A major advance in understanding the behavior of light was to describe the coherence of a light source by using correlation functions that define the spatio-temporal relationship between pairs and larger groups of photons. Correlations are also a fundamental property of matter. We performed simultaneous measurement of the second- and third-order correlation functions for atoms. Atom bunching in the arrival time for pairs and triplets of thermal atoms just above the Bose-Einstein condensation (BEC) temperature was observed. At lower temperatures, we demonstrated conclusively the long-range coherence of the BEC for correlation functions to third order, which supports the prediction that like coherent light, a BEC possesses long-range coherence to all orders.