Covariance

Calculates the covariance of two sets of numeric data.

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From the menu bar:

Choose Data - Statistics - Covariance

From the tabbed interface:

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.

note

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


Daata

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.

Open file with example:

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

111.65

Column 2

-61.4444444444

258.41

Column 3

-32

53.11

204.61


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