Sorry, no online dictionaries contain the exact phrase zero covariation.
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Reverse dictionary results:
1. autocorrelation
 2. uncorrelated
3. dependence
4. independence
5. overlap
6. relation
7. superposition
8. variability
9. variance
10. congruence
 11. correlation
12. correlations
13. covariance
14. divergence
15. heritability
16. homology
17. interdependence
18. interrelation
19. interrelationship
20. relationship
 21. seasonality
22. unrelated
23. variation
24. above
25. absolute
26. absolute value
27. achromatic
28. acne
29. aim
30. algorithm
 31. any
32. arid
33. asymptote
34. ato
35. atom
36. aught
37. awful
38. bad
39. below
40. bites

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