Covariance
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Stat > Basic Statistics > Covariance

Calculates the covariance between each pair of columns.

You can calculate the covariance for all pairs of columns. Like the Pearson correlation coefficient, the covariance is a measure of the relationship between two variables. However, the covariance has not been standardized, as is done with the correlation coefficient. The correlation coefficient is standardized by dividing by the standard deviation of both variables.

Dialog box items

Variables: Enter the columns containing the variables you want to calculate the covariance for. When you list two columns, Minitab calculates the covariance for the pair. When you list more than two columns, Minitab calculates the covariance for every possible pair, and displays the lower triangle of the covariance matrix (in blocks if there is insufficient room to fit across a page).

Store matrix (display nothing): Check to store the covariance matrix. Minitab does not display the covariance matrix when you choose this option. To display the matrix, choose Data > Display Data.