Strong correlation is one of the key points of data econometric analysis. Strong correlation refers to the high correlation between the array of the research object and another array or another composite array, which is manifested in the high correlation between logic and historical data. For example, supply and demand and price, wealth and consumption, price index and money supply and exchange rate, short-term interest rate and long-term interest rate, stock price index and component stock prices, periodic gap between supply and demand and variance of price elasticity of this variety, etc. These strongly correlated nonspecific data structures have a high probability law, and the special combination of unstable sequence variables can show stability, thus obtaining correct statistical reasoning.

For example, one of the mechanism laws of capital market under the data econometric analysis method, "the convergence law of yield difference", is the embodiment of the strong correlation principle. The spot price of the subject matter of standardized contract and the subject matter due is consistent, and the delivery mechanism makes them find the same origin with each other. The fact that the futures price and the spot price of the same subject matter form zero does not mean that the spot price and the futures price at maturity are exactly the same, because there is a market efficiency problem, and its error rate is equal to the ratio of the covariance of futures return rate and spot return rate to the variance of spot return rate. The value investment in the securities market also conforms to this law, and the stock price is always pulled back by its intrinsic value. The hedge balance mechanism of exchange rate market meets the principle of return balance. For another example, the difference between the horizontal comparative yields of the same variety and different contracts is adjusted as a time value function, the yields of related commodities are related to their average correlation coefficient, and the comprehensive index of all varieties is related to the commodity and money supply in the overall market, and the equilibrium distribution of the yields among single varieties is repeatedly adjusted. The yield of the same variety shows a differentiated distribution under different market backgrounds, and the difference rate is related to the difference of market mechanism.