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Coefficient Calculator

Correlation Coefficient Calculator works out Number of pairs and Pearson's r from X values, Y values and Coefficient. The default figures on this page give pearson's r of 0.774597; change any entry and the result, the working and the sources update together.

Pearson's r
0.774597
Correlation Coefficient Calculator
Number of pairs
5
Coefficient of determination (r squared)
0.6
Spearman's rho
0.737865
Kendall's tau-b
0.67082
Cosine similarity
0.959651
Sample covariance
1.5
Population covariance
1.2
Mean of X
3
Mean of Y
4
Sample standard deviation of X
1.581139
Sample standard deviation of Y
1.224745
Sum of X
15
Sum of Y
20
Sum of XY
66
Sum of X squared
55
Sum of Y squared
86
Sxx (corrected sum of squares in X)
10
Syy (corrected sum of squares in Y)
6
Sxy (corrected sum of cross-products)
6
t statistic
2.12132
Two-sided p value
0.124027
Degrees of freedom
3
Significant at the chosen level
no - p = 0.124027 is not below alpha = 0.05
Fisher's z transform of r
1.031719
Lower confidence limit for rho
-0.340082
Upper confidence limit for rho
0.984236
Concordant pairs
7
Discordant pairs
1
Interpretation
strong positive
Worked out from NIST/SEMATECH e-Handbook of Statistical Methods, 1.3.5.13 Correlation and Scatter Plots and 3 other sources.
With fewer than 10 pairs a correlation is very unstable; treat it as indicative only.
Ties are present. Spearman uses midranks and Kendall uses the tie-corrected tau-b, so both differ from the simple no-ties shortcut formulas.
Correlation measures association, not causation, and Pearson only detects linear association.

Your figures

Updates as you type
Must contain exactly as many values as X, paired in order.
All coefficients are computed regardless; this chooses the headline one.

How this is worked out

7 steps
  1. n = 5 pairs. Mean of X = 3, mean of Y = 4.
  2. Sxx = sum (x - xbar)^2 = 10; Syy = 6; Sxy = sum (x - xbar)(y - ybar) = 6.
  3. r = Sxy / sqrt(Sxx x Syy) = 6 / sqrt(10 x 6) = 0.77459667
  4. Spearman's rho = Pearson's r applied to the midranks = 0.73786479
  5. Kendall: 7 concordant and 1 discordant pairs out of 10, giving tau-b = 0.67082039.
  6. t = r sqrt(n - 2) / sqrt(1 - r^2) = 2.12132034 on 3 degrees of freedom, two-sided p = 0.12402706.
  7. Fisher z = arctanh(r) = 1.03171853; 95% interval for rho = [-0.340082, 0.984236].

Its 4 worked examples are re-run on every release, last on 15 September 2026. What changed

Sources and references

4 sources
Kendall, M.G. (1945), "The treatment of ties in ranking problems", Biometrika 33(3), 239-251
Definition of the tie-corrected tau-b coefficient.
Fisher, R.A. (1921), "On the probable error of a coefficient of correlation deduced from a small sample", Metron 1, 3-32
The arctanh variance-stabilising transform used for the confidence interval.
Evans, J.D. (1996), Straightforward Statistics for the Behavioral Sciences, Brooks/Cole
The very weak / weak / moderate / strong / very strong verbal bands.

What the Correlation Coefficient Calculator calculates

Computes Pearson's r, Spearman's rank correlation rho, Kendall's tau-b and cosine similarity for two paired data sets, with covariance, the coefficient of determination, a t test of significance and a Fisher z confidence interval for the population correlation.

How to use this Correlation Coefficient Calculator

Enter X values, Y values, Coefficient and Confidence level. Number of pairs updates as you type, and “Use a worked example” loads checked figures you can adjust. Change one figure at a time to see what drives the result.

How the result is worked out

Open “How this is worked out” beside the result for the step-by-step calculation behind Number of pairs, Pearson's r and Coefficient of determination (r squared).

The method follows NIST/SEMATECH e-Handbook of Statistical Methods, 1.3.5.13 Correlation and Scatter Plots, Kendall, M.G. (1945), "The treatment of ties in ranking problems", Biometrika 33(3), 239-251, Fisher, R.A. (1921), "On the probable error of a coefficient of correlation deduced from a small sample", Metron 1, 3-32 and Evans, J.D. (1996), Straightforward Statistics for the Behavioral Sciences, Brooks/Cole.

x = 1..5 against y = 2, 4, 5, 4, 5 example

With X values: 1,2,3,4,5, Y values: 2,4,5,4,5, the calculator returns Number of pairs: 5, Pearson's r: 0.774596669, Coefficient of determination (r squared): 0.6. This example is checked against an independent source in the test suite.

What you can compare

Change one input at a time to see how it affects Number of pairs, Pearson's r and Coefficient of determination (r squared). The inputs you can vary are X values, Y values, Coefficient and Confidence level.

Results are general information, not financial, tax, legal, medical or engineering advice. Check any decision that matters with a qualified professional.

Embed this calculator on your website

Copy this code into any page. The calculator appears with the figures currently entered, sizes itself to fit, and a small credit line links back here. Free, no account, no ads inside it, no tracking of your readers. Set your own figures and fixed fields; Personal removes the credit line, sets your colour and shows you which sites use it.

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Frequently asked questions

How to calculate the r coefficient?

Computes Pearson's r, Spearman's rank correlation rho, Kendall's tau-b and cosine similarity for two paired data sets, with covariance, the coefficient of determination. Open “How this is worked out” beside the result to see each step for your own figures.

Is r 0.5 a strong correlation?

Computes Pearson's r, Spearman's rank correlation rho, Kendall's tau-b and cosine similarity for two paired data sets, with covariance, the coefficient of determination. Put your own figures in above and the working updates beside the result. For scale, the default figures on this page give 0.774597.

What is 0.7 correlation coefficient?

Computes Pearson's r, Spearman's rank correlation rho, Kendall's tau-b and cosine similarity for two paired data sets, with covariance, the coefficient of determination. On this page it is computed from X values, Y values and Coefficient and shown as Number of pairs, Pearson's r and Coefficient of determination (r squared).

How to calculate R-value correlation on calculator?

It needs X values, Y values, Coefficient and Confidence level. Nothing else is required, and the figures stay in your browser.

How to find R-value on ti 84?

The result gives Number of pairs, Pearson's r, Coefficient of determination (r squared), Spearman's rho, Kendall's tau-b and Cosine similarity, each labelled with its unit so the figure can be read on its own.

What information do I need for the Correlation Coefficient Calculator?

You need X values, Y values, Coefficient and Confidence level. The page opens with default figures that give pearson's r of 0.774597, so you can see the scale before entering your own.

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