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