COVAR

Syntax:

COVAR ( array-1 , array-2 )

Description: Computes covariance; that is, the average of the products of deviations for each data point pair in the two cell ranges designated by array-1 and array-2.

Mathematical Formula:

The covariance is:

where x and y are the sample means AVERAGE(array-1) and AVERAGE(array-2), and n is the sample size.

Arguments:

Name

Type

Description

array-1

number, name, array, reference to number

If an array or reference argument contains text, logical values, or empty cells, those values are ignored; however, cells with the value 0 are included.

array-2

Return Type and Value: number – The covariance.

However, if

  • array-1 and array-2 have a different number of data points, the return value is unspecified.

  • array-1 or array-2 is empty, the return value is unspecified.

example: