Calculating a p-value for the spearman's rank statistic in excel (using vba or not)

Question

For long reasons I cannot use SPSS or another statistical package for this part of the analysis. I have two questions.

Is there way of automatically ranking the data (from which i can later analyse). My variables go in one column (1,2,3,4,5,6....) which is already ranked by itself. My other variable can have a discrete value from 1 to 5 (e.g. 1 or 2 or 3 or 4 or 5). Even though in a way these are already ranked, it is not ranked in the way spearman wants. I think i could write some vba code to rank this myself, but if there was an automatic way it would be good to know!

Importantly, the only reason i would want to work out the spearman correlation is that it allows me to calculate a p value which is not biased from nonnormality. However, all the guides online tell me to use a table to see if the test value is below a certain level for P<.05 or whatever. How can i calculate a specific p value based on N and Rho in excel? im assuming there is a formula somewhere (I couldn't find one in my textbooks!).

Answer 1

Referring to the Wikipedia Example, we can use the formulas below to calculate the degrees of freedom (ν), Spearman rank correlation coefficient (ρ) and p-Value (using t-distribution).

x   y
106 7
86  0
100 27
101 50
99  28
103 29
97  20
113 12
112 6
110 17

ν    8             =COUNT(x)-2
ρ    -0.175757576  =CORREL(RANK.AVG(x,x,1),RANK.AVG(y,y,1))
Pval 0.686405828   =T.DIST(SQRT(ν*ρ^2/(1-ρ^2)),ν,1)

In the formulas above Defined Names have been used in place of cell references. Relative to A1 the references are: x=A2:A11, y=B2:B11, ν=B13, ρ=B14. (greek letters can be used via Insert > Symbol)

Note: This assumes Excel 2010/13 for the RANK.AVG / T.DIST functions (use rank_avg / t_dist in VBA)