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.


Дані

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.

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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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