Pearson correlation is for normal distributed continuous variables (interval variables).
Spearman correlation is for non-normal distributed or categorical variables.

Chi-square statistics is for binary variables. Look at Proc FREQ for details.

For information, google:
difference between pearson and spearman correlations
sas correlation between binary variables

http://www.ats.ucla.edu/stat/sas/faq/tetrac.htm

Thank you!

Terachoric correlation, for binary variable, 在一些社会学科里叫常见。二进制只是表象，连续性是本质（潜在特质模型）。如果对性别这样的变量之间 求Terachoric correlation， 就可能是笑话。因为男是男，。。。。心里沮丧可以是归类为有和无，但是沮丧的程度可以用连续的分值来表示。所以说该关联在这里是合理的。另外，该关联的算法比较复杂。大致是用牛顿方法来算似然值。如果纬度大，Polychoric correlation, 运算的效率值得考虑。我曾经在一个有关性病耻辱度的调查问卷中用到该关联度。最后发现良好的教育背景，良好的心里素质都与其有反向的有意义的关联。那个时候是从网络上找了个R package. Now FREQ in SAS can do it. For SAS 9.4/SAS 9.3 M2, my SAS version, PROC CORR with Polychoric option works.
京剧 (>>>>read my blog)
AS follows, continuous variables are discretized into order groups.