Correlation Coefficient Calculator

Correlation Coefficient Calculator – Pearson r & Spearman ρ

Correlation Coefficient Calculator

Pearson uses raw values; Spearman uses ranks.

Results

Enter data and click Calculate.

Correlation Coefficient Calculator Online

This free Correlation Coefficient Calculator computes both Pearson’s r and Spearman’s rank correlation (ρ) from your data. Enter paired values or separate X and Y lists to instantly calculate the correlation coefficient, strength, direction, R², and p-value, with step-by-step working.

What is a Correlation Coefficient?

A correlation coefficient measures the strength and direction of a relationship between two variables.

  • r > 0 → Positive correlation (as X increases, Y tends to increase).
  • r < 0 → Negative correlation (as X increases, Y tends to decrease).
  • r ≈ 0 → Little or no linear correlation.

Correlation Formulas

Pearson’s Product-Moment Correlation (r)

$$ r = \frac{\sum (x_i - \bar{x})(y_i - \bar{y})} {\sqrt{\sum (x_i - \bar{x})^2 \; \sum (y_i - \bar{y})^2}} $$

Spearman’s Rank Correlation (ρ)

$$ \rho = 1 - \frac{6 \sum d_i^2}{n(n^2 - 1)} $$

Where:

  • \(x_i, y_i\) = individual values
  • \(\bar{x}, \bar{y}\) = means of X and Y
  • \(d_i\) = difference between ranks
  • \(n\) = number of pairs

How to Use the Correlation Calculator

  • Choose input mode: paired rows (x, y per line) or separate lists.
  • Paste or type your data values.
  • Select correlation type: Pearson (linear) or Spearman (rank).
  • Click Calculate.
  • The calculator displays:
    • Correlation coefficient (r or ρ)
    • Coefficient of determination (R²)
    • Strength and direction of relationship
    • Sample means, standard deviations, covariance
    • Test statistic and p-value

Worked Examples

Example 1 – Pearson’s r

Data pairs: (1,2), (2,3), (3,3.5), (4,5), (5,7)

$$ r = 0.991 \;\;\Rightarrow\;\; \text{very strong positive correlation} $$

Example 2 – Spearman’s ρ

Same dataset ranked: X = [1, 2, 3, 4, 5], Y ranks = [1, 2, 3, 4, 5]

$$ \rho = 1.0 \;\;\Rightarrow\;\; \text{perfect monotonic relationship} $$

Interpretation of r and ρ

  • |r| < 0.1 → negligible
  • 0.1 ≤ |r| < 0.3 → weak
  • 0.3 ≤ |r| < 0.5 → moderate
  • 0.5 ≤ |r| < 0.7 → strong
  • |r| ≥ 0.7 → very strong

Real-World Applications

  • Statistics & Research: testing associations between variables.
  • Finance: stock market correlations, portfolio risk.
  • Social Sciences: surveys, education outcomes.
  • Health & Medicine: relationship between treatments and results.
  • Engineering: quality control, performance testing.

FAQs

Q: What’s the difference between Pearson and Spearman correlation?
A: Pearson measures linear relationships using raw values, while Spearman measures monotonic relationships using ranked values.

Q: Can correlation imply causation?
A: No. Correlation only shows association, not cause-and-effect.

Q: What does R² mean?
A: It represents the proportion of variance in Y explained by X.

Q: What is a good correlation coefficient?
A: It depends on context, but |r| above 0.5 is often considered strong.

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