Hi!

Look for Fishers Z transformation
e.g:
http://www.quantlet.com/mdstat/scripts/mva/htmlbook/mvahtmlframe50.html
Theorem 3.2

sincerely
Eryk


*********** REPLY SEPARATOR  ***********

On 01.06.2004 at 15:15 Martin Klaffenboeck wrote:

>Hello,
>
>When I use:
>
>cor(x, y)
>
>I get a correlations coefficient.  But how can I see if it is  
>signifikant on a .95 or .99 level?
>
>Thanks,
>Martin
>
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