This is a statistics question not an R question. When calculating the sample correlation coefficient cor(x_t,y_t) between say two variables, x_t and y_t t=1,.....n ( one can assume that the variables are in time but I don't think this really matters for the question ), does someone know where I can find any piece of literature that says that each (x_j,y_j) pair has To be independent from the other (x_i,y_i) pairs (j doesn't equal i ) in order for the calculation to have any reasonable meaning. This makes perfect sense to me but I need it official writing so I can show it to someone else because I don't know how to explain it. Obviously, there may be some way to calculate the correlation coefficient when the (x_t,y_t) pairs aren't independent ( maybe ?) but I am referring to the very standard correlation calculation ( pearson for example or any other standard one ). Thanks for any suggestions/references/insights etc. --------------------------------------------------------
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