%% Plot and Test Kendall's Rank Correlation Coefficients
% Plot Kendall's rank correlations between multiple time series. Conduct a hypothesis test to determine which correlations are significantly different from zero.
% Load data on Canadian inflation and interest rates.

load Data_Canada

%
% Plot the Kendall's rank correlation coefficients between all pairs of variables. Specify a hypothesis test to determine which correlations are significantly different from zero.

corrplot(DataTable,'type','Kendall','testR','on')

% The correlation coefficients highlighted in red indicate which pairs of variables have correlations significantly different from zero. For these time series, all pairs of variables have correlations significantly different from zero.
% Copyright 2015 The MathWorks, Inc.