Covariance

Calculates the covariance of two sets of numeric data.

To access this command...

Choose Data - Statistics - Covariance

Choose Data - Statistics - Covariance.

On the Data menu of the Data tab, choose Statistics - Covariance.

The covariance is a measure of how much two random variables change together.

For more information on statistical covariance, refer to the corresponding Wikipedia article.

Input Range: The reference of the range of the data to analyse.

Results to: The reference of the top left cell of the range where the results will be displayed.

Select whether the input data has columns or rows layout.

The following data will be used as example

1	Maths	Physics	Biology
	A	B	C
2	47	67	33
3	36	68	42
4	40	65	44
5	39	64	60
6		38	43
7	47	84	62
8	29	80	51
9	27	49	40
10	57	49	12
11	56	33	60
12	57
13	26

The following table displays the results of the covariance of the sample data above.

Covariances	Column 1	Column 2	Column 3
Column 1	111.65
Column 2	-61.4444444444	258.41
Column 3	-32	53.11	204.61

1	Maths	Physics	Biology
	A	B	C
2	47	67	33
3	36	68	42
4	40	65	44
5	39	64	60
6		38	43
7	47	84	62
8	29	80	51
9	27	49	40
10	57	49	12
11	56	33	60
12	57
13	26

1	Maths	Physics	Biology
	A	B	C
2	47	67	33
3	36	68	42
4	40	65	44
5	39	64	60
6		38	43
7	47	84	62
8	29	80	51
9	27	49	40
10	57	49	12
11	56	33	60
12	57
13	26

1	Maths	Physics	Biology
	A	B	C
2	47	67	33
3	36	68	42
4	40	65	44
5	39	64	60
6		38	43
7	47	84	62
8	29	80	51
9	27	49	40
10	57	49	12
11	56	33	60
12	57
13	26