Xlstat and Pearson correlation coefficient: how are p-values calculated? Someone asked me questions about his outcomes from Xlstat. Since I do not know this software at all, here is the question:
How are p-values for Pearson correlation coefficients calculated ($H_1: \rho \neq 0$)? Does Xlstat just calculate Steiger's z-test? 
I can not find this info. The Xlstat help does not say anything about that.
EDIT: Or does it do a permutation test? I guess not???
EDIT2: The question is the same for Spearman correlation
 A: Answers at several levels spring to mind here, for your friend in some cases. I have never used Xlstat and have only a vague idea of what it is. However, the generic question here is of some interest and concern. 


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*Don't use any software which does not allow this kind of question to be answered. As I understand it, even Excel itself allows calculations of correlations, although I haven't tried examining their documentation. If this seems a counsel of perfection, consider that high quality statistical software is available for free in the form of R. 

*Any company selling software has an obligation to its customers to provide technical support; quite what that includes or excludes will vary, but asking the company will be a test of their quality and seriousness. Depending on the age and style of the software, online help may be supplemented with printed manuals. 

*A way of asking is to provide worked examples of small dataset(s) and the correlations and P-values that Xlstat provides. Then others might be motivated to compare with results from other software. 

*As I understand it, Steiger's z test is for a highly specific correlation problem; I guess, but I guess confidently, that use of such a test is highly unlikely in a program like this.  
