How to calculate correlation coefficient and P-value between three dimensional matrix

Question

I have two gridded matrix having latitude,longitude and time(180x360x12). I have calculated correlation coefficient between both matrices using following: http://in.mathworks.com/matlabcentral/answers/15884-correlation-for-multi-dimensional-arrays

now I want to find p-value (0.05) for each grid cell. than I want to set correlation values in matrix in three part: one will show positively significant (<0.05), second will show positively insignificant (>0.05) and third will show negatively significant (<0.05) correlation. Can anyone help me in this regard ?

Answer 1

If you use the scipy pearsonr function to calculate your correlations then this will give you the p values as well.

If cor are the correlations and p are the p-values then retrieving the significant values is then as simple as:

significant_correlations = corr[p<0.05]