16.20 - Definition - Advanced SQL Engine - Teradata Database

Teradata Vantage™ - SQL Functions, Expressions, and Predicates

Product
Advanced SQL Engine
Teradata Database
Release Number
16.20
Release Date
March 2019
Content Type
Programming Reference
Publication ID
B035-1145-162K
Language
English (United States)

The Sample Pearson product moment correlation coefficient is a measure of the linear association between variables. The boundary on the computed coefficient ranges from -1.00 to +1.00.

Note that high correlation does not imply a causal relationship between the variables.

The following table indicates the meaning of four extreme values for the coefficient of correlation between two variables.

IF the correlation coefficient has this value … THEN the association between the variables …
-1.00 is perfectly linear, but inverse.

As the value for y varies, the value for x varies identically in the opposite direction.

0 does not exist and they are said to be uncorrelated.
+1.00 is perfectly linear.

As the value for y varies, the value for x varies identically in the same direction.

NULL cannot be measured because there are no non-null data point pairs in the data used for the computation.