Covariance
Calculates the covariance of two sets of numeric data.
To access this command...
Choose Data - Statistics - Covariance
The covariance is a measure of how much two random variables change together.
For more information on statistical covariance, refer to the corresponding Wikipedia article.
Data
Input Range: The reference of the range of the data to analyse.
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.
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 | 126.8099173554 | ||
| Column 2 | -61.4444444444 | 258.41 | |
| Column 3 | -32 | 53.11 | 204.61 |