WorksheetFunction.Pearson Method (Excel)
Published: July 16, 2012
Returns the Pearson product moment correlation coefficient, r, a dimensionless index that ranges from -1.0 to 1.0 inclusive and reflects the extent of a linear relationship between two data sets.
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The arguments must be either numbers or names, array constants, or references that contain numbers.
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If an array or reference argument contains text, logical values, or empty cells, those values are ignored; however, cells with the value zero are included.
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If array1 and array2 are empty or have a different number of data points, PEARSON returns the #N/A error value.
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The formula for the Pearson product moment correlation coefficient, r, is:
where x and y are the sample means AVERAGE(array1) and AVERAGE(array2).
