Sunday, December 18, 2016

COVARIANCE.S function

COVARIANCE.S function

This article describes the formula syntax and usage of the COVARIANCE.S function in Microsoft Excel.

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

Syntax

COVARIANCE.S(array1,array2)

The COVARIANCE.S function syntax has the following arguments:

  • Array1     Required. The first cell range of integers.

  • Array2     Required. The second cell range of integers.

Remarks

  • The arguments must either be numbers or be names, arrays, or references that contain numbers.

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

  • If array1 and array2 have different numbers of data points, COVARIANCE.S returns the #N/A error value.

  • If either array1 or array2 is empty or contains only 1 data point each, COVARIANCE.S returns the #DIV/0! error value.

Example

Copy the example data in the following table, and paste it in cell A1 of a new Excel worksheet. For formulas to show results, select them, press F2, and then press Enter. If you need to, you can adjust the column widths to see all the data.

Formula

Description

Result

=COVARIANCE.S({2,4,8},{5,11,12})

Sample covariance for the data points entered as an array in the function.

9.666666667

2

5

4

11

8

12

Formula

Description

Result

=COVARIANCE.S(A3:A5,B3:B5)

Sample covariance for the identical data points, but entered as cell ranges in the function.

9.666666667

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