Correlation is the degree to which two or more quantities are linearly associated. In a two-dimensional plot, the degree of correlation between the values on the two
axes is quantified by the so-called correlation
coefficient .
Correlating values of a variable with corresponding values at a different time is called autocorrelation .
See also Autocorrelation ,
Correlation Coefficient ,
Cross-Correlation ,
Geometric
Correlation ,
Recurrence Plot ,
Statistical
Correlation
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References Kenney, J. F. and Keeping, E. S. "Linear Regression and Correlation." Ch. 15 in Mathematics
of Statistics, Pt. 1, 3rd ed. Princeton, NJ: Van Nostrand, pp. 252-285,
1962. Snedecor, G. W. and Cochran, W. G. "Correlation."
Ch. 10 in Statistical
Methods, 7th ed. Ames, IA: Iowa State Press, pp. 175-193, 1980. Spiegel,
M. R. "Correlation Theory." Ch. 14 in Theory
and Problems of Probability and Statistics, 2nd ed. New York: McGraw-Hill,
pp. 294-323, 1992. Whittaker, E. T. and Robinson, G. "Correlation."
Ch. 12 in The
Calculus of Observations: A Treatise on Numerical Mathematics, 4th ed. New
York: Dover, pp. 317-342, 1967. Referenced on Wolfram|Alpha Correlation
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