# SQL Sequence Covariance and Correlation Functions

> The `seq_cov()`, `seq_corr()` standard statistical functions calculate a scalar result of type double that indicates the strength of correlation between the two sequences. Covariance results of 0 indicate that there is no correlation between the two sequences; if `seq_cov()` returns a positive value (as in the example above) it indicates that sequence 2 tends to increase when sequence 1 increases; a negative value indicates that sequence 2 tends to decrease when sequence 1 increases.

> Likewise a correlation result of 0 indicates that the two sequences are completely uncorrelated; if `seq_corr()` returns a positive value (as in the example above) it indicates that sequence 2 tends to increase when sequence 1 increases; a negative value indicates that sequence 2 tends to decrease when sequence 1 increases. The result value from `seq_corr()` will be between -1 and 1; a value of 1 or -1 indicates that the two sequences are perfectly correlated.

> Following is an example script demonstrating the `seq_cov()` and `seq_corr()` functions:

>         INSERT INTO SimpleSequence(testNumber,dVal1,dVal2)
>         VALUES(6,'{2,3,5,7}','{3,3,5,9}');

>         SELECT dVal1,dVal2,seq_cov(dVal1,dVal2) AS "cov" FROM SimpleSequence WHERE testNumber=6;
>         SELECT dVal1,dVal2,seq_corr(dVal1,dVal2) AS "corr" FROM SimpleSequence WHERE testNumber=6;

>         dVal1{}
>         dVal2{}
>         cov
>         ------------------------------------------------------------------------------
>         {2.000000, 3.000000, 5.000000, 7.000000}
>         {3.000000, 3.000000, 5.000000, 9.000000}
>         4.500000

>         dVal1{}
>         dVal2{}
>         corr
>         ------------------------------------------------------------------------------
>         {2.000000, 3.000000, 5.000000, 7.000000}
>         {3.000000, 3.000000, 5.000000, 9.000000}
>         0.956689

> ## Sample script

> A sample script to demonstrate this `select` statement using xSQL can be run from the `samples/xsql/scripts/financial` directory with the following command:

>         f 3