series_pearson_correlation()

Calculates the pearson correlation coefficient of two numeric series inputs.

See: Pearson correlation coefficient.

Syntax

series_pearson_correlation(Series1, Series2)

Arguments

• Series1, Series2: Input numeric arrays for calculating the correlation coefficient. All arguments must be dynamic arrays of the same length.

Returns

The calculated Pearson correlation coefficient between the two inputs. Any non-numeric element or non-existing element (arrays of different sizes) yields a null result.

Example

range s1 from 1 to 5 step 1 | extend s2 = 2*s1 // Perfect correlation
| summarize s1 = make_list(s1), s2 = make_list(s2)
| extend correlation_coefficient = series_pearson_correlation(s1,s2)

s1	s2	correlation_coefficient
[1,2,3,4,5]	[2,4,6,8,10]	1