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COVARIANCE.S

Returns the sample covariance, the average of the products of deviations for each data point pair in two datasets.

Sample Usage

COVARIANCE.S(A2:A50,B2:B50)

Syntax

COVARIANCE.S(array1. array2)

  • array1 - The first value or range to consider.
  • array2 - The second value or range to consider.

Examples

COVARIANCE.S(A2:A50,B2:B50) returns the sample covariance, the average of the products of deviations for a sample of the data point pairs.

  

Notes

  • Any text encountered in the 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 - use CORREL or PEARSON to gauge strength of linear correlation.