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Pearson Correlation

*The author of this computation has been verified*
R Software Module: /rwasp_correlation.wasp (opens new window with default values)
Title produced by software: Pearson Correlation
Date of computation: Mon, 13 Dec 2010 10:24:10 +0000
 
Cite this page as follows:
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2010/Dec/13/t1292235880ki61b3ffk0l00l8.htm/, Retrieved Mon, 13 Dec 2010 11:24:41 +0100
 
BibTeX entries for LaTeX users:
@Manual{KEY,
    author = {{YOUR NAME}},
    publisher = {Office for Research Development and Education},
    title = {Statistical Computations at FreeStatistics.org, URL http://www.freestatistics.org/blog/date/2010/Dec/13/t1292235880ki61b3ffk0l00l8.htm/},
    year = {2010},
}
@Manual{R,
    title = {R: A Language and Environment for Statistical Computing},
    author = {{R Development Core Team}},
    organization = {R Foundation for Statistical Computing},
    address = {Vienna, Austria},
    year = {2010},
    note = {{ISBN} 3-900051-07-0},
    url = {http://www.R-project.org},
}
 
Original text written by user:
 
IsPrivate?
No (this computation is public)
 
User-defined keywords:
 
Dataseries X:
» Textbox « » Textfile « » CSV «
989 236 1 008 380 1 207 763 1 368 839 1 469 798 1 498 721 1 761 769 1 653 214 1 599 104 1 421 179 1 163 995 1 037 735 1 015 407 1 039 210 1 258 049 1 469 445 1 552 346 1 549 144 1 785 895 1 662 335 1 629 440 1 467 430 1 202 209 1 076 982 1 039 367 1 063 449 1 335 135 1 491 602 1 591 972 1 641 248 1 898 849 1 798 580 1 762 444 1 622 044 1 368 955 1 262 973 1 195 650 1 269 530 1 479 279 1 607 819 1 712 466 1 721 766 1 949 843 1 821 326 1 757 802 1 590 367 1 260 647 1 149 235 1 016 367 1 027 885 1 262 159 1 520 854 1 544 144 1 564 709 1 821 776 1 741 365 1 623 386 1 498 658 1 241 822 1 136 029
 
Dataseries Y:
» Textbox « » Textfile « » CSV «
10489.94 10766.23 10503.76 10192.51 10467.48 10274.97 10640.91 10481.60 10568.70 10440.07 10805.87 10717.50 10864.86 10993.41 11109.32 11367.14 11168.31 11150.22 11185.68 11381.15 11679.07 12080.73 12221.93 12463.15 12621.69 12268.63 12354.35 13062.91 13627.64 13408.62 13211.99 13357.74 13895.63 13930.01 13371.72 13264.82 12650.36 12266.39 12262.89 12820.13 12638.32 11350.01 11378.02 11543.55 10850.66 9325.01 8829.04 8776.39 8000.86 7062.93 7608.92 8168.12 8500.33 8447.00 9171.61 9496.28 9712.28 9712.73 10344.84 10428.05
 
Output produced by software:


Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time1 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135


Pearson Product Moment Correlation - Ungrouped Data
StatisticVariable XVariable Y
Mean1437985.4511062.2496666667
Biased Variance71463737156.48082684936.66370656
Biased Standard Deviation267327.0228698941638.57763432391
Covariance90396225.7364237
Correlation0.202927626023469
Determination0.0411796214035208
T-Test1.57828905054509
p-value (2 sided)0.11993821226545
p-value (1 sided)0.059969106132725
Degrees of Freedom58
Number of Observations60
 
Charts produced by software:
http://www.freestatistics.org/blog/date/2010/Dec/13/t1292235880ki61b3ffk0l00l8/1frdv1292235849.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/13/t1292235880ki61b3ffk0l00l8/1frdv1292235849.ps (open in new window)


 
Parameters (Session):
 
Parameters (R input):
 
R code (references can be found in the software module):
bitmap(file='test1.png')
histx <- hist(x, plot=FALSE)
histy <- hist(y, plot=FALSE)
maxcounts <- max(c(histx$counts, histx$counts))
xrange <- c(min(x),max(x))
yrange <- c(min(y),max(y))
nf <- layout(matrix(c(2,0,1,3),2,2,byrow=TRUE), c(3,1), c(1,3), TRUE)
par(mar=c(4,4,1,1))
plot(x, y, xlim=xrange, ylim=yrange, xlab=xlab, ylab=ylab)
par(mar=c(0,4,1,1))
barplot(histx$counts, axes=FALSE, ylim=c(0, maxcounts), space=0)
par(mar=c(4,0,1,1))
barplot(histy$counts, axes=FALSE, xlim=c(0, maxcounts), space=0, horiz=TRUE)
dev.off()
lx = length(x)
makebiased = (lx-1)/lx
varx = var(x)*makebiased
vary = var(y)*makebiased
corxy <- cor.test(x,y,method='pearson')
cxy <- as.matrix(corxy$estimate)[1,1]
load(file='createtable')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Pearson Product Moment Correlation - Ungrouped Data',3,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Statistic',1,TRUE)
a<-table.element(a,'Variable X',1,TRUE)
a<-table.element(a,'Variable Y',1,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,hyperlink('http://www.xycoon.com/arithmetic_mean.htm','Mean',''),header=TRUE)
a<-table.element(a,mean(x))
a<-table.element(a,mean(y))
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,hyperlink('http://www.xycoon.com/biased.htm','Biased Variance',''),header=TRUE)
a<-table.element(a,varx)
a<-table.element(a,vary)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,hyperlink('http://www.xycoon.com/biased1.htm','Biased Standard Deviation',''),header=TRUE)
a<-table.element(a,sqrt(varx))
a<-table.element(a,sqrt(vary))
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,hyperlink('http://www.xycoon.com/covariance.htm','Covariance',''),header=TRUE)
a<-table.element(a,cov(x,y),2)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,hyperlink('http://www.xycoon.com/pearson_correlation.htm','Correlation',''),header=TRUE)
a<-table.element(a,cxy,2)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,hyperlink('http://www.xycoon.com/coeff_of_determination.htm','Determination',''),header=TRUE)
a<-table.element(a,cxy*cxy,2)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,hyperlink('http://www.xycoon.com/ttest_statistic.htm','T-Test',''),header=TRUE)
a<-table.element(a,as.matrix(corxy$statistic)[1,1],2)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'p-value (2 sided)',header=TRUE)
a<-table.element(a,(p2 <- as.matrix(corxy$p.value)[1,1]),2)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'p-value (1 sided)',header=TRUE)
a<-table.element(a,p2/2,2)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Degrees of Freedom',header=TRUE)
a<-table.element(a,lx-2,2)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Number of Observations',header=TRUE)
a<-table.element(a,lx,2)
a<-table.row.end(a)
a<-table.end(a)
table.save(a,file='mytable.tab')
 





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