This analysis tool and its formula return the average of the product of deviations of data points from their respective means. Covariance is a measure of the relationship between two ranges of data. You can use the Covariance tool to determine whether two ranges of data move together — that is, whether large values of one set are associated with large values of the other (positive covariance), whether small values of one set are associated with large values of the other (negative covariance), or whether values in both sets are unrelated (covariance near zero).
Syntax
Visual Basic (Usage) |
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Dim instance As Statistics
Dim firstInputSeriesName As String
Dim secondInputSeriesName As String
Dim value As Double
value = instance.Covariance(firstInputSeriesName, secondInputSeriesName)
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Parameters
- firstInputSeriesName
- First Input Series Name
- secondInputSeriesName
- Second Input Series Name
Return Value
Returns Covariance
Requirements
Target Platforms: Windows 98, Windows NT 4.0, Windows Millennium Edition, Windows 2000, Windows XP Home Edition, Windows XP Professional, Windows Server 2003 family, Windows Vista, Windows Server 2008 family
See Also