I'm using the Jonckheere-Terpstra test to confirm whether an interval variable, distributed across five levels of an ordinal variable, display a significant trend. I'm using the clinfun package, developed for R.
The resulting JT statistic is 8965.5 and has a significance of around 0.02 (depending on the value I choose for the "nperm" parameter). I'm not sure how the "nperm" value should be determined. The author of the clinfun package used a value of 5000 in his example, so I've been trying similar values.
The value of Kendall's tau for the same two variables is 0.098 and has a significance of 0.08.
I'm aware that these two procedures (Jonckheere's test and Kendall's tau) are closely related. However, I have now stumbled upon a number of (perhaps unreliable) sources claiming that the two procedures should display identical p-values.
Should the p-values be identical, and if so, how can I accurately determine the significance of Jonckheere's test?