| Correlations for all pairs of data series (method=kendall) | ||||
| Eonia | deposits | 2JAAR | DowJones | |
| Eonia | 1 | -0.279 | 0.634 | 0.573 |
| deposits | -0.279 | 1 | -0.105 | -0.162 |
| 2JAAR | 0.634 | -0.105 | 1 | 0.311 |
| DowJones | 0.573 | -0.162 | 0.311 | 1 |
| Correlations for all pairs of data series with p-values | |||
| pair | Pearson r | Spearman rho | Kendall tau |
| Eonia;deposits | -0.6129 | -0.4828 | -0.2791 |
| p-value | (0) | (1e-04) | (0.0015) |
| Eonia;2JAAR | 0.7768 | 0.8084 | 0.6338 |
| p-value | (0) | (0) | (0) |
| Eonia;DowJones | 0.7456 | 0.7838 | 0.573 |
| p-value | (0) | (0) | (0) |
| deposits;2JAAR | -0.2495 | -0.1756 | -0.1051 |
| p-value | (0.0525) | (0.1758) | (0.2321) |
| deposits;DowJones | -0.3885 | -0.4172 | -0.1619 |
| p-value | (0.002) | (8e-04) | (0.0655) |
| 2JAAR;DowJones | 0.3475 | 0.4288 | 0.3107 |
| p-value | (0.0061) | (6e-04) | (4e-04) |
