Mathematics & Statistics / Statistics
Correlation Coefficient Calculator
Pearson Correlation
r ranges from -1 (perfect negative) to +1 (perfect positive)
• |r| < 0.3: Weak
• 0.3 ≤ |r| < 0.7: Moderate
• |r| ≥ 0.7: Strong
Quantify linear relationship strength between two variables to support exploratory analysis and model diagnostics.
Formula
Pearson r = cov(X, Y) / (sigma_X * sigma_Y)
Worked Example
xValues1, 2, 3, 4, 5
yValues2, 4, 5, 4, 5
Result: r ~ 0.83A coefficient near 0.83 indicates a strong positive linear association between the two series.
Frequently Asked Questions
Does high correlation imply causation?
No. Correlation measures association, not causal direction or mechanism.
What if relationship is nonlinear?
Pearson correlation can understate nonlinear patterns; inspect plots or nonlinear metrics as needed.