COVARIANCE.S function

The COVARIANCE.S function calculates the covariance of a dataset, where the dataset is a sample of the total population.

Parts of a COVARIANCE.S function 

COVARIANCE.S(data_y, data_x)

Part Description
data_y The range representing the array or matrix of dependent data.
data_x The range representing the array or matrix of independent data.

Sample formulas 

COVARIANCE.S(A1:A10)

COVARIANCE.S(1, 2, 3, 4)

COVARIANCE.S(B1:B5, 10)

Notes

  • Any text encountered in the value arguments will be ignored.
  • Positive covariance indicates that the independent data and dependent data tend to change together in the same direction.
  • Negative covariance indicates that they tend to change together in the opposite direction. An increase in one leads to a decrease in the other. The magnitude of covariance is difficult to interpret.

Examples

  A B
1 data_1 data_2
2 2 4
3 5 3
4 7 6
5 1 1
6 8 5
7    
8    
9 Covariance Formula
10 4.65 =COVARIANCE.S(A2:A6, B2:B6)
11 7 =COVARIANCE.S({1,3}, {-1,6})

Related functions

  • COVAR: Calculates the covariance of a dataset.
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