Covariance calculator
Paste paired X and Y values and choose whether they form a sample or the complete population.
Covariance components
| Row | X | Y | X − mean X | Y − mean Y | Deviation product |
|---|---|---|---|---|---|
| Fill in the fields above — the result is computed on this page. | |||||
How do I use this page?
- Paste matching X and Y values.
- Choose sample or population.
- Read covariance and inspect the components table.
What this page does not do: Covariance and correlation describe linear association and do not establish causality. The order of X and Y must refer to the same cases.
Further reading
Theory — what is covariance?
Covariance measures the direction of joint variation between two variables based on paired X and Y values. A positive result means high values of X tend to occur with high values of Y, while a negative result points the other way. Its magnitude depends on the units and scale of both variables, so it cannot be easily compared across different data pairs. The calculation uses n minus one for a sample or n for a full population.
Frequently asked questions
When should I divide by n − 1?
Why is covariance not limited to −1 and 1?
See also
A/B test calculator
Compare two proportions in an A/B test. Calculate conversion rates, difference, uplift, z score, p value and c
A/B test planning — sample size, MDE and duration
Plan a two-proportion experiment, estimate detectable effect and traffic duration.
ACF and PACF autocorrelation calculator
Calculate ACF and PACF across time-series lags. Review the chart, reference bounds and coefficient table.