Consider the data in the 3 waves:
data1 | data2 | data3 |
9 | 5.47 | 8.4 |
8.78 | 5.84 | 8.8 |
9.02 | 5.79 | 9 |
8.29 | 5.33 | 8.3 |
8.37 | 5.49 | 8.4 |
9.06 | 5.18 | 8.3 |
8.69 | 5.67 | 8.7 |
8.53 | 5.53 | 8.5 |
8.78 | 5.75 | 8.8 |
9.1 | 5.88 | 9.1 |
8.61 | 5.95 | 8.6 |
9.26 | 6.24 | 9.2 |
We can calculate the (linear) correlation coefficients between the waves and test various hypotheses in one operation. To run the test for waves data1 and data2 execute the command:
The test results are displayed in the Linear Correlation Test table:
n | 12 |
r | 0.422481 |
sr | 0.28662 |
rc1 | 0.497265 |
rc2 | 0.575983 |
t_Value | 1.47401 |
tc1 | 1.81246 |
tc2 | 2.22814 |
F | 2.46309 |
Fc1 | 2.97824 |
Fc2 | 3.71679 |
Power1 | 0.38787 |
Power2 | 0.268562 |
There are 12 data points in each wave. The correlation coefficient r=0.422481 with a standard error sr. For the hypothesis H0: the correlation coefficient is zero, the t_Value is below the critical value so H0 can't be rejected. On the other hand, if we test data2 and data3 we get different results. To run the test execute the command:
n | 12 |
r | 0.876562 |
sr | 0.152197 |
rc1 | 0.497265 |
rc2 | 0.575983 |
t_Value | 5.7594 |
tc1 | 1.81246 |
tc2 | 2.22814 |
F | 15.2025 |
Fc1 | 2.97824 |
Fc2 | 3.71679 |
Power1 | 0.992761 |
Power2 | 0.982695 |
In this case the correlation coefficient r=0.876562 and both t_Value and the F exceed their respective critical values and H0 must be rejected.
The operation can also test the specific hypothesis ρ=ρ0 agains the alternative ρ!=ρ0. Using the same data as in the last example execute the command:
n | 12 |
r | 0.876562 |
sr | 0.152197 |
rc1 | 0.497265 |
rc2 | 0.575983 |
t_Value | 5.7594 |
tc1 | 1.81246 |
tc2 | 2.22814 |
F | 15.2025 |
Fc1 | 2.97824 |
Fc2 | 3.71679 |
FisherZ | 1.36073 |
zeta | 0.549306 |
sigmaZ | 0.333333 |
Zstatistic | 2.43427 |
Zc1 | 1.64485 |
Zc2 | 1.95996 |
Power1 | 0.787354 |
Power2 | 0.679027 |
Since the Zstatistic=2.43427 exceeds the two-tailed critical value Zc2=1.95996, H0: ρ=0.5 must be rejected. However, if we test ρ=0.75, we find:
n | 12 |
r | 0.876562 |
sr | 0.152197 |
rc1 | 0.497265 |
rc2 | 0.575983 |
t_Value | 5.7594 |
tc1 | 1.81246 |
tc2 | 2.22814 |
F | 15.2025 |
Fc1 | 2.97824 |
Fc2 | 3.71679 |
FisherZ | 1.36073 |
zeta | 0.972955 |
sigmaZ | 0.333333 |
Zstatistic | 1.16332 |
Zc1 | 1.64485 |
Zc2 | 1.95996 |
Power1 | 0.317867 |
Power2 | 0.210131 |
In this case Zstatistic=1.16332<Zc2=1.95996 and so H0 can't be rejected.
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