偏相関
φ ( h ) = ρ X 0 X h ⋅ { X 1 , ... , X h − 1 } . {\displaystyle \varphi (h)=\rho _{X_{0}X_{h}\,\cdot \,\{X_{1},\,\dots \,,X_{h-1}\}}.}
参照:フィッシャー変換
z ( ρ ^ X Y ⋅ Z ) = 1 2 ln  ( 1 + ρ ^ X Y ⋅ Z 1 − ρ ^ X Y ⋅ Z ) . {\displaystyle z({\hat {\rho }}_{XY\cdot \mathbf {Z} })={\frac {1}{2}}\ln \left({\frac {1+{\hat {\rho }}_{XY\cdot \mathbf {Z} }}{1-{\hat {\rho }}_{XY\cdot \mathbf {Z} }}}\right).}
N − | Z | − 3 ⋅ | z ( ρ ^ X Y ⋅ Z ) | > Φ − 1 ( 1 − α / 2 ) , {\displaystyle {\sqrt {N-|\mathbf {Z} |-3}}\cdot |z({\hat {\rho }}_{XY\cdot \mathbf {Z} })|>\Phi ^{-1}(1-\alpha /2),}