Correlation
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Function Description
Returns the (Pearson) correlation coefficient 
between
two series, 
and
.
The correlation coefficient is calculated as:
where 
and
are
the mean and (sample) standard deviations of the 
-th series etc.
and 
is
the (sample) covariance between the two series.
NAVIGATION LINKS
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Output type / Parameter details
Output type: Double
| Parameter Name | Variable Type | Description |
| InputArray1 | Double() | First series |
| InputArray2 | Double() | Second series |
Links to:
-
Interactively run function
-
Interactive instructions
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Example calculation
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Output type / Parameter details
-
Illustrative spreadsheet
-
Other Statistical functions
-
Computation units used
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