# pandas.core.groupby.DataFrameGroupBy.cov¶

Compute pairwise covariance of columns, excluding NA/null values.

Compute the pairwise covariance among the series of a DataFrame. The returned data frame is the covariance matrix of the columns of the DataFrame.

Both NA and null values are automatically excluded from the
calculation. (See the note below about bias from missing values.)
A threshold can be set for the minimum number of
observations for each value created. Comparisons with observations
below this threshold will be returned as `NaN`

.

This method is generally used for the analysis of time series data to understand the relationship between different measures across time.

- param min_periods
- int, optional
Minimum number of observations required per pair of columns to have a valid result.

- return
DataFrame The covariance matrix of the series of the DataFrame.

Warning

This feature is currently unsupported by Intel Scalable Dataframe Compiler