Correlation coefficient calculator (Pearson and Spearman)

Correlation coefficient calculator: Pearson's r or Spearman's rank correlation for paired data, with r², a t statistic and a two-sided p-value.

更新日 検証済みの例:4

Hours studied (default example).
Exam score for the same students, in the same order.
試す
Correlation coefficient
Correlation coefficient: 0.981638
小数点以下の最大桁数:6;最も近い値へ、等距離ならゼロから遠い値へ
Strength
Strong positive
Coefficient of determination r²
0.963613
t statistic
14.555426
Degrees of freedom
8
p-value (two-sided)
4.865 × 10⁻⁷
Pairs n
10

r = 0.9816 is a strong positive linear association; r² = 0.9636, so a straight line accounts for 96.36% of the variation in y. p = 4.86 × 10⁻⁷: if there were no correlation in the population, a sample of 10 pairs would show one at least this strong with that probability. Correlation alone does not show that one variable causes the other.

y against x

6070802468xy
PairsLeast-squares line
計算方法 S
  1. Means

    xˉ=4.3,yˉ=66.8\bar x = 4.3,\quad \bar y = 66.8
  2. Sums of squares and cross-products

    Sxx=48.1,Syy=993.6,Sxy=214.6S_{xx} = 48.1,\quad S_{yy} = 993.6,\quad S_{xy} = 214.6
  3. 相関

    r=SxySxxSyy=214.648.1×993.6=0.981638r = \frac{S_{xy}}{\sqrt{S_{xx}S_{yy}}} = \frac{214.6}{\sqrt{48.1 \times 993.6}} = 0.981638
  4. Test statistic

    t=rn−21−r2=0.98163881−0.963613=14.555426t = r\sqrt{\frac{n-2}{1-r^2}} = 0.981638\sqrt{\frac{8}{1-0.963613}} = 14.555426
  5. Two-sided p-value

    p=2 P(T8>∣t∣)=4.86464×10−7p = 2\,P(T_{8} > |t|) = 4.86464 \times 10^{-7}

    Assumes the pairs are independent and roughly bivariate normal.

Correlation coefficient calculator (Pearson and Spearman)について

Pearson's r measures how closely paired values follow a straight line: r = Sxy/√(Sxx·Syy), the sum of cross-products of deviations from the two means divided by the square root of the product of the two sums of squares. It runs from −1, a perfect falling line, through 0 to +1, a perfect rising line. Spearman's ρ is Pearson's r computed on the ranks, so it measures any steadily rising or falling trend and is less affected by outliers. The p-value comes from t = r√((n − 2)/(1 − r²)) with n − 2 degrees of freedom.

The default pairs hours studied with exam scores for 10 students: r = 0.9816, r² = 0.9636 and p = 4.9 × 10⁻⁷, a strong positive association.

A correlation near 0 rules out only a straight-line relationship: y = x² for x from −3 to 3 has r = 0 exactly.

計算例

Hours studied vs score (default)

x values
1, 2, 2, 3, 4, 5, 5, 6, 7, 8
y values
52, 55, 61, 58, 66, 70, 68, 75, 79, 84
Coefficient
Pearson r
Correlation coefficient
0.981638
Coefficient of determination r²
0.963613
t statistic
14.555426
Degrees of freedom
8
p-value (two-sided)
4.865 × 10⁻⁷
Strength
Strong positive

照合元:Python fractions for Sxx, Syy, Sxy with a decimal square root; p from the closed-form Student t CDF for integer df (Abramowitz & Stegun 26.7.4)

Negative association

x values
10, 20, 30, 40, 50, 60
y values
8.1, 7.4, 7.9, 6.2, 5.8, 6.0
Coefficient
Pearson r
Correlation coefficient
-0.891042
t statistic
-3.925982
p-value (two-sided)
0.017161
Strength
Strong negative

照合元:Python fractions with decimal square roots; p = 2·(1 − F_t(|t|; 4)) from the A&S 26.7.4 closed form

Spearman with tied ranks

x values
1, 2, 2, 3, 4, 5, 5, 6
y values
3, 1, 4, 4, 5, 9, 2, 6
Coefficient
Spearman ρ
Correlation coefficient
0.575768
t statistic
1.724946
p-value (two-sided)
0.135297
Degrees of freedom
6
Strength
Strong positive

照合元:Python: ties averaged by hand (x ranks 1, 2.5, 2.5, 4, 5, 6.5, 6.5, 8), Pearson r of the ranks with fractions (Sxy = 95/4, Sxx = 41, Syy = 83/2), p from the A&S 26.7.4 t CDF

Perfect straight line

x values
1, 2, 3, 4
y values
3, 5, 7, 9
Coefficient
Pearson r
Correlation coefficient
1
Coefficient of determination r²
1
p-value (two-sided)
0
Strength
Strong positive

照合元:y = 2x + 1 exactly, so r = 1 by definition and no sample could be more extreme

よくある質問

What does a correlation coefficient of 0.7 mean?

A fairly strong positive linear association: as x rises, y tends to rise, and r² = 0.49 says a straight line accounts for 49% of the variation in y. Cohen (1988) called r = 0.1 small, 0.3 medium and 0.5 large, and the Strength output uses those cut-offs. They are rough conventions from the behavioural sciences, so what counts as strong still depends on the field.

What is the difference between Pearson and Spearman correlation?

Pearson's r measures linear association using the values themselves; Spearman's ρ applies the same formula to their ranks, so it measures any monotonic trend. For y = x³ with x from 1 to 10, Spearman gives exactly 1 but Pearson gives 0.928. Spearman also resists outliers and suits ordinal data such as ratings, while Pearson's r is the one that matches a least-squares line.

Does correlation imply causation?

No. A correlation shows that two variables move together, not why. A third variable can drive both, as hot weather raises both ice-cream sales and drownings. The cause can also run the other way, or the pattern can be chance: test 20 unrelated pairs at α = 0.05 and about one will look significant. Showing cause takes a randomized experiment or a careful causal design.

How do you test whether a correlation is significant?

Convert r to t = r√((n − 2)/(1 − r²)) and compare it with a t distribution with n − 2 degrees of freedom. The default data give r = 0.9816 with n = 10, so t = 14.56 on 8 df and p = 4.9 × 10⁻⁷. Significance depends heavily on n: with 1,000 pairs, r = 0.07 already gives p = 0.027, although it explains under 0.5% of the variation.

「Correlation coefficient calculator (Pearson and Spearman)」の精度はどのくらいですか?

精度は入力値と計算方法の前提に依存します。十進演算には有効数字50桁を使いますが、推定、数値計算手法、元データの精度はそれより低い場合があります。表示の丸め処理でこれらの制約がなくなるわけではありません。 独立した出典の解答と照合した計算例:4。 例えば、「Hours studied vs score (default)」はPython fractions for Sxx, Syy, Sxy with a decimal square root; p from the closed-form Student t CDF for integer df (Abramowitz & Stegun 26.7.4)と照合しています。

この計算方法の出典は何ですか?

NIST/SEMATECH e-Handbook of Statistical Methods, §7.1.3 / Dataplot CORRELATION (Pearson and rank correlation); Spearman (1904), The proof and measurement of association between two things, American Journal of Psychology 15; Cohen (1988), Statistical Power Analysis for the Behavioral Sciences, 2nd ed., §3.2 (r = 0.1, 0.3, 0.5).

この計算機について

r=∑(xi−xˉ)(yi−yˉ)∑(xi−xˉ)2∑(yi−yˉ)2,t=rn−21−r2r = \frac{\sum (x_i-\bar x)(y_i-\bar y)}{\sqrt{\sum (x_i-\bar x)^2 \sum (y_i-\bar y)^2}},\qquad t = r\sqrt{\frac{n-2}{1-r^2}}

出典

  1. NIST/SEMATECH e-Handbook of Statistical Methods, §7.1.3 / Dataplot CORRELATION (Pearson and rank correlation)
  2. Spearman (1904), The proof and measurement of association between two things, American Journal of Psychology 15
  3. Cohen (1988), Statistical Power Analysis for the Behavioral Sciences, 2nd ed., §3.2 (r = 0.1, 0.3, 0.5)

出典と照合済み

この計算機には、独立した出典の解答を使った計算例が 4 件あります。テストに組み込まれており、ここでも実行できます。

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