Returns the Sample Pearson product moment correlation coefficient of its arguments for all non-null data point pairs.
For the CORR window function that performs a group, cumulative, or moving computation, see Window Aggregate Functions.
Sample Pearson Product Moment Correlation Coefficient
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. |