Pearson correlation
r = --
p = --
95% CI: [--, --]
Explore how two or more marketing metrics move together with plain-English readouts, interactive outlier sensitivity, and ready-to-share visuals.
Select a preset to auto-fill inputs and narratives for common marketing analytics use cases (e.g., spend vs. conversions, awareness vs. consideration, NPS vs. retention, or a full-funnel KPI matrix). Each preset exposes the raw CSV so you can inspect the formatting.
Drag & Drop raw data file (.csv, .tsv, .txt)
Upload a CSV/TSV with 2 numeric columns for paired correlation, or 3+ numeric columns for a correlation matrix. Blank rows and ID columns are handled automatically.
Type or paste smaller paired datasets directly (up to 50 rows). You can rename Variable X and Variable Y in the table header or paste two columns directly from Excel/Google Sheets into any cell.
Need more than 50 rows? Switch to file upload above.
| Row |
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Upload a wide file with two or more numeric columns (comma or tab separated). Each numeric column becomes a variable in the correlation matrix, and you can also drill down into any single pair below.
No summary file uploaded yet.
Upload a file with two aligned numeric columns (e.g., spend and conversions). If you upload a file with 3+ numeric columns, the tool can automatically build the full matrix or let you pick any X and Y pair.
No raw file uploaded yet.
By default we report Pearson’s r for linear, jointly normal relationships. Switch to Spearman’s rho for a rank-based estimate that down-weights outliers and handles ordinal or monotonic trends.
This selection drives every card, chart, narrative, and diagnostic once data are provided.
Enter data to compute the selected correlation.
Run the analysis to see what the results say in plain language.
Reading the correlation (r or ρ) and p-value:
Understanding the Fisher-z confidence interval:
Effect size benchmarks (Cohen’s |r| and shared variance R²):
Association vs. causation & shape checks:
A strong, significant correlation never proves that \(X\) causes \(Y\)—a third variable (like seasonality or account size) can drive both. Always inspect the scatterplot below for curvature (diminishing returns) and high-leverage outliers (\(|z| > 2.5\)).
r = --
p = --
95% CI: [--, --]
t(--)=--
R2 = --
Means: --
n = -- pairs
Mode: Paired upload
Provide data to summarize the correlation estimate and confidence interval.
Provide paired raw data to explore the scatterplot.
Toggles update immediately once charts are rendered. Confidence bands respect the current alpha setting.
| Variable | Mean | Median | Std. Dev. | Min | Max |
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| Provide data to see summary statistics. | |||||
After you run an analysis, this panel summarizes sample size, variance, skew, outliers, and whether Pearson or Spearman best fits the relationship.
Before building a complex regression or allocating budget to a marketing driver, analysts need to know which metrics actually move together—and whether an apparent relationship is real or just a mirage caused by a single extreme outlier or a curved saturation pattern. Pearson Correlation Studio measures the strength, direction, and statistical significance of linear association between two continuous variables (or across an entire multi-variable correlation matrix), while automatically pairing it with rank-based Spearman correlation and one-click outlier sensitivity checks.
💬 Read it in plain English: Pearson r divides the shared co-movement of X and Y around their averages by the product of their individual spreads, producing a scale-free number between −1 and +1 whose square (R²) tells you the share of variance explained linearly.
💬 Read it in plain English: The t-statistic tests whether r is significantly different from zero, Fisher's z-transform bends skewed correlations into a symmetric bell curve to build accurate confidence intervals, and Spearman's ρ runs the exact same correlation on rank-ordered data to capture curved monotonic trends and resist outliers.