
Dollar	0.159	0.751	1	0.416	0.279	-0.049
Yen	0.015	0.427	0.416	1	-0.699	-0.397
Pond	0.017	0.001	0.279	-0.699	1	0.555
Noorse_kroon	0.094	-0.535	-0.049	-0.397	0.555	1

\begin{tabular}{lllllllll}
\hline
Correlations for all pairs of data series (method=pearson) \tabularnewline
  & Maand & Olie & Dollar & Yen & Pond & Noorse_kroon \tabularnewline
Maand & 1 & 0.077 & 0.159 & 0.015 & 0.017 & 0.094 \tabularnewline
Olie & 0.077 & 1 & 0.751 & 0.427 & 0.001 & -0.535 \tabularnewline
Dollar & 0.159 & 0.751 & 1 & 0.416 & 0.279 & -0.049 \tabularnewline
Yen & 0.015 & 0.427 & 0.416 & 1 & -0.699 & -0.397 \tabularnewline
Pond & 0.017 & 0.001 & 0.279 & -0.699 & 1 & 0.555 \tabularnewline
Noorse_kroon & 0.094 & -0.535 & -0.049 & -0.397 & 0.555 & 1 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=109770&T=1

[TABLE]
[ROW][C]Correlations for all pairs of data series (method=pearson)[/C][/ROW]
[ROW][C] [/C][C]Maand[/C][C]Olie[/C][C]Dollar[/C][C]Yen[/C][C]Pond[/C][C]Noorse_kroon[/C][/ROW]
[ROW][C]Maand[/C][C]1[/C][C]0.077[/C][C]0.159[/C][C]0.015[/C][C]0.017[/C][C]0.094[/C][/ROW]
[ROW][C]Olie[/C][C]0.077[/C][C]1[/C][C]0.751[/C][C]0.427[/C][C]0.001[/C][C]-0.535[/C][/ROW]
[ROW][C]Dollar[/C][C]0.159[/C][C]0.751[/C][C]1[/C][C]0.416[/C][C]0.279[/C][C]-0.049[/C][/ROW]
[ROW][C]Yen[/C][C]0.015[/C][C]0.427[/C][C]0.416[/C][C]1[/C][C]-0.699[/C][C]-0.397[/C][/ROW]
[ROW][C]Pond[/C][C]0.017[/C][C]0.001[/C][C]0.279[/C][C]-0.699[/C][C]1[/C][C]0.555[/C][/ROW]
[ROW][C]Noorse_kroon[/C][C]0.094[/C][C]-0.535[/C][C]-0.049[/C][C]-0.397[/C][C]0.555[/C][C]1[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=109770&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=109770&T=1

As an alternative you can also use a QR Code:

The GUIDs for individual cells are displayed in the table below:

Correlations for all pairs of data series (method=pearson)
	Maand	Olie	Dollar	Yen	Pond	Noorse_kroon
Maand	1	0.077	0.159	0.015	0.017	0.094
Olie	0.077	1	0.751	0.427	0.001	-0.535
Dollar	0.159	0.751	1	0.416	0.279	-0.049
Yen	0.015	0.427	0.416	1	-0.699	-0.397
Pond	0.017	0.001	0.279	-0.699	1	0.555
Noorse_kroon	0.094	-0.535	-0.049	-0.397	0.555	1

Correlations for all pairs of data series with p-values
pair	Pearson r	Spearman rho	Kendall tau
Maand;Olie	0.0771	0.1354	0.1216
p-value	(0.565)	(0.3109)	(0.1913)
Maand;Dollar	0.1589	0.166	0.1301
p-value	(0.2335)	(0.2129)	(0.1668)
Maand;Yen	0.0151	0.0402	0.0407
p-value	(0.9102)	(0.7644)	(0.6615)
Maand;Pond	0.0165	0.0124	0.0069
p-value	(0.9021)	(0.9263)	(0.9409)
Maand;Noorse_kroon	0.0945	0.0981	0.0583
p-value	(0.4804)	(0.4638)	(0.531)
Olie;Dollar	0.7508	0.661	0.4933
p-value	(0)	(0)	(0)
Olie;Yen	0.4271	0.2989	0.1828
p-value	(8e-04)	(0.0227)	(0.0428)
Olie;Pond	0.0012	0.1284	0.1126
p-value	(0.9928)	(0.3369)	(0.2121)
Olie;Noorse_kroon	-0.5353	-0.5722	-0.3958
p-value	(0)	(0)	(0)
Dollar;Yen	0.4161	0.4137	0.3063
p-value	(0.0012)	(0.0012)	(8e-04)
Dollar;Pond	0.2785	0.3095	0.2022
p-value	(0.0343)	(0.0181)	(0.0267)
Dollar;Noorse_kroon	-0.0485	0.037	0.0184
p-value	(0.7177)	(0.7827)	(0.8403)
Yen;Pond	-0.6988	-0.6541	-0.4108
p-value	(0)	(0)	(0)
Yen;Noorse_kroon	-0.3972	-0.3131	-0.2438
p-value	(0.002)	(0.0171)	(0.0069)
Pond;Noorse_kroon	0.5547	0.3706	0.2184
p-value	(0)	(0.0044)	(0.0155)

\begin{tabular}{lllllllll}
\hline
Correlations for all pairs of data series with p-values \tabularnewline
pair & Pearson r & Spearman rho & Kendall tau \tabularnewline
Maand;Olie & 0.0771 & 0.1354 & 0.1216 \tabularnewline
p-value & (0.565) & (0.3109) & (0.1913) \tabularnewline
Maand;Dollar & 0.1589 & 0.166 & 0.1301 \tabularnewline
p-value & (0.2335) & (0.2129) & (0.1668) \tabularnewline
Maand;Yen & 0.0151 & 0.0402 & 0.0407 \tabularnewline
p-value & (0.9102) & (0.7644) & (0.6615) \tabularnewline
Maand;Pond & 0.0165 & 0.0124 & 0.0069 \tabularnewline
p-value & (0.9021) & (0.9263) & (0.9409) \tabularnewline
Maand;Noorse_kroon & 0.0945 & 0.0981 & 0.0583 \tabularnewline
p-value & (0.4804) & (0.4638) & (0.531) \tabularnewline
Olie;Dollar & 0.7508 & 0.661 & 0.4933 \tabularnewline
p-value & (0) & (0) & (0) \tabularnewline
Olie;Yen & 0.4271 & 0.2989 & 0.1828 \tabularnewline
p-value & (8e-04) & (0.0227) & (0.0428) \tabularnewline
Olie;Pond & 0.0012 & 0.1284 & 0.1126 \tabularnewline
p-value & (0.9928) & (0.3369) & (0.2121) \tabularnewline
Olie;Noorse_kroon & -0.5353 & -0.5722 & -0.3958 \tabularnewline
p-value & (0) & (0) & (0) \tabularnewline
Dollar;Yen & 0.4161 & 0.4137 & 0.3063 \tabularnewline
p-value & (0.0012) & (0.0012) & (8e-04) \tabularnewline
Dollar;Pond & 0.2785 & 0.3095 & 0.2022 \tabularnewline
p-value & (0.0343) & (0.0181) & (0.0267) \tabularnewline
Dollar;Noorse_kroon & -0.0485 & 0.037 & 0.0184 \tabularnewline
p-value & (0.7177) & (0.7827) & (0.8403) \tabularnewline
Yen;Pond & -0.6988 & -0.6541 & -0.4108 \tabularnewline
p-value & (0) & (0) & (0) \tabularnewline
Yen;Noorse_kroon & -0.3972 & -0.3131 & -0.2438 \tabularnewline
p-value & (0.002) & (0.0171) & (0.0069) \tabularnewline
Pond;Noorse_kroon & 0.5547 & 0.3706 & 0.2184 \tabularnewline
p-value & (0) & (0.0044) & (0.0155) \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=109770&T=2

[TABLE]
[ROW][C]Correlations for all pairs of data series with p-values[/C][/ROW]
[ROW][C]pair[/C][C]Pearson r[/C][C]Spearman rho[/C][C]Kendall tau[/C][/ROW]
[ROW][C]Maand;Olie[/C][C]0.0771[/C][C]0.1354[/C][C]0.1216[/C][/ROW]
[ROW][C]p-value[/C][C](0.565)[/C][C](0.3109)[/C][C](0.1913)[/C][/ROW]
[ROW][C]Maand;Dollar[/C][C]0.1589[/C][C]0.166[/C][C]0.1301[/C][/ROW]
[ROW][C]p-value[/C][C](0.2335)[/C][C](0.2129)[/C][C](0.1668)[/C][/ROW]
[ROW][C]Maand;Yen[/C][C]0.0151[/C][C]0.0402[/C][C]0.0407[/C][/ROW]
[ROW][C]p-value[/C][C](0.9102)[/C][C](0.7644)[/C][C](0.6615)[/C][/ROW]
[ROW][C]Maand;Pond[/C][C]0.0165[/C][C]0.0124[/C][C]0.0069[/C][/ROW]
[ROW][C]p-value[/C][C](0.9021)[/C][C](0.9263)[/C][C](0.9409)[/C][/ROW]
[ROW][C]Maand;Noorse_kroon[/C][C]0.0945[/C][C]0.0981[/C][C]0.0583[/C][/ROW]
[ROW][C]p-value[/C][C](0.4804)[/C][C](0.4638)[/C][C](0.531)[/C][/ROW]
[ROW][C]Olie;Dollar[/C][C]0.7508[/C][C]0.661[/C][C]0.4933[/C][/ROW]
[ROW][C]p-value[/C][C](0)[/C][C](0)[/C][C](0)[/C][/ROW]
[ROW][C]Olie;Yen[/C][C]0.4271[/C][C]0.2989[/C][C]0.1828[/C][/ROW]
[ROW][C]p-value[/C][C](8e-04)[/C][C](0.0227)[/C][C](0.0428)[/C][/ROW]
[ROW][C]Olie;Pond[/C][C]0.0012[/C][C]0.1284[/C][C]0.1126[/C][/ROW]
[ROW][C]p-value[/C][C](0.9928)[/C][C](0.3369)[/C][C](0.2121)[/C][/ROW]
[ROW][C]Olie;Noorse_kroon[/C][C]-0.5353[/C][C]-0.5722[/C][C]-0.3958[/C][/ROW]
[ROW][C]p-value[/C][C](0)[/C][C](0)[/C][C](0)[/C][/ROW]
[ROW][C]Dollar;Yen[/C][C]0.4161[/C][C]0.4137[/C][C]0.3063[/C][/ROW]
[ROW][C]p-value[/C][C](0.0012)[/C][C](0.0012)[/C][C](8e-04)[/C][/ROW]
[ROW][C]Dollar;Pond[/C][C]0.2785[/C][C]0.3095[/C][C]0.2022[/C][/ROW]
[ROW][C]p-value[/C][C](0.0343)[/C][C](0.0181)[/C][C](0.0267)[/C][/ROW]
[ROW][C]Dollar;Noorse_kroon[/C][C]-0.0485[/C][C]0.037[/C][C]0.0184[/C][/ROW]
[ROW][C]p-value[/C][C](0.7177)[/C][C](0.7827)[/C][C](0.8403)[/C][/ROW]
[ROW][C]Yen;Pond[/C][C]-0.6988[/C][C]-0.6541[/C][C]-0.4108[/C][/ROW]
[ROW][C]p-value[/C][C](0)[/C][C](0)[/C][C](0)[/C][/ROW]
[ROW][C]Yen;Noorse_kroon[/C][C]-0.3972[/C][C]-0.3131[/C][C]-0.2438[/C][/ROW]
[ROW][C]p-value[/C][C](0.002)[/C][C](0.0171)[/C][C](0.0069)[/C][/ROW]
[ROW][C]Pond;Noorse_kroon[/C][C]0.5547[/C][C]0.3706[/C][C]0.2184[/C][/ROW]
[ROW][C]p-value[/C][C](0)[/C][C](0.0044)[/C][C](0.0155)[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=109770&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=109770&T=2

As an alternative you can also use a QR Code:

The GUIDs for individual cells are displayed in the table below:

Correlations for all pairs of data series with p-values
pair	Pearson r	Spearman rho	Kendall tau
Maand;Olie	0.0771	0.1354	0.1216
p-value	(0.565)	(0.3109)	(0.1913)
Maand;Dollar	0.1589	0.166	0.1301
p-value	(0.2335)	(0.2129)	(0.1668)
Maand;Yen	0.0151	0.0402	0.0407
p-value	(0.9102)	(0.7644)	(0.6615)
Maand;Pond	0.0165	0.0124	0.0069
p-value	(0.9021)	(0.9263)	(0.9409)
Maand;Noorse_kroon	0.0945	0.0981	0.0583
p-value	(0.4804)	(0.4638)	(0.531)
Olie;Dollar	0.7508	0.661	0.4933
p-value	(0)	(0)	(0)
Olie;Yen	0.4271	0.2989	0.1828
p-value	(8e-04)	(0.0227)	(0.0428)
Olie;Pond	0.0012	0.1284	0.1126
p-value	(0.9928)	(0.3369)	(0.2121)
Olie;Noorse_kroon	-0.5353	-0.5722	-0.3958
p-value	(0)	(0)	(0)
Dollar;Yen	0.4161	0.4137	0.3063
p-value	(0.0012)	(0.0012)	(8e-04)
Dollar;Pond	0.2785	0.3095	0.2022
p-value	(0.0343)	(0.0181)	(0.0267)
Dollar;Noorse_kroon	-0.0485	0.037	0.0184
p-value	(0.7177)	(0.7827)	(0.8403)
Yen;Pond	-0.6988	-0.6541	-0.4108
p-value	(0)	(0)	(0)
Yen;Noorse_kroon	-0.3972	-0.3131	-0.2438
p-value	(0.002)	(0.0171)	(0.0069)
Pond;Noorse_kroon	0.5547	0.3706	0.2184
p-value	(0)	(0.0044)	(0.0155)

Figure 1

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = kendall ;

Parameters (R input):

par1 = kendall ;

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=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')

Free Statistics

Description of Statistical Computation

Tree of Dependent Computations

Dataset

Tables (Output of Computation)

Figures (Output of Computation)

Input Parameters & R Code