CORR

Syntax

corr::=

Text description of corr

Purpose

CORR returns the coefficient of correlation of a set of number pairs. You can use it as an aggregate or analytic function.

Both expr1 and expr2 are number expressions. Oracle applies the function to the set of (expr1, expr2) after eliminating the pairs for which either expr1 or expr2 is null. Then Oracle makes the following computation:

COVAR_POP(expr1, expr2) / (STDDEV_POP(expr1) * STDDEV_POP(expr2))

The function returns a value of type NUMBER. If the function is applied to an empty set, then it returns null.

Aggregate Example

The following example calculates the coefficient of correlation between the list prices and minimum prices of products by weight class in the sample view oe.products:

SELECT weight_class, CORR(list_price, min_price)
   FROM product_information
   GROUP BY weight_class;

WEIGHT_CLASS CORR(LIST_PRICE,MIN_PRICE)
------------ --------------------------
           1                  .99914795
           2                 .999022941
           3                 .998484472
           4                 .999359909
           5                 .999536087

Analytic Example

The following example returns the cumulative coefficient of correlation of monthly sales revenues and monthly units sold from the sample tables sh.sales and sh.times for year 1998:

SELECT t.calendar_month_number,
   CORR (SUM(s.amount_sold), SUM(s.quantity_sold))
   OVER (ORDER BY t.calendar_month_number) as CUM_CORR
   FROM sales s, times t
      WHERE s.time_id = t.time_id AND calendar_year = 1998
      GROUP BY t.calendar_month_number
      ORDER BY t.calendar_month_number;

CALENDAR_MONTH_NUMBER   CUM_CORR
--------------------- ----------
                    1
                    2          1
                    3 .994309382
                    4 .852040875
                    5 .846652204
                    6 .871250628
                    7 .910029803
                    8 .917556399
                    9 .920154356
                   10  .86720251
                   11 .844864765
                   12 .903542662

Correlation functions require more than one row on which to operate, so the first row in the preceding example has no value calculated for it.