Covariance Calculator

A LITTLE CONTEXT

How to use covariance calculator

1. Enter or edit the example values in the input panel.
2. Review the method below and choose the options that match your task.
3. Run the tool, check the result, and copy or download it. Reset restores the example; Clear removes your input and result.

Method & assumptions

Covariance = Σ(xᵢ − x̄)(yᵢ − ȳ) / d; d = n−1 for sample or n for population.

Each X observation must correspond to the Y observation at the same position. Sample covariance uses n−1; population covariance uses n. Constant series give zero covariance.

Result units: Covariance (X units × Y units)

Worked example

X observations

1, 2, 3

Y observations

2, 4, 6

Covariance convention

sample

2