16.20 - Definition - Advanced SQL Engine - Teradata Database

Teradata Vantage™ - SQL Functions, Expressions, and Predicates

Product
Advanced SQL Engine
Teradata Database
Release Number
16.20
Release Date
March 2019
Content Type
Programming Reference
Publication ID
B035-1145-162K
Language
English (United States)

Covariance measures whether or not two random variables vary in the same way. It is the sum of the products of deviations for each non-null data point pair.

Note that high covariance does not imply a causal relationship between the variables.