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 |
| 2 | 2 |
| 3 | 5 |
| 4 | 7 |
| 5 | 1 |
| 6 | 8 |
| 7 | |
| 8 | |
| 9 | Covariance |
| 10 | 4.65 |
| 11 | 7 |
Related functions
- COVAR: Calculates the covariance of a dataset.