The Covariance command calculates the covariance between all the pairs of variables. Covariance measures the strength of the correlation between variables and basically, covariance is an unstandardized Pearson correlation coefficient.

How To

Run: Statistics→Basic Statistics→Covariance...

Select variables.

Pairwise deletion is default for missing values removal (to force the casewise deletion use the Missing values option in the Preferences window).


                Matrix with the covariance between all the pairs of variables is computed.

Covariance is defined as:

The diagonal elements of the matrix are the variances of the variables.