COVAR function

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

Use covariance to determine the relationship between two data sets. For example, you can examine whether greater income accompanies greater levels of education.

 Important   This function has been replaced with one or more new functions that may provide improved accuracy and whose names better reflect their usage. Although this function is still available for backward compatibility, you should consider using the new functions from now on, because this function may not be available in future versions of Excel.

For more information about the new functions, see COVARIANCE.P function and COVARIANCE.S function.

Syntax

COVAR(array1,array2)

The COVAR function syntax has the following arguments (argument: A value that provides information to an action, an event, a method, a property, a function, or a procedure.):

  • 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, COVAR returns the #N/A error value.
  • If either array1 or array2 is empty, COVAR returns the #DIV/0! error value.
  • The covariance is:

Equation

where

x and y

are the sample means AVERAGE(array1) and AVERAGE(array2), and n is the sample size.

Example

The example may be easier to understand if you copy it to a blank worksheet.

ShowHow to copy an example

  1. Create a blank workbook or worksheet.
  2. Select the example in the Help topic.

 Note   Do not select the row or column headers.

Selecting an example from Help

Fig. 1  Selecting an example from Help
  1. Press CTRL+C.
  2. In the worksheet, select cell A1, and press CTRL+V.
  3. To switch between viewing the results and viewing the formulas that return the results, press CTRL+` (grave accent), or on the Formulas tab, in the Formula Auditing group, click the Show Formulas button.
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A B
Data1 Data2
3 9
2 7
4 12
5 15
6 17
Formula Description (Result)
=COVAR(A2:A6, B2:B6) Covariance, the average of the products of deviations for each data point pair above (5.2)
 
 
Applies to:
Excel 2010, Excel Web App, SharePoint Online for enterprises, SharePoint Online for professionals and small businesses