Monte Carlo Simulation Tests of Correlation Significance Levels

The correlation analysis technique has been widely used as a data processing tool in many research areas. In this paper, the Monte Carlo method and large quantity of numerical computations were employed to acquire a threshold value table of correlation coefficients with high capacity and good stability. With respect to the filtering, the degree of freedom would reduce to 1/x times of the initial, with x being the f n to f p ratio ( f n is the Nyquist frequency and f p the frequency bandwidth passed), which was properly demonstrated by Monte Carlo tests. In addition, two examples of practical data analysis were presented.