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.|