Oracle PL/SQL/Analytical Functions/Corr

Corr: calculates the correlation coefficient of a set of paired observations

SQL>
SQL> create table TestTable (
  2    x    number primary key,
  3    y    number
  4  );
Table created.
SQL> insert into TestTable values (1, 7 );
1 row created.
SQL> insert into TestTable values (2, 1 );
1 row created.
SQL> insert into TestTable values (3, 2 );
1 row created.
SQL> insert into TestTable values (4, 5 );
1 row created.
SQL> insert into TestTable values (5, 7 );
1 row created.
SQL> insert into TestTable values (6, 34 );
1 row created.
SQL> insert into TestTable values (7, 32 );
1 row created.
SQL> insert into TestTable values (8, 43 );
1 row created.
SQL> insert into TestTable values (9, 87 );
1 row created.
SQL>
SQL> select * from TestTable;
         X          Y
---------- ----------
         1          7
         2          1
         3          2
         4          5
         5          7
         6         34
         7         32
         8         43
         9         87
9 rows selected.
SQL>
SQL> -- Corr: calculates the correlation coefficient of a set of paired observations. 
SQL>
SQL> -- The general format for this function is: CORR(expr1, expr2)
SQL>
SQL> SELECT CORR(x, y) FROM TestTable;
 CORR(X,Y)
----------
.860296149
SQL>
SQL> drop table TestTable;
Table dropped.
SQL>
SQL>