Correlation Calculator
Calculate the Pearson correlation coefficient (r), coefficient of determination (r²), and test significance from summary statistics.
Inputs
Results
Correlation Coefficient (r)
0.47
R-Squared (r²)
0.22
How to Use This Calculator
- Enter Number of Data Points (n), Sum of XY (Σxy), and Sum of X (Σx).
- Set Sum of Y (Σy), Sum of X² (Σx²), and Sum of Y² (Σy²).
- Review Correlation Coefficient (r) and R-Squared (r²).
- Use T-Statistic and P-Value (two-tailed, approx) to inform your decision.
- Use the chart to visualize the results and explore different scenarios by adjusting inputs.
How the result changes with Sum of XY (Σxy)
| Sum of XY (Σxy) | Correlation Coefficient (r) | R-Squared (r²) |
|---|---|---|
| -800,000,000,000 | -1,714,198,265.2 | 2,938,475,692,415,059,000 |
| -300,000,000,000 | -642,824,354.31 | 413,223,150,495,867,800 |
| 300,000,000,000 | 642,824,338.76 | 413,223,130,495,867,840 |
| 800,000,000,000 | 1,714,198,249.64 | 2,938,475,639,081,725,400 |
What each input means
- Number of Data Points (n)
- Total number of paired observations. Must be at least 3.
- Sum of XY (Σxy)
- Sum of the products of each paired x and y value.
- Sum of X (Σx)
- Sum of all x values in the data set.
- Sum of Y (Σy)
- Sum of all y values in the data set.
- Sum of X² (Σx²)
- Sum of each x value squared.
- Sum of Y² (Σy²)
- Sum of each y value squared.
How this is calculated
Worked example, using the default values
- Identify Input Parameters4 parametersNumber of Data Points (n) = 10, Sum of XY (Σxy) = 3850, Sum of X (Σx) = 55, Sum of Y (Σy) = 660 = 6 input(s) provided
- Calculate Correlation CoefficientCorrelation Coefficient0.4714 = 0.4714
- Calculate R-SquaredR-Squared0.2222 = 0.2222
- Calculate T-StatisticT-Statistic1.5119 = 1.5119
- Calculate P-ValueP-Value0.154 = 0.154
Engine last updated . Checked against 3 independently-derived tests — how we verify calculators.
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