rkruskal-wallis

Kruskal.wallis gives out equal p-values


Friends,

I'm having an issue with the Kruskal wallis test in r, testing for stable seasonality with the Kruskal-wallis test. The p-values tested for each variable are coming out the same. Using Kruskal.test(formula, data = mydata) from the library(stats) package . I'm having a hard time believing that the pvalues would be the same.

My dataset is a monthly dataset with 163 obs, 3 macro economic variables in the model and two seasonal dummies.

I'm testing each independent macro economic variable with the dependent variable in the following way Kruskal.test(y~x, data = mydata). So for the data example below it would be Kruskal.test(pr~mev06_mp_lag2, data = mydata). And repeated for each mev in the dataset. All the pvalues for testing the 3 mev's (mev06_mp_lag2, mev29_lag2, mev108_lag1) comes out to be this output: data: pr by mev29_lag2 Kruskal-Wallis chi-squared = 162, df = 162, p-value = 0.4852

Here is the data:

structure(list(date = structure(c(28L, 56L, 42L, 97L, 1L, 111L, 
83L, 70L, 15L, 151L, 138L, 125L, 29L, 57L, 43L, 98L, 2L, 112L, 
84L, 71L, 16L, 152L, 139L, 126L, 30L, 58L, 44L, 99L, 3L, 113L, 
85L, 72L, 17L, 153L, 140L, 127L, 31L, 59L, 45L, 100L, 4L, 114L, 
86L, 73L, 18L, 154L, 141L, 128L, 32L, 60L, 46L, 101L, 5L, 115L, 
87L, 74L, 19L, 155L, 142L, 129L, 33L, 61L, 47L, 102L, 6L, 116L, 
88L, 75L, 20L, 156L, 143L, 130L, 34L, 62L, 48L, 103L, 7L, 117L, 
89L, 76L, 21L, 157L, 144L, 131L, 35L, 63L, 49L, 104L, 8L, 118L, 
90L, 77L, 22L, 158L, 145L, 132L, 36L, 64L, 50L, 105L, 9L, 119L, 
91L, 78L, 23L, 159L, 146L, 133L, 37L, 65L, 51L, 106L, 10L, 120L, 
92L, 79L, 24L, 160L, 147L, 134L, 38L, 66L, 52L, 107L, 11L, 121L, 
93L, 80L, 25L, 161L, 148L, 135L, 39L, 67L, 53L, 108L, 12L, 122L, 
94L, 81L, 26L, 162L, 149L, 136L, 40L, 68L, 54L, 109L, 13L, 123L, 
95L, 82L, 27L, 163L, 150L, 137L, 41L, 69L, 55L, 110L, 14L, 124L, 
96L), .Label = c("01APR2006", "01APR2007", "01APR2008", "01APR2009", 
"01APR2010", "01APR2011", "01APR2012", "01APR2013", "01APR2014", 
"01APR2015", "01APR2016", "01APR2017", "01APR2018", "01APR2019", 
"01AUG2006", "01AUG2007", "01AUG2008", "01AUG2009", "01AUG2010", 
"01AUG2011", "01AUG2012", "01AUG2013", "01AUG2014", "01AUG2015", 
"01AUG2016", "01AUG2017", "01AUG2018", "01DEC2005", "01DEC2006", 
"01DEC2007", "01DEC2008", "01DEC2009", "01DEC2010", "01DEC2011", 
"01DEC2012", "01DEC2013", "01DEC2014", "01DEC2015", "01DEC2016", 
"01DEC2017", "01DEC2018", "01FEB2006", "01FEB2007", "01FEB2008", 
"01FEB2009", "01FEB2010", "01FEB2011", "01FEB2012", "01FEB2013", 
"01FEB2014", "01FEB2015", "01FEB2016", "01FEB2017", "01FEB2018", 
"01FEB2019", "01JAN2006", "01JAN2007", "01JAN2008", "01JAN2009", 
"01JAN2010", "01JAN2011", "01JAN2012", "01JAN2013", "01JAN2014", 
"01JAN2015", "01JAN2016", "01JAN2017", "01JAN2018", "01JAN2019", 
"01JUL2006", "01JUL2007", "01JUL2008", "01JUL2009", "01JUL2010", 
"01JUL2011", "01JUL2012", "01JUL2013", "01JUL2014", "01JUL2015", 
"01JUL2016", "01JUL2017", "01JUL2018", "01JUN2006", "01JUN2007", 
"01JUN2008", "01JUN2009", "01JUN2010", "01JUN2011", "01JUN2012", 
"01JUN2013", "01JUN2014", "01JUN2015", "01JUN2016", "01JUN2017", 
"01JUN2018", "01JUN2019", "01MAR2006", "01MAR2007", "01MAR2008", 
"01MAR2009", "01MAR2010", "01MAR2011", "01MAR2012", "01MAR2013", 
"01MAR2014", "01MAR2015", "01MAR2016", "01MAR2017", "01MAR2018", 
"01MAR2019", "01MAY2006", "01MAY2007", "01MAY2008", "01MAY2009", 
"01MAY2010", "01MAY2011", "01MAY2012", "01MAY2013", "01MAY2014", 
"01MAY2015", "01MAY2016", "01MAY2017", "01MAY2018", "01MAY2019", 
"01NOV2006", "01NOV2007", "01NOV2008", "01NOV2009", "01NOV2010", 
"01NOV2011", "01NOV2012", "01NOV2013", "01NOV2014", "01NOV2015", 
"01NOV2016", "01NOV2017", "01NOV2018", "01OCT2006", "01OCT2007", 
"01OCT2008", "01OCT2009", "01OCT2010", "01OCT2011", "01OCT2012", 
"01OCT2013", "01OCT2014", "01OCT2015", "01OCT2016", "01OCT2017", 
"01OCT2018", "01SEP2006", "01SEP2007", "01SEP2008", "01SEP2009", 
"01SEP2010", "01SEP2011", "01SEP2012", "01SEP2013", "01SEP2014", 
"01SEP2015", "01SEP2016", "01SEP2017", "01SEP2018"), class = "factor"), 
    pr = c(0.1691759261, 0.1975689455, 0.1701795466, 0.1889038722, 
    0.1743304586, 0.1850822209, 0.1725476026, 0.1806130453, 0.1769864586, 
    0.1546961801, 0.18850436, 0.1695999754, 0.1660947088, 0.1929270116, 
    0.1629685381, 0.1716883769, 0.1782082767, 0.177316379, 0.1586548395, 
    0.1816295787, 0.1634939904, 0.1653658139, 0.1669465832, 0.1547769918, 
    0.17154596, 0.1824150313, 0.1600967574, 0.1819462462, 0.1625842114, 
    0.1605423212, 0.174298958, 0.16859091, 0.1567519737, 0.1549443922, 
    0.1528250707, 0.1563427163, 0.1562236709, 0.1544731644, 0.1595362963, 
    0.1749852828, 0.1536175907, 0.1668984941, 0.1532514745, 0.152745466, 
    0.1590015917, 0.1500819546, 0.1504755171, 0.1583227453, 0.1546476157, 
    0.1634331963, 0.1565167637, 0.1699421465, 0.1657200266, 0.1642684245, 
    0.1675084975, 0.1617848489, 0.1662501795, 0.1648139984, 0.1645302595, 
    0.169286769, 0.1707244798, 0.1845315559, 0.1752391568, 0.1899788506, 
    0.1784046029, 0.1842806875, 0.1836403012, 0.1753696341, 0.1738240496, 
    0.1747609205, 0.1724421753, 0.1803992831, 0.1763816185, 0.187630168, 
    0.1877238382, 0.1860668525, 0.1854666743, 0.1860146483, 0.1781037416, 
    0.185259322, 0.1879122146, 0.178520754, 0.1875367517, 0.18694397, 
    0.1860777227, 0.1979044449, 0.1833497201, 0.192027271, 0.1926325454, 
    0.1916103719, 0.1851319974, 0.1864458557, 0.1832327814, 0.1808570791, 
    0.1851145899, 0.1815387272, 0.1870942258, 0.1943564723, 0.1862582923, 
    0.1907279007, 0.1859213896, 0.1865372709, 0.1898453914, 0.1847275775, 
    0.1736567497, 0.1771092243, 0.1822902114, 0.1840752276, 0.1892670811, 
    0.1923250842, 0.1852956789, 0.1917880299, 0.18771724, 0.1857801687, 
    0.1868263217, 0.1867604143, 0.1824500898, 0.1758283625, 0.1829290332, 
    0.1808247326, 0.183507277, 0.1852845389, 0.1808714285, 0.1818222883, 
    0.1755951829, 0.1774808136, 0.1775837234, 0.1696830467, 0.172385402, 
    0.1694350722, 0.168336944, 0.1680335702, 0.1684147459, 0.1726731413, 
    0.1633235864, 0.1707780779, 0.1606329755, 0.1634684695, 0.1652849939, 
    0.15803428, 0.1616158193, 0.1527704105, 0.1584612931, 0.1550232032, 
    0.1534022945, 0.164970584, 0.1565023361, 0.1622506128, 0.1551517442, 
    0.1539405645, 0.152548495, 0.1516353176, 0.1523898229, 0.1477241538, 
    0.1502876518, 0.1515682192, 0.1540217905, 0.1589165786, 0.1531622236, 
    0.1583882529, 0.1532322761, 0.157552401, 0.1621688871), month = c(12L, 
    1L, 2L, 3L, 4L, 5L, 6L, 7L, 8L, 9L, 10L, 11L, 12L, 1L, 2L, 
    3L, 4L, 5L, 6L, 7L, 8L, 9L, 10L, 11L, 12L, 1L, 2L, 3L, 4L, 
    5L, 6L, 7L, 8L, 9L, 10L, 11L, 12L, 1L, 2L, 3L, 4L, 5L, 6L, 
    7L, 8L, 9L, 10L, 11L, 12L, 1L, 2L, 3L, 4L, 5L, 6L, 7L, 8L, 
    9L, 10L, 11L, 12L, 1L, 2L, 3L, 4L, 5L, 6L, 7L, 8L, 9L, 10L, 
    11L, 12L, 1L, 2L, 3L, 4L, 5L, 6L, 7L, 8L, 9L, 10L, 11L, 12L, 
    1L, 2L, 3L, 4L, 5L, 6L, 7L, 8L, 9L, 10L, 11L, 12L, 1L, 2L, 
    3L, 4L, 5L, 6L, 7L, 8L, 9L, 10L, 11L, 12L, 1L, 2L, 3L, 4L, 
    5L, 6L, 7L, 8L, 9L, 10L, 11L, 12L, 1L, 2L, 3L, 4L, 5L, 6L, 
    7L, 8L, 9L, 10L, 11L, 12L, 1L, 2L, 3L, 4L, 5L, 6L, 7L, 8L, 
    9L, 10L, 11L, 12L, 1L, 2L, 3L, 4L, 5L, 6L, 7L, 8L, 9L, 10L, 
    11L, 12L, 1L, 2L, 3L, 4L, 5L, 6L), mon1 = c(0L, 1L, 0L, 0L, 
    0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 1L, 0L, 0L, 0L, 0L, 0L, 
    0L, 0L, 0L, 0L, 0L, 0L, 1L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 
    0L, 0L, 0L, 1L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 
    1L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 1L, 0L, 0L, 
    0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 1L, 0L, 0L, 0L, 0L, 0L, 
    0L, 0L, 0L, 0L, 0L, 0L, 1L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 
    0L, 0L, 0L, 1L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 
    1L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 1L, 0L, 0L, 
    0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 1L, 0L, 0L, 0L, 0L, 0L, 
    0L, 0L, 0L, 0L, 0L, 0L, 1L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 
    0L, 0L, 0L, 1L, 0L, 0L, 0L, 0L, 0L), mon3 = c(0L, 0L, 0L, 
    1L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 1L, 0L, 0L, 
    0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 1L, 0L, 0L, 0L, 0L, 0L, 
    0L, 0L, 0L, 0L, 0L, 0L, 1L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 
    0L, 0L, 0L, 1L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 
    1L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 1L, 0L, 0L, 
    0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 1L, 0L, 0L, 0L, 0L, 0L, 
    0L, 0L, 0L, 0L, 0L, 0L, 1L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 
    0L, 0L, 0L, 1L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 
    1L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 1L, 0L, 0L, 
    0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 1L, 0L, 0L, 0L, 0L, 0L, 
    0L, 0L, 0L, 0L, 0L, 0L, 1L, 0L, 0L, 0L), mev06_mp_lag2 = c(0.2779810102, 
    0.1874272639, 0.1332826385, 0.1128640237, 0.1247535199, 0.1545791804, 
    0.2106891929, 0.2757365926, 0.329455103, 0.3808671396, 0.4450555294, 
    0.5340975751, 0.5971738413, 0.5881040948, 0.4793350636, 0.3124264887, 
    0.2197636246, 0.2206435437, 0.3113169675, 0.4196078671, 0.5003884945, 
    0.5494487995, 0.5369484545, 0.4606922562, 0.3338162715, 0.278520389, 
    0.3170366404, 0.4156696136, 0.4787532552, 0.4443344043, 0.3681819294, 
    0.2878537618, 0.2048228841, 0.1251537938, 0.0382989338, -0.058589422, 
    -0.142185008, -0.153725768, -0.074125689, 0.0484987522, 0.0608517463, 
    -0.079803144, -0.303655154, -0.429635585, -0.363580402, -0.1573843, 
    0.0420304555, 0.1835101363, 0.2542206609, 0.2533515836, 0.1774048348, 
    0.0536834552, -0.031620066, -0.048554527, -0.010029088, 0.0691957026, 
    0.1865379823, 0.314751579, 0.3867383564, 0.3849543674, 0.3270672177, 
    0.3352052154, 0.4333568873, 0.5807725419, 0.6594152281, 0.5820169704, 
    0.4614498827, 0.382189864, 0.3472850124, 0.3700953746, 0.4332794073, 
    0.5388940866, 0.6346031107, 0.6722549883, 0.6226019329, 0.5308626721, 
    0.5406836123, 0.652356085, 0.8470071782, 0.9341209812, 0.8264468016, 
    0.612419938, 0.5006911837, 0.5691599433, 0.7307708771, 0.8473791813, 
    0.8590757515, 0.7900410964, 0.7171039073, 0.6076028502, 0.5505395263, 
    0.5661995614, 0.631423817, 0.7324609809, 0.776800689, 0.7461146765, 
    0.6396693594, 0.5909067989, 0.6163303443, 0.6923212327, 0.7608602548, 
    0.7385415186, 0.7245230167, 0.735008075, 0.7303155287, 0.7306620594, 
    0.7216900251, 0.710357153, 0.668241137, 0.6465248078, 0.6386886106, 
    0.644503099, 0.6750915049, 0.6733980993, 0.707678618, 0.7411667711, 
    0.7159390625, 0.6659808449, 0.6197029436, 0.5965547889, 0.5673138317, 
    0.5608362128, 0.5669008884, 0.5795942214, 0.5905982279, 0.556992012, 
    0.5359266787, 0.5449271219, 0.5753646848, 0.6196930073, 0.6313425488, 
    0.6047324646, 0.5262327459, 0.4680502206, 0.4339327769, 0.422330442, 
    0.4388551617, 0.4449027001, 0.4724310877, 0.4603556503, 0.3559313099, 
    0.2192993453, 0.1752438701, 0.2708768468, 0.4398555582, 0.5419383533, 
    0.5258750189, 0.4264906744, 0.3512451556, 0.3047050285, 0.3177822041, 
    0.3703341357, 0.4374805453, 0.5119974656, 0.5479752418, 0.5383546522, 
    0.4763979544, 0.4418530239, 0.4423212346, 0.4638361889, 0.4725955269, 
    0.4199050848, 0.3677860365), mev29_lag2 = c(12052.672746, 
    12155.974991, 12259.977269, 12364.551523, 12471.923335, 12575.751994, 
    12681.578091, 12792.424151, 12903.799861, 13014.933326, 13125.644747, 
    13237.759633, 13347.540807, 13456.257594, 13563.261568, 13668.005405, 
    13772.061616, 13868.872889, 13963.208033, 14057.010446, 14145.406294, 
    14227.079383, 14301.142959, 14368.046479, 14424.924247, 14471.887375, 
    14508.019112, 14532.668323, 14547.065728, 14552.236417, 14550.020205, 
    14541.465439, 14527.537817, 14509.400483, 14488.246542, 14464.991414, 
    14441.692779, 14419.373969, 14399.416496, 14382.82297, 14369.044585, 
    14358.108259, 14348.715697, 14340.186543, 14332.550823, 14325.428273, 
    14318.322395, 14310.559769, 14301.864431, 14291.633935, 14279.435535, 
    14264.935547, 14247.97805, 14230.01465, 14210.49904, 14189.108376, 
    14166.881283, 14144.225632, 14121.472414, 14098.568702, 14076.59218, 
    14055.590158, 14035.983138, 14018.088095, 14001.533115, 13987.079436, 
    13973.759653, 13961.158726, 13949.839264, 13939.826368, 13931.070165, 
    13923.347123, 13916.816802, 13911.291278, 13906.706121, 13903.022798, 
    13900.161493, 13898.209865, 13897.051213, 13896.655547, 13897.047312, 
    13898.205564, 13900.125572, 13902.837452, 13906.230209, 13910.294112, 
    13914.960492, 13920.218961, 13926.287609, 13932.889015, 13940.451345, 
    13949.327157, 13959.352267, 13970.583834, 13983.14564, 13997.391872, 
    14012.965904, 14030.139859, 14048.917902, 14069.304752, 14091.541249, 
    14113.971365, 14137.471712, 14162.48361, 14187.783215, 14212.951734, 
    14237.687089, 14262.119284, 14285.160082, 14306.785799, 14326.567908, 
    14344.249129, 14360.498045, 14374.927988, 14388.841191, 14403.027623, 
    14417.285193, 14431.921345, 14447.347759, 14464.280067, 14482.60458, 
    14503.01009, 14525.873936, 14551.515778, 14580.356316, 14610.776601, 
    14643.555251, 14679.101052, 14716.763371, 14756.356798, 14797.710201, 
    14841.323243, 14885.552108, 14930.758122, 14976.563876, 15022.743933, 
    15070.254048, 15116.300407, 15163.332681, 15212.634721, 15262.129309, 
    15311.443993, 15360.633228, 15410.700926, 15460.012042, 15508.70943, 
    15555.948922, 15601.38129, 15647.017242, 15691.593748, 15737.814211, 
    15784.098257, 15824.336441, 15857.184087, 15890.739854, 15937.050823, 
    15997.292301, 16049.370568, 16063.033239, 16023.148233, 15962.775179, 
    15932.931115, 15961.380588), mev108_lag1 = c(3.4265582593, 
    3.8373450191, 4.1211669551, 4.2500265274, 4.2336477943, 4.1032530543, 
    3.9050112432, 3.691568661, 3.5215361911, 3.4547437295, 3.5245107487, 
    3.6740870118, 3.8205614376, 3.9060148228, 3.9500668579, 3.9928147249, 
    4.056423068, 4.097207087, 4.0423248638, 3.8590572205, 3.6249134397, 
    3.4534377102, 3.419037145, 3.448572797, 3.4287569276, 3.3235979183, 
    3.3376619007, 3.7361174237, 4.6156476062, 5.5516500424, 5.9018553329, 
    5.3364327802, 4.406525535, 3.9641497661, 4.5369688556, 5.6155652665, 
    6.3806850947, 6.3128039966, 5.8286655665, 5.6572058382, 6.1906323861, 
    7.0408483819, 7.4827400214, 7.0669869294, 6.1581569245, 5.3936717805, 
    5.2364436715, 5.4913612016, 5.777206406, 5.8339229216, 5.7719456704, 
    5.8170713396, 6.1029576358, 6.5263492298, 6.8736849118, 6.9975096947, 
    6.9363923153, 6.7924979551, 6.6668133872, 6.6299076039, 6.7439828613, 
    7.0243025303, 7.3370606372, 7.4869066644, 7.3844430207, 7.1374881632, 
    6.940002926, 6.9245088132, 7.0301738798, 7.1305865095, 7.1405475978, 
    7.1156467585, 7.1524809409, 7.3303394277, 7.6756343523, 8.1680801673, 
    8.7542261364, 9.1808145707, 9.1010680729, 8.4114150872, 7.6844861301, 
    7.7270955321, 8.9146989491, 10.361039125, 10.796323189, 9.4618739177, 
    7.2049954246, 5.5270537994, 5.2221817889, 5.905531143, 6.7592672119, 
    7.1298927381, 7.0304213613, 6.697874346, 6.3607611025, 6.1569021347, 
    6.2001333982, 6.5397429639, 7.0184856606, 7.3825719382, 7.5069332339, 
    7.4599546294, 7.377008726, 7.3638030204, 7.3988155209, 7.4176473452, 
    7.3829883718, 7.3415942425, 7.3652515353, 7.492033304, 7.6543284954, 
    7.7427624077, 7.7070473944, 7.6101649913, 7.5623895662, 7.6286991237, 
    7.7329248639, 7.7505651547, 7.6137269809, 7.4246691851, 7.337208565, 
    7.4360967197, 7.5892255476, 7.5910082105, 7.3256377393, 6.9067676469, 
    6.5375463809, 6.3577677595, 6.320229607, 6.3124546301, 6.2662262884, 
    6.2427837167, 6.3428922976, 6.6124818018, 6.9249171793, 7.0836464531, 
    6.9995311857, 6.784745399, 6.6375952256, 6.6797395345, 6.7927792813, 
    6.775540136, 6.5260699355, 6.2318486432, 6.1687507324, 6.4951667771, 
    7.0000862167, 7.3264282363, 7.2857205376, 6.9859881738, 6.6532338989, 
    6.4623367973, 6.4024537545, 6.3988018644, 6.3987025271, 6.4148188331, 
    6.4801548851, 6.6043861168, 6.7236064103, 6.7473536828, 6.6336225214, 
    6.4408520391, 6.2759289867), p_pr = c(0.1841979358, 0.1909299357, 
    0.1800235425, 0.1873193897, 0.1778321909, 0.1771717461, 0.1769871609, 
    0.1769369574, 0.1767002661, 0.1766514006, 0.1772474365, 0.1786372508, 
    0.1793958093, 0.1873407005, 0.1744738837, 0.1779058647, 0.1660300916, 
    0.165123522, 0.1662612377, 0.1675426585, 0.1680743656, 0.1680322376, 
    0.1668552618, 0.1643117778, 0.1604937471, 0.1674889291, 0.1589809185, 
    0.1707308583, 0.1656141418, 0.1669016231, 0.1658465865, 0.1626002246, 
    0.1584857239, 0.1556467109, 0.1550484409, 0.1554116407, 0.1553698903, 
    0.1642789961, 0.1562188049, 0.1676637554, 0.1607636607, 0.159365876, 
    0.154912779, 0.1508778098, 0.1504706517, 0.1538985266, 0.1585854408, 
    0.1628016268, 0.1653325485, 0.1746734474, 0.1636385773, 0.1694169075, 
    0.1595285254, 0.1602916429, 0.1622777106, 0.1647745096, 0.1677972871, 
    0.170901438, 0.1726448513, 0.1727558383, 0.1718106875, 0.182016627, 
    0.1762909312, 0.1891248658, 0.1824141631, 0.1800526397, 0.1767170916, 
    0.1748339829, 0.1743303929, 0.1752424115, 0.1769369171, 0.17959844, 
    0.182145123, 0.1926835257, 0.1831830764, 0.190698247, 0.1837433962, 
    0.1875573393, 0.1922445975, 0.1928025222, 0.1883983926, 0.1831397417, 
    0.1831222451, 0.1882066078, 0.1932319714, 0.2020834894, 0.1878958952, 
    0.1907776136, 0.179564677, 0.1783669915, 0.1788699402, 0.1800391448, 
    0.1813284168, 0.1829512395, 0.1831328753, 0.181735949, 0.1790137171, 
    0.1875337053, 0.1799754626, 0.191124027, 0.1842840392, 0.1833786054, 
    0.1825845794, 0.182550754, 0.1822481672, 0.1820347832, 0.1814673532, 
    0.18082831, 0.1795880318, 0.1882358605, 0.1790916575, 0.1878672726, 
    0.1797660056, 0.1793430747, 0.1799398102, 0.1807822543, 0.180246357, 
    0.1788849577, 0.1772437109, 0.1760414846, 0.1749113359, 0.1838871358, 
    0.1750360156, 0.1836953752, 0.1744313344, 0.1722844661, 0.170542729, 
    0.1699684655, 0.1702419601, 0.1709120463, 0.1706566897, 0.1694752567, 
    0.1672817086, 0.175105, 0.1653820849, 0.1735863964, 0.1646891174, 
    0.1638476083, 0.1636914003, 0.1629671545, 0.1601006771, 0.1561250286, 
    0.1539170317, 0.1550840353, 0.1586350423, 0.1705586865, 0.1617244458, 
    0.1681380973, 0.1570702457, 0.1547307475, 0.1537854739, 0.1541593825, 
    0.155270079, 0.1567753976, 0.1573188283, 0.1566263272, 0.154594785, 
    0.1625938782, 0.1536205501, 0.1632453909, 0.1552261163, 0.1537721633, 
    0.1517811103), r_pr = c(-0.01502201, 0.0066390098, -0.009843996, 
    0.0015844825, -0.003501732, 0.0079104748, -0.004439558, 0.003676088, 
    0.0002861925, -0.02195522, 0.0112569236, -0.009037275, -0.013301101, 
    0.0055863112, -0.011505346, -0.006217488, 0.0121781851, 0.0121928571, 
    -0.007606398, 0.0140869202, -0.004580375, -0.002666424, 9.13213e-05, 
    -0.009534786, 0.0110522129, 0.0149261022, 0.0011158389, 0.0112153879, 
    -0.00302993, -0.006359302, 0.0084523714, 0.0059906854, -0.00173375, 
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    0.0033174915, 0.0073215274, -0.00714607, 0.0075326181, -0.001661304, 
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    0.0130678684, 0.0132433805, 0.0062620573, 0.0064067109, 0.0019043646, 
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    0.0021768236, -0.008591417, -0.004925559, 0.0008228582, 0.0032469176, 
    0.0096790493, 0.0040892237, 0.0062040214, 0.0039207574, 0.0079512344, 
    0.006437094, 0.0068865115, 0.0059781601, 0.0022037328, -0.003056595, 
    0.0056853223, 0.004783248, 0.008595941, 0.0013974031, 0.0058354128, 
    -0.001873087, 0.0011638485, 0.0051963475, 0.0070409944, -0.000285419, 
    0.0021434419, -0.001476974, -0.002319746, -0.001441687, 0.0011330373, 
    -0.002431859, -0.002058499, -0.002808318, -0.004056142, -0.000379139, 
    0.0015935936, -0.004932874, 0.0015151421, -0.003354618, 0.0045442614, 
    -6.0832e-05, -0.005232748, -0.005588103, -0.00522211, -0.005887484, 
    -0.001918502, -0.000790183, -0.001236979, -0.002524065, -0.002880256, 
    -0.009051244, -0.007031176, -0.005058108, -0.000572995, -0.0036773, 
    -0.000458327, -0.004857138, -0.00199384, 0.0037802378, 0.0103877768
    )), .Names = c("date", "pr", "month", "mon1", "mon3", "mev06_mp_lag2", 
"mev29_lag2", "mev108_lag1", "p_pr", "r_pr"), class = "data.frame", row.names = c(NA, 
-163L))

Am I missing something with the nuances of this test? Thoughts?


Solution

  • A Kruskal-Wallis test compares the dependent variable across groups defined by the unique values of the independent variable (analogous to one-way ANOVA). Your independent variables are continuous, so each splits your 163 observations into the same 163 different groups, each with one observation. This is why the tests come out the same.

    A clue was in the output - the test had 162 degrees of freedom on 163 observations!

    Kruskal-Wallis chi-squared = 162, df = 162, p-value = 0.4852
    

    So the Kruskal-Wallis test isn't appropriate here, either you meant to bin your dependent variables first (although a K-W test still wouldn't be right as your groups would be ordered), or use a test for correlation.