corr()

Toolkit

TimescaleDB Toolkit functions are available under Timescale Community Edition. They are automatically included with Timescale Cloud. Click to learn more.

The correlation coefficient of the least squares fit line of the adjusted counter value and epoch value of the time column. Given that the slope of a line for any counter value must be non-negative, this must also always be non-negative and in the range from 0.0 to 1.0. It measures how well the least squares fit the available data, where a value of 1.0 represents the strongest correlation between time and the counter increasing.

corr(
    summary CounterSummary
) RETURNS DOUBLE PRECISION

For more information about counter aggregation functions, see the hyperfunctions documentation.

Required arguments

Returns

Sample usage

SELECT
    id,
    bucket,
    corr(summary)
FROM (
    SELECT
        id,
        time_bucket('15 min'::interval, ts) AS bucket,
        counter_agg(ts, val) AS summary
    FROM foo
    GROUP BY id, time_bucket('15 min'::interval, ts)
) t