How to calculate p-values for pairwise correlation of columns in Pandas?

Question

Pandas has the very handy function to do pairwise correlation of columns using pd.corr(). That means it is possible to compare correlations between columns of any length. For in

Answer 1

This will work:

from scipy.stats import pearsonr

column_values = [column for column in df.columns.tolist() ]


df['Correlation_coefficent'], df['P-value'] = zip(*df.T.apply(lambda x: pearsonr(x[column_values ],x[column_values ])))
df_result = df[['Correlation_coefficent','P-value']]