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
valuearguments 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.
