| Correlations for all pairs of data series (method=pearson) | ||||||
| status | spread1 | spread2 | NHR | HNR | DFA | |
| status | 1 | 0.565 | 0.455 | 0.189 | -0.362 | 0.232 |
| spread1 | 0.565 | 1 | 0.652 | 0.541 | -0.673 | 0.196 |
| spread2 | 0.455 | 0.652 | 1 | 0.318 | -0.432 | 0.167 |
| NHR | 0.189 | 0.541 | 0.318 | 1 | -0.714 | -0.132 |
| HNR | -0.362 | -0.673 | -0.432 | -0.714 | 1 | -0.009 |
| DFA | 0.232 | 0.196 | 0.167 | -0.132 | -0.009 | 1 |
| Correlations for all pairs of data series with p-values | |||
| pair | Pearson r | Spearman rho | Kendall tau |
| status;spread1 | 0.5648 | 0.5924 | 0.4849 |
| p-value | (0) | (0) | (0) |
| status;spread2 | 0.4548 | 0.468 | 0.3831 |
| p-value | (0) | (0) | (0) |
| status;NHR | 0.1894 | 0.4076 | 0.3338 |
| p-value | (0.008) | (0) | (0) |
| status;HNR | -0.3615 | -0.3551 | -0.2907 |
| p-value | (0) | (0) | (0) |
| status;DFA | 0.2317 | 0.2235 | 0.183 |
| p-value | (0.0011) | (0.0017) | (0.0018) |
| spread1;spread2 | 0.6524 | 0.6498 | 0.4654 |
| p-value | (0) | (0) | (0) |
| spread1;NHR | 0.5409 | 0.6593 | 0.4802 |
| p-value | (0) | (0) | (0) |
| spread1;HNR | -0.6732 | -0.6277 | -0.4499 |
| p-value | (0) | (0) | (0) |
| spread1;DFA | 0.1957 | 0.2111 | 0.1526 |
| p-value | (0.0061) | (0.0031) | (0.0015) |
| spread2;NHR | 0.3181 | 0.418 | 0.2877 |
| p-value | (0) | (0) | (0) |
| spread2;HNR | -0.4316 | -0.3743 | -0.2553 |
| p-value | (0) | (0) | (0) |
| spread2;DFA | 0.1665 | 0.2004 | 0.1345 |
| p-value | (0.02) | (0.005) | (0.0052) |
| NHR;HNR | -0.7141 | -0.866 | -0.7039 |
| p-value | (0) | (0) | (0) |
| NHR;DFA | -0.1319 | -0.1755 | -0.1063 |
| p-value | (0.0661) | (0.0141) | (0.0273) |
| HNR;DFA | -0.0087 | 0.0096 | -0.0034 |
| p-value | (0.9043) | (0.8941) | (0.9431) |
| Meta Analysis of Correlation Tests | |||
| Number of significant by total number of Correlations | |||
| Type I error | Pearson r | Spearman rho | Kendall tau |
| 0.01 | 0.8 | 0.87 | 0.87 |
| 0.02 | 0.87 | 0.93 | 0.87 |
| 0.03 | 0.87 | 0.93 | 0.93 |
| 0.04 | 0.87 | 0.93 | 0.93 |
| 0.05 | 0.87 | 0.93 | 0.93 |
| 0.06 | 0.87 | 0.93 | 0.93 |
| 0.07 | 0.93 | 0.93 | 0.93 |
| 0.08 | 0.93 | 0.93 | 0.93 |
| 0.09 | 0.93 | 0.93 | 0.93 |
| 0.1 | 0.93 | 0.93 | 0.93 |
