Covariance

Calculates the covariance of two sets of numeric data.

To access this command...

Choose Data - Statistics - Covariance


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

note

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


Data

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

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

Grouped By

Select whether the input data has columns or rows layout.

Example

The following data will be used as example

A

B

C

1

Maths

Physics

Biology

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

126.8099173554

Column 2

-61.4444444444

258.41

Column 3

-32

53.11

204.61


Please support us!