Testing if a correlation is zero

Howell DC (2002) details the method to test if a correlation zero using Fisher's transformation. This spreadsheet performs this calculation returning a z value.

A confidence interval for a correlation may be computed using the on-line calculator given here and for a matrix of Pearson correlations using the SPSS macro of Weaver and Koopman available from from here.

Reference:

Howell DC (2002) Statistical methods for psychology. Fifth Edition. Wadsworth:Pacific Grove, CA.

Weaver B and Koopman R (2014) An SPSS Macro to Compute Confidence Intervals for Pearson’s Correlation. To appear in The Quantitative Methods for Psychology in Spring 2014.