Correlation analysis serves as an easy-to-implement estimation approach for the quantification of the interaction or connectivity between different units. Often, pairwise correlations estimated by sliding windows are time-varying (on different window segments) and window size-dependent (on different window sizes). Still, how to choose an appropriate window size remains unclear. This paper offers a framework for studying this fundamental question by observing a critical transition from a chaotic-like state to a nonchaotic state. Specifically, given two time series and a fixed window size, we create a correlation-based series based on nonlinear correlation measurement and sliding windows as an approximation of the time-varying correlations between the original time series. We find that the varying correlations yield a state transition from a chaotic-like state to a nonchaotic state with increasing window size. This window size-dependent transition is analyzed as a universal phenomenon in both model and real-world systems (e.g., climate, financial, and neural systems). More importantly, the transition point provides a quantitative rule for the selection of window sizes. That is, the nonchaotic correlation better allows for many regression-based predictions.