The Bivariate Normal Ellipse report that accompanies each Density Ellipse fit shows the correlation coefficient for the X and Y variables.
Note: To see a matrix of ellipses and correlations for many pairs of variables, use the Multivariate platform in the Analyze > Multivariate Methods menu.
Variable
The names of the variables used in creating the ellipse
Mean
The average of both the X and Y variable.
Std Dev
The standard deviation of both the X and Y variable.
A discussion of the mean and standard deviation are in the section The Summary Statistics Report.
Correlation
The Pearson correlation coefficient. If there is an exact linear relationship between two variables, the correlation is 1 or –1 depending on whether the variables are positively or negatively related. If there is no relationship, the correlation tends toward zero. See Bivariate Normal Ellipse Report.
Signif. Prob
The probability of obtaining a correlation with greater absolute value than the computed value if no linear relationship exists between the X and Y variables.
Number
The number of observations used in the calculations.