A fault cause extraction apparatus comprising: storage means for storing a correlation model including one or more correlation functions, each of which is generated based on a time series of performance information including a plurality of types of performance values in a system and transforms a performance value for one of said types being an input to a performance value for another one of said types being an output, and propagation detecting means for calculating a degree of influence of a performance value for a base point that is one of said types upon said system, based on the number of base point propagation functions, characterized in that said base point propagation functions being said correlation functions, on a chain of said correlation functions from the base point to one other of said types, used to transform a performance value for said base point to a performance value for one other of said types, further comprising correlation analysis means for detecting, for each of said correlation functions included in said correlation model, a correlation destruction indicating that inputted performance information does not satisfy said each of said correlation functions, wherein said propagation detecting means calculates said degree of influence based on the number of said base point propagation functions for which said correlation destruction is detected, wherein said propagation detecting means multiplies a destruction degree representing a degree of said correlation destruction by a damping rate for each of said base point propagation functions for which said correlation destruction is detected, said damping rate decreasing in accordance with the order in which said base point propagation function is applied in a process of transformation from a performance value for said base point to a performance value for said type which is an output of said base point propagation function, and calculates said degree of influence by summing up said destruction degrees each multiplied by said damping rate, and an abnormality calculation means calculates an abnormality degree for an arbitrary element in a correlation model, on the basis of the influence degree calculated by the propagation detecting means and when the abnormality degree is equal to or greater than a predetermined threshold value, a fault analysis means judges that an abnormality has occurred on the element. storage means for storing a correlation model including one or more correlation functions, each of which is generated based on a time series of performance information including a plurality of types of performance values in a system and transforms a performance value for one of said types being an input to a performance value for another one of said types being an output, and propagation detecting means for calculating a degree of influence of a performance value for a base point that is one of said types upon said system, based on the number of base point propagation functions, characterized in that said base point propagation functions being said correlation functions, on a chain of said correlation functions from the base point to one other of said types, used to transform a performance value for said base point to a performance value for one other of said types, further comprising correlation analysis means for detecting, for each of said correlation functions included in said correlation model, a correlation destruction indicating that inputted performance information does not satisfy said each of said correlation functions, wherein said propagation detecting means calculates said degree of influence based on the number of said base point propagation functions for which said correlation destruction is detected, wherein said propagation detecting means multiplies a destruction degree representing a degree of said correlation destruction by a damping rate for each of said base point propagation functions for which said correlation destruction is detected, said damping rate decreasing in accordance with the order in which said base point propagation function is applied in a process of transformation from a performance value for said base point to a performance value for said type which is an output of said base point propagation function, and calculates said degree of influence by summing up said destruction degrees each multiplied by said damping rate, and an abnormality calculation means calculates an abnormality degree for an arbitrary element in a correlation model, on the basis of the influence degree calculated by the propagation detecting means and when the abnormality degree is equal to or greater than a predetermined threshold value, a fault analysis means judges that an abnormality has occurred on the element.