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This calculator creates a covariance matrix for up to five different variables.
Simply enter the data values for up to five variables into the boxes below, then press the “Calculate” button.
Variable 1
Variable 2
Variable 3
Variable 4
Variable 5
Covariance Matrix
| Var1 | Var2 | Var3 | Var4 | Var5 | |
|---|---|---|---|---|---|
| Var1 | 15.8333 | ||||
| Var2 | 17.7222 | 27.6111 | |||
| Var3 | 9.6667 | 12.6667 | 6.7111 | ||
| Var4 | |||||
| Var5 |
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