PEARSON (Pearson correlation coefficient)

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PEARSON (Pearson correlation coefficient)

Syntax:

PEARSON(Range1, Range2)

Description:

Returns the Pearson product-moment correlation coefficient r.

This coefficient is a measure of the strength of the linear relationship between two data sets.

The result of the PEARSON function is in the range -1 to 1: 1 indicates a perfect linear relationship. -1 indicates a perfect inverse linear relationship (the values in Range2 decrease as the values in Range1 increase).

Range1 and Range2 are cell references to the two data sets. The ranges should contain numbers. Empty cells, text and logical values are ignored.

Range1 and Range2 must have the same number of values, otherwise the function returns a #N/A error value.

Example:

If A1:A3 contains the values 1, 2, 3 and B1:B3 contains 2, 3, 4:

PEARSON(A1:A3, B1:B3) returns 1

If A1:A3 contains the values 1, 2, 3 and B1:B3 contains 4, 3, 2:

PEARSON(A1:A3, B1:B3) returns -1

See also:

RSQ, SLOPE, INTERCEPT