Significance of a Correlation Coefficient
www.vassarstats.net/rsig.htmlis distributed approximately as t with df=N—2.Application of this formula to any particular observed sample value of r will accordingly test the null hypothesis that the observed value comes from a population in which rho=0. To assess the significance of any particular instance of r, enter the values of N[>6] and r into the designated cells below, then click the 'Calculate' button.