Correlation matrix calculator and heatmap
Paste equal-length series. The calculator reports every r coefficient and the strongest linear relationship.
Correlation heatmap
Colour and value show the direction and strength of linear association from −1 to 1.
Correlation coefficients
| Variable A | Variable B | Pearson r | |r| |
|---|---|---|---|
| Fill in the fields above — the result is computed on this page. | |||
How do I use this page?
- Paste two or three series in matching observation order.
- Calculate and find the largest off-diagonal |r|.
- Inspect that pair on a scatter plot too.
What this page does not do: Series must have equal length and variation. The tool does not impute missing values or calculate rank correlation.
Further reading
Theory — what is a correlation matrix and heatmap?
A correlation matrix reports the Pearson correlation coefficient r for every pair of equal-length numeric series you paste in. Correlation compares how two series vary together after scaling by their standard deviations. A value close to 1 indicates a strong increasing relationship, close to −1 a strong decreasing one, and close to 0 no clear linear relationship. The heatmap visualizes every coefficient at once, though an r of zero does not rule out a nonlinear relationship.
Frequently asked questions
Does r = 0 mean no relationship?
Can I use different sample sizes?
See also
A/B test calculator
Compare two proportions in an A/B test. Calculate conversion rates, difference, uplift, z score, p value and c
A/B test planning — sample size, MDE and duration
Plan a two-proportion experiment, estimate detectable effect and traffic duration.
ACF and PACF autocorrelation calculator
Calculate ACF and PACF across time-series lags. Review the chart, reference bounds and coefficient table.