R:
I got a warning message when running the cor.test function using both
Spearman and Kendall rank correlations saying that the p-value may be
incorrect due to ties in the data. My data has 35 obs and one series has
6 pairs of ties. Does anyone know if this would likely have a great
effect on the p-values calculated.. The values look good; tau = -0.68
with p-value = 8e-9 and rho = =0.84 with p-value = 8e-8.
Thanks,
Jason Higbee
Research Associate
Federal Reserve Bank of St. Louis
E: [EMAIL PROTECTED]
The views expressed in this email are the author's and not necessarily
those of the Federal Reserve Bank of St. Louis or the Federal Reserve
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