Definition

Teradata Vantage™ SQL Functions, Expressions, and Predicates

brand
Software
Teradata Vantage
prodname
Teradata Database
Teradata Vantage NewSQL Engine
vrm_release
16.20
category
Programming Reference
featnum
B035-1145-162K

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.