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Statistical function

CORREL

Returns the correlation coefficient between two data sets, from -1 to 1.

CommonDifficulty 1300 · ProficientUsage rank #124 of 520
Practice · 3 questions →

When to use it

The correlation coefficient between two sets of numbers, from -1 to 1. Zero means no linear relationship; it says nothing about cause.

The shape of it

Syntax
=CORREL(array1, array2)

Worked examples

  • Perfect positive

    =CORREL({1,2,3,4},{2,4,6,8}) 1

    Perfectly proportional.

  • Perfect negative

    =CORREL({1,2,3,4},{8,6,4,2}) -1

    Perfectly opposite.

  • Real data

    =CORREL(A2:A13,B2:B13) 0.83

    Marketing spend and sales over twelve months: strong, but not proof of cause.

Worth knowing

  • Square it for R², the share of variance explained.
  • Correlation is only about straight lines; chart the data to see curves it misses.
  • Rank correlation (Spearman) is CORREL of the two RANK.AVG columns.

Where it goes wrong

  • #DIV/0! when either array has zero variance.
  • #N/A when the arrays are different sizes.

Related

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