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Covariance Calculator

Calculate covariance for paired observations. Supply two comma- or whitespace-separated lists of equal length, with 2–1,000 paired finite observations.

Free to useNo sign-upRuns in your browser
Enter your details

Enter the inputs, then select Calculate result.

Separate values with commas, spaces or new lines. At most 1,000 finite numbers, each with magnitude no greater than 1 billion.

Separate values with commas, spaces or new lines. At most 1,000 finite numbers, each with magnitude no greater than 1 billion.

Your result
Enter your details

Result will appear here

How Covariance Calculator works

Calculate covariance for paired observations.

Supply two comma- or whitespace-separated lists of equal length, with 2–1,000 paired finite observations. Finite real numbers only. Display uses up to 12 significant digits; binary floating-point arithmetic can introduce rounding. Population mode divides by n; sample mode divides by n − 1. The result depends on the units used for both variables.

Concept diagram for Covariance Calculator, showing x values input and the supported output.
Concept diagram; the three operation images are actual browser captures.

How to use Covariance Calculator

Follow the labelled inputs.

Enter x values

Replace the example with x values. The field labels specify the expected format and units.

Input and settings
Covariance Calculator: input and settings in the implemented browser tool
Actual local browser view. Open the image to read it at full size.

Check the remaining inputs

Set y values, data model. Supply two comma- or whitespace-separated lists of equal length, with 2–1,000 paired finite observations.

Tool result
Covariance Calculator: tool result in the implemented browser tool
Actual local browser view. Open the image to read it at full size.

Run, review and save

Select Calculate result. Review the calculated result, then copy it or download the result text.

Review the details
Covariance Calculator: review the details in the implemented browser tool
Actual local browser view. Open the image to read it at full size.

Examples and uses for Covariance Calculator

Check the supplied example

The starting example produces 1.33333333333. Calculate covariance for paired observations.

Abstract input values and a mathematical worksheet.
Start with the values. Concept illustration.

Use your own inputs

Read the labels for x values and y values, data model. Supply two comma- or whitespace-separated lists of equal length, with 2–1,000 paired finite observations.

Two calculation examples shown for comparison.
Compare a second example. Concept illustration.

Record a reviewed result

Copy the calculated result into your notes. Keep the formula and assumptions with it if someone else needs to reproduce the calculation.

A calculation and supporting explanation represented conceptually.
Explain the calculation. Concept illustration.

How to read the result

Read the units and assumptions with the output.

Calculate covariance for paired observations.

Supply two comma- or whitespace-separated lists of equal length, with 2–1,000 paired finite observations. Finite real numbers only. Display uses up to 12 significant digits; binary floating-point arithmetic can introduce rounding. Population mode divides by n; sample mode divides by n − 1. The result depends on the units used for both variables.

A mathematical result connected to the values used to calculate it.
Read the result with its inputs. Concept illustration.

Supported input and limits

Check the stated scope before you run it.

Supply two comma- or whitespace-separated lists of equal length, with 2–1,000 paired finite observations. Finite real numbers only. Display uses up to 12 significant digits; binary floating-point arithmetic can introduce rounding. Population mode divides by n; sample mode divides by n − 1. The result depends on the units used for both variables.

The input stays in this browser. Copy result and Download save the same displayed text.

Values and units reviewed before relying on a mathematical result.
Check values and units. Concept illustration.

Covariance Calculator: common questions

Answers about using Covariance Calculator and understanding its results.

Which inputs does this tool accept?

Supply two comma- or whitespace-separated lists of equal length, with 2–1,000 paired finite observations. Finite real numbers only. Display uses up to 12 significant digits; binary floating-point arithmetic can introduce rounding. Population mode divides by n; sample mode divides by n − 1. The result depends on the units used for both variables.

Can I copy or download the result?

Yes. Copy result copies the displayed text, and Download saves the same result as a text file. Calculations run in your browser without an account.

Calculate result with your input

Check the calculated result, then copy or download it.

Calculate result