COVARIANCE.S functionThe 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.