Updraft

Correlation coefficient

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Data

No.xix_iyiy_iDelete row
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Use the arrow keys to move between cells. Enter moves to the next row, and adds one at the bottom. Pasting two columns copied from Excel or a spreadsheet fills x and y at once.

Result

ItemSymbol and formulaValue
Number of valuesnn-
Mean of xxˉ\bar{x}=1nxi\displaystyle = \frac{1}{n}\sum x_i-
Mean of yyˉ\bar{y}=1nyi\displaystyle = \frac{1}{n}\sum y_i-
Sum of squared deviations of xSxxS_{xx}=(xixˉ)2\displaystyle = \sum (x_i - \bar{x})^2-
Sum of squared deviations of ySyyS_{yy}=(yiyˉ)2\displaystyle = \sum (y_i - \bar{y})^2-
Sum of products of deviationsSxyS_{xy}=(xixˉ)(yiyˉ)\displaystyle = \sum (x_i - \bar{x})(y_i - \bar{y})-
Sample standard deviation of xsxs_x=Sxxn1\displaystyle = \sqrt{\frac{S_{xx}}{n-1}}-
Sample standard deviation of ysys_y=Syyn1\displaystyle = \sqrt{\frac{S_{yy}}{n-1}}-
Sample covariancesxys_{xy}=Sxyn1\displaystyle = \frac{S_{xy}}{n-1}-
Population covarianceσxy\sigma_{xy}=Sxyn\displaystyle = \frac{S_{xy}}{n}-
Correlation coefficientrr=SxySxxSyy\displaystyle = \frac{S_{xy}}{\sqrt{S_{xx} S_{yy}}}-
Coefficient of determinationr2r^2-

Press Calculate to see the values and the scatter plot.

Notes

  • rr measures the strength of a linear relationship only. A curved relationship can still leave rr near 0, so read it alongside the scatter plot.
  • Only rows with both xx and yy filled in are used. Rows holding a cell that cannot be read as a number are also left out.
Correlation Coefficient Calculator | Updraft - Mechanical Engineering Calculators