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1、相关分析（Correlate）CorrelationanddependenceInstatistics,correlationanddependenceareanyofabroadclassofstatisticalrelationshipsbetweentwoormorerandomvariablesorobserveddatavalues.Correlationiscomputed（用...计算）intowhatisknownasthecorrelationcoefficient（相关系数）,whichrangesb
2、etween-1and+1.Perfectpositivecorrelation(acorrelationco-efficientof+1)implies（意味着）thatasonesecurity（证券）moves,eitherupordown,theothersecuritywillmoveinlockstep（步伐一致的）,inthesamedirection.Alternatively（同样的）,perfectnegativecorrelationmeansthatifonesecuritymovesineith
3、erdirectionthesecuritythatisperfectlynegativelycorrelatedwillmovebyanequalamountintheopposite（相反的）direction.Ifthecorrelationis0,themovementsofthesecuritiesaresaidtohavenocorrelation;theyarecompletelyrandom（随意、胡乱）.Thereareseveralcorrelationcoefficients,oftendenote
4、d（表示、指示）ρorr,measuring（衡量、测量）thedegreeofcorrelation.ThemostcommonoftheseisthePearsoncorrelationcoefficient,whichissensitiveonlytoalinear（只进行两变量线性分析）relationshipbetweentwovariables(whichmayexistevenifoneisanonlinearfunctionoftheother).Othercorrelationcoefficientsh
5、avebeendevelopedtobemorerobust（有效的、稳健）thanthePearsoncorrelation,ormoresensitivetononlinearrelationships.Rank（等级）correlationcoefficients,suchasSpearman'srankcorrelationcoefficientandKendall'srankcorrelationcoefficient(τ)measuretheextent（范围）towhich,asonevariableinc
6、reases,theothervariabletendstoincrease,withoutrequiring（需要、命令）thatincreasetoberepresentedbyalinearrelationship.If,astheonevariable（变量）increases（增加）,theotherdecreases,therankcorrelationcoefficientswillbenegative.Itiscommontoregardtheserankcorrelationcoefficientsas
7、alternativestoPearson'scoefficient,usedeithertoreducetheamountofcalculationortomakethecoefficientlesssensitivetonon-normalityindistributions（分布）.However,thisviewhaslittlemathematicalbasis,asrankcorrelationcoefficientsmeasureadifferenttypeofrelationshipthanthePear
8、sonproduct-momentcorrelationcoefficient,andarebestseenasmeasuresofadifferenttypeofassociation,ratherthanasalternativemeasureofthepopulationcorrelationcoefficie
