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 to 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
Pearson correlation compares the covariance of two series after scaling by their standard deviations. A value near 1 means a strong increasing relationship, near −1 a strong decreasing relationship, and near 0 no clear linear relationship.
The heatmap makes all pairs easy to compare. Also inspect a scatter plot, outliers and the subject-matter meaning of each variable.
Frequently asked questions
Does r = 0 mean no relationship?
It means no detected linear relationship. A nonlinear relationship may still exist.
Can I use different sample sizes?
No. Each row must describe the same observation across all series.
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.