The
PEARSON() function returns
pearson product moment correlation
coefficient (also known as the linear
correlation coefficient).
- The syntax for the function
is PEARSON (array_1, array_2).
The
argument "array_1" and "array_2" can
be an array of numerical values, references
to a range of cells or a named range of
which you want to find the correlation
coefficient. If the "array_1" and "array_2"
contain a different number of data points
and #N/A error will be returned. If there
is only one data point in the the known_y
and known_x array the function will return
a #DIV/0 error value to the cell.
The "array_1"
is usually chosen for the independent variables
and "array_2" is usually chosen
for the dependent variables.
The
PEARSON function is a measure of
the proportion of variance of y and the
variation x (also known as r the linear
correlation coefficient. This
essentially describes the relationship
between changes in y and changes in x.
- If PEARSON is close to 1 then x and
y have a strong linear correlation with
a positive gradient and so can confidently
be described using a linear equation
of the form y=ax (where a is an arbitrary
positive constant).
- Likewise
if the pearson function returns a value
close to -1 there is a strong
linear relationship between x and y which
can be confidently described using a
linear equation of the form y = -ax.
- If
PEARSON is close to 0 there is very
little linear correlation between x and
y meaning that it is not sensible to
describe y using a linear equation or
function involving x.
To learn more about the correlation coefficient
in mathematics see: [The Linear Correlation
Mathematics Knowledgebase].
[The RSQ() function knowledgebase]
|
How
to use the PEARSON() function:
- Type " =PEARSON( "
- Enter
the reference for the
"known_y" values "A2:A10".
- Type
a comma.
- Enter
the reference for the "known_x" values "B2:B10 ".
- Type")"
then press the "Enter" key.
|
|
|
|
Note: If
the arrays contain logical values or
elements that cannot be translated
into numeric values the PEARSON function
will ignore those elements of the array.
|
