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COVARIANCE.P
The Excel COVARIANCE.S function calculates the sample covariance of two supplied sets of values.

The function is new in Excel 2010 and so is not available in earlier versions of Excel.

The format of the function is :

COVARIANCE.S( array1, array2 )

Where array1 and array2 are two arrays of numeric values, that are of equal length.

Note that the Covariance.S function ignores text values and logical values that are supplied as part of an array.

A | B | |
---|---|---|

1 | array1 | array2 |

2 | 2 | 22.90 |

3 | 7 | 33.49 |

4 | 8 | 34.50 |

5 | 3 | 27.61 |

6 | 4 | 19.5 |

7 | 1 | 10.11 |

8 | 6 | 37.90 |

9 | 5 | 31.08 |

Columns A and B of the spreadsheet on the right contain two sets of values.

The sample covariance of the values in columns A and B of the spreadsheet can be calculated using the Excel Covariance.S function, as follows:

=COVARIANCE.S( A2:A9, B2:B9 )

This gives the result *19.00928571*,
which indicates a positive correlation between the two sets of values.

Further examples of the Excel Covariance.S function can be found on the Microsoft Office website.

If you get an error from the Excel Covariance.S Function, this is likely to be one of the following:

Common Errors

#N/A | - | Occurs if the two supplied data arrays have different lengths |

#VALUE! | - | Occurs if one or both of the supplied data arrays are empty |