Its because the values are "floating". It’s
very crucial that in order to build correlation matrix in arcgis, all the
raster images are in integer value and not in floating value. The new version
2.1 worldclim has all the values in floating. Open raster calculator, calculate
all raster images with 0’s which equals the number of decimals in the raster
image. For example if your bio1 has values of 5.02, multiply it with 100 (2 no. of decimals). Open “int” and changes the value from floating to integer.
Now open band collection statistics (inside spatial analyst, multivariate) and build correlation matrix.