How to find significance of correlation coefficients?

Hi Matlab World,

I am trying to find the significance of the correlation coefficients between two variables ssh and t (Zip file attached). I have hence used the following code:

lat = ncread('ssh.nc','latitude');
lon = ncread('ssh.nc','longitude');
ssh = ncread('ssh.nc','zos');
t = ncread('ssh.nc','bottomT');
nx=length(lon);
ny=length(lat);
rxy = zeros(nx,ny) ; 
sxy = zeros(nx,ny) ;
for i=1:nx
    for j=1:ny
        [r,s] = corr(squeeze(t(i,j,:)),squeeze(ssh(i,j,:)));
        rxy(i,j)=r;
        end
end

I wanted to find how much of the area has significant correlation at 95% significance level (p value < 0.05) and plot it thereafter. Looking forward to your assistance.

Answer 1

[Adam Danz]

The 2nd output to corr() gives you the p-value. You just need to save those values.

 [rxy(i,j),sxy(i,j)] = corr(squeeze(t(i,j,:)),squeeze(ssh(i,j,:)));

[Keegan Carvalho]

Do you mean "sxy"?

[Adam Danz]

Yes, [rho,pval] = corr(X,Y)