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20200624 Pikairos Correlation between columns

I want to keep on my data only the highly correlated variables to the first column (my actual dependent variable). Is there any way to accomplish that?
For ex: My first column is the dependent variable (named: Y) and all the other ones are independent ones. I’m trying to establish a threshold of only the X variables correlated (>0,3) with the first one, and the rest filtered out of the data.

X x YReference column X :Universe_0_0Other columns Y :Universe_1_x- MEAN( X) x MEAN( Y)MEAN( X x Y) - MEAN( X) x MEAN( Y)This is a trickto later substractthe two tablesrow by row1 / STD( X ) x STD( Y )This is a trickto later multiplythe two tablesrow by rowMEAN( X x Y) - MEAN( X) x MEAN( Y)--------------------------------------------------STD( X) x STD( Y )MEAN( X)& MEAN( Y)STD( X)& STD(Y)MEAN( X x Y)Headers needto be the same toconcatenate tablesHeaders needto be the same toconcatenate tablesCorrelationbetween Firstcolumn &following columnsDummy componentto generateappropriate random dataMath Formula(Multi Column) Math Formula(Multi Column) GroupBy Concatenate Math Formula(Multi Column) Concatenate GroupBy GroupBy GroupBy GroupBy ExtractColumn Header ExtractColumn Header InteractiveTable (local) GenerateRandom Data X x YReference column X :Universe_0_0Other columns Y :Universe_1_x- MEAN( X) x MEAN( Y)MEAN( X x Y) - MEAN( X) x MEAN( Y)This is a trickto later substractthe two tablesrow by row1 / STD( X ) x STD( Y )This is a trickto later multiplythe two tablesrow by rowMEAN( X x Y) - MEAN( X) x MEAN( Y)--------------------------------------------------STD( X) x STD( Y )MEAN( X)& MEAN( Y)STD( X)& STD(Y)MEAN( X x Y)Headers needto be the same toconcatenate tablesHeaders needto be the same toconcatenate tablesCorrelationbetween Firstcolumn &following columnsDummy componentto generateappropriate random dataMath Formula(Multi Column) Math Formula(Multi Column) GroupBy Concatenate Math Formula(Multi Column) Concatenate GroupBy GroupBy GroupBy GroupBy ExtractColumn Header ExtractColumn Header InteractiveTable (local) GenerateRandom Data

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