[R] Find the cutoff correlation value for Pearson correlation test

Jim Lemon jim at bitwrit.com.au
Fri Nov 15 04:44:13 CET 2013


On 11/15/2013 12:53 PM, jpm miao wrote:
> Hi,
>
>     I find a few Pearson correlation test functions like
>
>     fBasics::correlationTest or stats::cor.test
>
> which give the p-value of the test result. Is there a function that
> calculate the cutoff correlation value for a specific p-value , e.g., p =
> 0.05?
>
> I have a plot for the cross correlations between two time series, and I
> would like to add a horizontal line that marks the significance of the
> correlations.

Hi Miao,
Perhaps you could use the confidence interval.

Jim



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