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
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.