Statistical Table T-test F-test 的表格
Excel 数据分析工具一览表

Excel 数据分析工具一览表1.“F - 检验:双样本方差分析”分析工具此分析工具可以进行双样本F - 检验,用来比较两个样本总体的方差。
例如,可以对参加游泳比赛的两个队的时间记分进行F- 检验,查看二者的样本方差是否不同。
2.“t - 检验:成对双样本均值分析”分析工具此分析工具及其公式可以进行成对双样本进行t - 检验,用来确定样本均值是否不等。
此t -检验并不假设两个总体的方差是相等的。
当样本中出现自然配对的观察值时,可以使用此成对检验,例如对一个样本组进行了两次检验,抽取实验前的一次和实验后的一次。
3.“t - 检验:双样本等方差假设”分析工具此分析工具可以进行双样本t - 检验。
此t- 检验先假设两个数据集的方差相等,故也称作齐次方差t - 检验。
可以使用t - 检验来确定两个样本均值实际上是否相等。
4.“t - 检验:双样本异方差假设”分析工具此分析工具及其公式可以进行双样本t –检验。
此t - 检验先假设两个数据集的方差不等,故也称作异方差t - 检验。
可以使用t - 检验来确定两个样本均值实际上是否相等。
当进行分析的样本组不同时,可使用此检验。
如果某一样本组在某次处理前后都进行了检验,则应使用“成对检验”。
5.“z - 检验:双样本均值分析”分析工具此分析工具可以进行方差已知的双样本均值z-检验。
此工具用于检验两个总体均值之间存在差异的假设。
例如,可以使用此检验来确定两种汽车模型性能之间的差异情况。
6.“抽样分析”分析工具此分析工具以输入区域为总体构造总体的一个样本。
当总体太大而不能进行处理或绘制时,可以选用具有代表性的样本。
如果确认输入区域中的数据是周期性的,还可以对一个周期中特定时间段中的数值进行采样。
例如,如果输入区域包含季度销售量数据,以四为周期进行取样,将在输出区域中生成某个季度的样本。
7.“傅立叶分析”分析工具此分析工具可以解决线性系统问题,并能通过快速傅立叶变换(FFT)分析周期性的数据。
stata的f检验命令

stata的f检验命令文章标题:深入解析Stata中的F检验命令摘要:本文将对Stata中的F检验命令进行深入研究和解析,从基本概念到实际应用,为读者提供详细的指导和理解。
我们将从什么是F检验开始,逐步介绍其原理、应用场景以及如何在Stata中进行操作。
通过本文的阅读,读者将能够更好地理解F检验的背景和原理,并能熟练地在Stata中运用F检验命令进行数据分析。
1. 什么是F检验1.1 F检验的基本概念1.2 F检验的假设检验原理1.3 F统计量的计算方法2. F检验的应用场景2.1 单因素方差分析中的F检验2.2 多元回归分析中的F检验2.3 重复测量设计中的F检验3. 在Stata中使用F检验命令3.1 数据导入与准备3.2 单因素方差分析中的F检验3.3 多元回归分析中的F检验3.4 重复测量设计中的F检验4. F检验结果的解读与可视化分析4.1 F统计量的解读4.2 P值的解读4.3 效应量的计算与解读4.4 结果的可视化分析5. F检验的局限性和注意事项5.1 数据正态性的检验前提5.2 样本容量对F检验的影响5.3 其他相关统计检验的补充6. 对F检验的观点和理解6.1 F检验在统计学中的重要性6.2 F检验在实际数据分析中的应用6.3 F检验的局限性和替代方法结论:通过本文的阅读和学习,读者对Stata中的F检验命令的相关知识和应用方法应具有一定的了解。
我们也要认识到F检验的局限性,并在实际数据分析中综合应用其他统计方法以获得更准确和全面的结论。
希望本文能够为读者提供有价值的参考和帮助。
1. F检验在多元回归分析中的应用多元回归分析是一种用于研究多个自变量对因变量的影响的统计方法。
在进行多元回归分析时,需要对自变量的整体影响进行评估,而F检验则提供了一种评估自变量整体影响是否显著的方法。
F检验在多元回归分析中的应用非常广泛。
它可以用来判断模型整体的显著性,即自变量是否对因变量的解释具有统计学意义。
f statistic计算公式

f statistic计算公式F-statistic是统计分析中常用的重要指标,它可以用来分析两个或者多个样本均值之间的差异情况。
F-statistic包含两个参数,分别为F统计量和自由度,它们共同决定结果的可靠性。
F-statistic 计算公式如下:F-Statistics = (概率统计:/求和组内方差X自由度1) / (概率统计:/求和组间方差X自由度2)其中,概率统计可以定义为平均值的差值的绝对值的平方,也可以定义为协方差的绝对值的平方,而求和组内方差和求和组间方差就是组内方差和组间方差。
自由度1和自由度2则是代表F-statistic统计检验最多可以比较几组样本的变量值,其计算方式如下:自由度1:自由度1 = 样本总数 - 组数自由度2:自由度2 = 组数 -1F-statistic的结果可以用来判断两个或者多个样本均值之间的差异究竟有多大。
当多个样本均值之间的差异较大时,F-statistic值一般会非常大;当多个样本均值之间的差异较小时,F-statistic值一般会较小;当多个样本均值差异接近零时,F-statistic值则会接近零。
因此,F-statistic检验可以作为社会科学研究中常用的统计数据,来判断不同群体是否存在显著的差异。
此外,F-statistic还可以用于判断不同模型的差异性,如某一模型的拟合程度会比另一种模型的拟合程度好。
这一F-statistic用于比较多个模型时经常被称为F比较统计量,它可以明确表明拟合好的模型和不太拟合的模型之间的差异。
总之,F-statistic是一种在社会科学研究中常常被用于测量群体差异的统计量,在多个样本均值之间的差异分析中具有重要的作用。
通过F-statistic公式的求解,可以得出F-statistic的值,它可以用来衡量两个或者多个样本均值之间的显著性差异,从而帮助人们判断研究结果的可靠性。
另外,F-statistic甚至可以帮助我们定量地分析不同模型间的差异性,从而更好地进行特定研究。
如何使用FTEST和TTEST函数进行假设检验

如何使用FTEST和TTEST函数进行假设检验在统计学中,假设检验是一种重要的方法,用来验证关于总体参数的假设。
FTEST函数和TTEST函数是Excel中相关的函数,可以帮助我们进行假设检验。
本文将详细介绍如何使用FTEST和TTEST函数进行假设检验,并给出相应的示例。
一、FTEST函数的使用FTEST函数用来比较两个总体的方差是否相等。
它的语法为:FTEST(array1, array2)。
其中,array1和array2分别代表两个样本的数据范围或者数据数组。
下面以一个例子来说明FTEST函数的使用。
例:某公司开发了两种不同的产品A和B,想要比较这两种产品的质量差异是否显著。
我们分别随机抽取了30个A产品和30个B产品,并记录了每个产品的质量指标数据。
现在,我们要使用FTEST函数来进行假设检验。
步骤1:打开Excel,并将A产品的质量指标数据放在A列,将B产品的质量指标数据放在B列。
步骤2:在C列输入FTEST函数的公式:=FTEST(A1:A30, B1:B30)。
步骤3:按下Enter键,即可得到FTEST函数的返回值,该返回值为两个样本的方差比。
为0.05),判断两个样本的方差是否显著不同。
如果返回值小于设定的显著性水平,则可以拒绝原假设,即两个样本的方差不相等。
二、TTEST函数的使用TTEST函数用来比较两个总体的均值是否相等。
它的语法为:TTEST(array1, array2, tails, type)。
其中,array1和array2分别代表两个样本的数据范围或者数据数组;tails代表检验类型,1代表双尾检验,2代表单尾检验;type代表配对数据假设检验还是不配对数据假设检验,0代表配对数据,1代表不配对数据。
下面以一个例子来说明TTEST函数的使用。
例:某公司开发了一种新的药物,想要比较该药物的疗效是否显著。
我们随机选择了30名患者,将其分成两组,一组使用新药物治疗,另一组使用传统药物治疗,并记录了两组患者的治疗时间数据。
Statistical Table T-test F-test 的表格

Appendix2Tables of statistical distributionsTable A2.1Normal critical values for different values ofαα0.40.250.20.150.10.050.0250.010.0050.001Zα.2533.6745.84161.03641.28161.64491.96002.32632.57583.0902Source:Biometrika Tables for Statisticians(1966),volume1,3rd edn.Reprinted withpermission of Oxford University Press.616Appendixes617 Table A2.2Critical values of Student’s t-distribution for different probability levels,αand degrees of freedom,να0.40.250.150.10.050.0250.010.0050.0010.0005ν10.3249 1.0000 1.9626 3.0777 6.313812.706231.820563.6567318.3087636.6189 20.28870.8165 1.3862 1.8856 2.9200 4.3027 6.96469.924822.327131.5991 30.27670.7649 1.2498 1.6377 2.3534 3.1824 4.5407 5.840910.214512.9240 40.27070.7407 1.1896 1.5332 2.1318 2.7764 3.7469 4.60417.17328.6103 50.26720.7267 1.1558 1.4759 2.0150 2.5706 3.3649 4.0321 5.8934 6.8688 60.26480.7176 1.1342 1.4398 1.9432 2.4469 3.1427 3.7074 5.2076 5.9588 70.26320.7111 1.1192 1.4149 1.8946 2.3646 2.9980 3.4995 4.7853 5.4079 80.26190.7064 1.1081 1.3968 1.8595 2.3060 2.8965 3.3554 4.5008 5.0413 90.26100.7027 1.0997 1.3830 1.8331 2.2622 2.8214 3.2498 4.2968 4.7809 100.26020.6998 1.0931 1.3722 1.8125 2.2281 2.7638 3.1693 4.1437 4.5869 110.25960.6974 1.0877 1.3634 1.7959 2.2010 2.7181 3.1058 4.0247 4.4370 120.25900.6955 1.0832 1.3562 1.7823 2.1788 2.6810 3.0545 3.9296 4.3178 130.25860.6938 1.0795 1.3502 1.7709 2.1604 2.6503 3.0123 3.8520 4.2208 140.25820.6924 1.0763 1.3450 1.7613 2.1448 2.6245 2.9768 3.7874 4.1405 150.25790.6912 1.0735 1.3406 1.7531 2.1314 2.6025 2.9467 3.7328 4.0728 160.25760.6901 1.0711 1.3368 1.7459 2.1199 2.5835 2.9208 3.6862 4.0150 170.25730.6892 1.0690 1.3334 1.7396 2.1098 2.5669 2.8982 3.6458 3.9651 180.25710.6884 1.0672 1.3304 1.7341 2.1009 2.5524 2.8784 3.6105 3.9216 190.25690.6876 1.0655 1.3277 1.7291 2.0930 2.5395 2.8609 3.5794 3.8834 200.25670.6870 1.0640 1.3253 1.7247 2.0860 2.5280 2.8453 3.5518 3.8495 210.25660.6864 1.0627 1.3232 1.7207 2.0796 2.5176 2.8314 3.5272 3.8193 220.25640.6858 1.0614 1.3212 1.7171 2.0739 2.5083 2.8188 3.5050 3.7921 230.25630.6853 1.0603 1.3195 1.7139 2.0687 2.4999 2.8073 3.4850 3.7676 240.25620.6848 1.0593 1.3178 1.7109 2.0639 2.4922 2.7969 3.4668 3.7454 250.25610.6844 1.0584 1.3163 1.7081 2.0595 2.4851 2.7874 3.4502 3.7251 260.25600.6840 1.0575 1.3150 1.7056 2.0555 2.4786 2.7787 3.4350 3.7066 270.25590.6837 1.0567 1.3137 1.7033 2.0518 2.4727 2.7707 3.4210 3.6896 280.25580.6834 1.0560 1.3125 1.7011 2.0484 2.4671 2.7633 3.4082 3.6739 290.25570.6830 1.0553 1.3114 1.6991 2.0452 2.4620 2.7564 3.3962 3.6594 300.25560.6828 1.0547 1.3104 1.6973 2.0423 2.4573 2.7500 3.3852 3.6460 350.25530.6816 1.0520 1.3062 1.6896 2.0301 2.4377 2.7238 3.3400 3.5911 400.25500.6807 1.0500 1.3031 1.6839 2.0211 2.4233 2.7045 3.3069 3.5510 450.25490.6800 1.0485 1.3006 1.6794 2.0141 2.4121 2.6896 3.2815 3.5203 500.25470.6794 1.0473 1.2987 1.6759 2.0086 2.4033 2.6778 3.2614 3.4960 600.25450.6786 1.0455 1.2958 1.6706 2.0003 2.3901 2.6603 3.2317 3.4602 700.25430.6780 1.0442 1.2938 1.6669 1.9944 2.3808 2.6479 3.2108 3.4350 800.25420.6776 1.0432 1.2922 1.6641 1.9901 2.3739 2.6387 3.1953 3.4163 900.25410.6772 1.0424 1.2910 1.6620 1.9867 2.3685 2.6316 3.1833 3.4019 1000.25400.6770 1.0418 1.2901 1.6602 1.9840 2.3642 2.6259 3.1737 3.3905 1200.25390.6765 1.0409 1.2886 1.6577 1.9799 2.3578 2.6174 3.1595 3.3735 1500.25380.6761 1.0400 1.2872 1.6551 1.9759 2.3515 2.6090 3.1455 3.3566 2000.25370.6757 1.0391 1.2858 1.6525 1.9719 2.3451 2.6006 3.1315 3.3398 3000.25360.6753 1.0382 1.2844 1.6499 1.9679 2.3388 2.5923 3.1176 3.3233∞0.25330.6745 1.0364 1.2816 1.6449 1.9600 2.3263 2.5758 3.0902 3.2905 Source:Biometrika Tables for Statisticians(1966),volume1,3rd edn.Reprinted withpermission of Oxford University Press.T a b l e A 2.3U p p e r 5%c r i t i c a l v a l u e s f o r F -d i s t r i b u t i o nD e g r e e s o f f r e e d o m f o r n u m e r a t o r (m )1234567891012152024304060120∞D e g r e e s o f F r e e d o m f o r d e n o m i n a t o r (T −k )1161200216225230234237239241242244246248249250251252253254218.519.019.219.219.319.319.419.419.419.419.419.419.419.519.519.519.519.519.5310.19.559.289.129.018.948.898.858.818.798.748.708.668.648.628.598.578.558.5347.716.946.596.396.266.166.096.046.005.965.915.865.805.775.755.725.695.665.6356.615.795.415.195.054.954.884.824.774.744.684.624.564.534.504.464.434.404.3765.995.144.764.534.394.284.214.154.104.064.003.943.873.843.813.773.743.703.6775.594.744.354.123.973.873.793.733.683.643.573.513.443.413.383.343.303.273.2385.324.464.073.843.693.583.503.443.393.353.283.223.153.123.083.043.012.972.9395.124.263.863.633.483.373.293.233.183.143.073.012.942.902.862.832.792.752.71104.964.103.713.483.333.223.143.073.022.982.912.852.772.742.702.662.622.582.54114.843.983.593.363.203.093.012.952.902.852.792.722.652.612.572.532.492.452.40124.753.893.493.263.113.002.912.852.802.752.692.622.542.512.472.432.382.342.30134.673.813.413.183.032.922.832.772.712.672.602.532.462.422.382.342.302.252.21144.603.743.343.112.962.852.762.702.652.602.532.462.392.352.312.272.222.182.13154.543.683.293.062.902.792.712.642.592.542.482.402:332.292.252.202.162.112.07164.493.633.243.012.852.742.662.592.542.492.422.352.282.242.192.152.112.062.01174.453.593.202.962.812.702.612.552.492.452.382.312.232.192.152.102.062.011.96184.413.553.162.932.772.662.582.512.462.412.342.272.192.152.112.062.021.971.92194.383.523.132.902.742.632.542.482.422.382.312.232.162.112.072.031.981.931.88204.353.493.102.872.712.602.512.452.392.352.282.202.122.082.041.991.951.901.84214.323.473.072.842.682.572.492.422.372.322.252.182.102.052.011.961.921.871.81224.303.443.052.822.662.552.462.402.342.302.232.152.072.031.981.941.891.841.78234.283.423.032.802.642.532.442.372.322.272.202.132.052.011.961.911.861.811.76244.263.403.012.782.622.512.422.362.302.252.182.112.031.981.941.891.841.791.73254.243.392.992.762.602.492.402.342.282.242.162.092.011.961.921.871.821.771.71304.173.322.922.692.532.422.332.272.212.162.092.011.931.891.841.791.741.681.62404.083.232.842.612.452.342.252.182.122.08.2.001.921.841.791.741.691.641.581.51604.003.152.762.532.372.252.172.102.041.991.921.841.751.701.651.591.531.471.391203.923.072.682.452.292.182.092.021.961.911.831.751.661.611.551.501.431.351.25∞3.843.002.602.372.212.102.011.941.881.831.751.671.571.521.461.391.321.221.00S o u r c e :B i o m e t r i k a T a b l e s f o r S t a t i s t i c i a n s (1966),v o l u m e 1,3r d e d n .R e p r i n t e d w i t h p e r m i s s i o n o f O x f o r d U n i v e r s i t y P r e s s .T a b l e A 2.4U p p e r 1%c r i t i c a l v a l u e s f o r F -d i s t r i b u t i o nD e g r e e s o f f r e e d o m f o r n u m e r a t o r (m )1234567891012152024304060120∞D e g r e e s o f F r e e d o m f o r d e n o m i n a t o r (T −k )14,0525,0005,4035,6255,7645,8595,9285,9826,0236,0566,1066,1576,2096,2356,2616,2876,3136,3396,366298.599.099.299.399.399.399.499.499.499.499.499.499.599.599.599.599.599.599.5334.130.829.528.728.227.927.727.527.327.227.126.926.726.626.526.426.426.226.1421.218.016.716.015.515.215.014.814.714.514.414.214.013.913.813.713.713.613.5516.313.312.111.411.010.710.510.310.210.19.899.729.559.479.389.299.209.119.02613.710.99.789.158.758.478.268.107.987.877.727.567.407.317.237.147.066.976.88712.29.558.457.857.467.196.996.846.726.626.476.316.166.075.995.915.825.745.65811.38.657.597.016.636.376.186.035.915.815.675.525.365.285.205.125.034.954.86910.68.026.996.426.065.805.615.475.355.265.114.964.814.734.654.574.484.404.311010.07.566.555.995.645.395.205.064.944.854.714.564.414.334.254.174.084.003.91119.657.216.225.675.325.074.894.744.634.544.404.254.104.023.943.863.783.693.60129.336.935.955.415.064.824.644.504.394.304.164.013.863.783.703.623.543.453.36139.076.705.745.214.864.624.444.304.194.103.963.823.663.593.513.433.343.253.17148.866.515.565.044.704.464.284.144.033.943.803.663.513.433.353.273.183.093.00158.686.365.424.894.564.324.144.003.893.803.673.523.373.293.213.133.052.962.87168.536.235.294.774.444.204.033.893.783.693.553.413.263.183.103.022.932.842.75178.406.115.194.674.344.103.933.793.683.593.463.313.163.083.002.922.832.752.65188.296.015.094.584.254.013.843.713.603.513.373.233.083.002.922.842.752.662.57198.195.935.014.504.173.943.773.633.523.433.303.153.002.922.842.762.672.582.49208.105.854.944.434.103.873.703.563.463.373.233.092.942.862.782.692.612.522.42218.025.784.874.374.043.813.643.513.403.313.173.032.882.802.722.642.552.462.36227.955.724.824.313.993.763.593.453.353.263.122.982.832.752.672.582.502.402.31237.885.664.764.263.943.713.543.413.303.213.072.932.782.702.622.542.452.352.26247.825.614.724.223.903.673.503.363.263.173.032.892.742.662.582.492.402.312.21257.775.574.684.183.863.633.463.323.223.132.992.852.702.622.532.452.362.272.17307.565.394.514.023.703.473.303.173.072.982.842.702.552.472.392.302.212.112.01407.315.184.313.833.513.293.122.992.892.802.662.522.372.292.202.112.021.921.80607.084.984.133.653.343.122.952.822.722.632.502.352.202.122.031.941.841.731.601206.854.793.953.483.172.962.792.662.562.472.342.192.031.951.861.761.661.531.38∞6.634.613.783.323.022.802.642.512.412.322.182.041.881.791.701.591.471.321.00S o u r c e :B i o m e t r i k a T a b l e s f o r S t a t i s t i c i a n s (1966),v o l u m e 1,3r d e d n .R e p r i n t e d w i t h p e r m i s s i o n o f O x f o r d U n i v e r s i t y P r e s s .T a b l e A 2.5C h i -s q u a r e d c r i t i c a l v a l u e s f o r d i f f e r e n t v a l u e s o f αa n d d e g r e e s o f f r e e d o m ,υυ0.9950.9900.9750.9500.9000.7500.5000.2500.1000.0500.0250.0100.00510.000040.000160.000980.003930.015790.10150.45491.3232.7063.8415.0246.6357.87920.010030.020100.050650.10260.21070.57541.3862.7734.6055.9917.3789.21010.59730.071720.11480.21580.35180.58441.2132.3664.1086.2517.8159.34811.34512.83840.20700.29710.48440.71071.0641.9233.3575.3857.7799.48811.14313.27714.86050.41170.55430.83121.1451.6102.6754.3516.6269.23611.07012.83315.08616.75060.67570.87211.2371.6352.2043.4555.3487.84110.64512.59214.44916.81218.54870.98931.2391.6902.1672.8334.2556.3469.03712.01714.06716.01318.47520.27881.3441.6462.1802.7333.4905.0717.34410.21913.36215.50717.53520.09021.95591.7352.0882.7003.3254.1685.8998.34311.38914.68416.91919.02321.66623.589102.1562.5583.2473.9404.8656.7379.34212.54915.98718.30720.48323.20925.188112.6033.0533.8164.5755.5787.58410.34113.70117.27519.67521.92024.72526.757123.0743.5714.4045.2266.3048.43811.34014.84518.5421.02623.33726.21728.300133.5654.1075.0095.8927.0419.29912.34015.98419.81222.36224.73627.68829.819144.0754.6605.6296.5717.79010.16513.33917.11721.06423.68526.11929.14131.319154.6015.2296.2627.2618.54711.03614.33918.24522.30724.99627.48830.57832.801165.1425.8126.9087.9629.31211.91215.33819.36923.54226.29628.84532.00034.267175.6976.4087.5648.67210.08512.79216.33820.48924.76927.58730.19133.40935.718186.2657.0158.2319.39010.86513.67517.33821.60525.98928.86931.52634.80537.156196.8447.6338.90710.11711.65114.56218.33822.71827.20430.14332.85236.19138.582207.4348.2609.59110.85112.44315.45219.33723.82828.41231.41034.17037.56639.997218.0348.89710.28311.59113.24016.34420.33724.93529.61532.67035.47938.93241.401228.6439.54210.98212.33814.04117.24021.33726.03930.81333.92436.78140.28942.796239.26010.19611.68813.09014.84818.13722.33727.14132.00735.17238.07641.63844.181249.88610.85612.40113.84815.65919.03723.33728.24133.19636.41539.36442.08045.5582510.52011.52413.12014.61116.47319.93924.33729.33934.38237.65240.64644.31446.9282611.16012.19813.84415.37917.29220.84325.33630.43435.56338.88541.92345.64248.2902711.80812.87914.57316.15118.11421.74926.33631.52836.74140.11343.19446.96349.6452812.46113.56515.30816.92818.93922.65727.33632.62037.91641.33744.46148.27850.9932913.12114.25616.04717.70819.76823.56728.33633.71139.08742.55745.72249.58852.3363013.78714.95416.79118.49320.59924.47829.33634.80040.25643.77346.97950.89253.6723517.19218.50920.56922.46524.79729.05434.33640.22346.05949.80253.20357.34260.2754020.70722.16424.43326.50929.05033.66039.33545.61651.80555.75859.34263.69166.7664524.31125.90128.36630.61233.35038.29144.33550.98557.50561.65665.41069.95773.1665027.99129.70732.35734.76437.68942.94249.33556.33463.16767.50571.42076.15479.4905531.73533.57136.39838.95842.06047.61154.33561.66568.79673.31177.38182.29285.7496035.53537.48540.48243.15846.45952.29459.33566.98174.39779.08283.29885.37991.9527043.27545.44248.75851.73955.32961.69869.33477.57785.52790.53195.023100.425104.2158051.17253.54057.15360.39164.27871.14479.33488.13096.578101.879106.629112.329116.3219059.19661.75465.64769.12673.29180.62589.33498.650107.565113.145118.136124.116128.29910067.32870.06574.22277.92982.35890.13399.334109.141118.498124.342129.561135.807140.16912083.82986.90991.56895.705100.627109.224119.335130.051140.228146.565152.214158.963163.670150109.122112.655117.980122.692126.278137.987149.334161.258172.577179.579185.803193.219198.380200152.224156.421162.724168.279174.825156.175199.334213.099226.018233.993241.060249.455255.281250196.145200.929208.095214.392221.809234.580249.334264.694279.947287.889295.691304.948311.361S o u r c e :B i o m e t r i k a T a b l e s f o r S t a t i s t i c i a n s (1966),v o l u m e 1,3r d e d n .R e p r i n t e d w i t h p e r m i s s i o n o f O x f o r d U n i v e r s i t y P r e s s .622AppendixesTable A2.6Lower and upper1%critical values for Durbin–Watson statistick =1k =2k =3k =4k =5 T d L d U d L d U d L d U d L d U d L d U150.81 1.070.70 1.250.59 1.460.49 1.700.39 1.96160.84 1.090.74 1.250.63 1.440.53 1.660.44 1.90170.87 1.100.77 1.250.67 1.430.57 1.630.48 1.85180.90 1.120.80 1.260.71 1.420.61 1.600.52 1.80190.93 1.130.83 1.260.74 1.410.65 1.580.56 1.77200.95 1.150.86 1.270.77 1.410.68 1.570.60 1.74210.97 1.160.89 1.270.80 1.410.72 1.550.63 1.7122 1.00 1.170.91 1.280.83 1.400.75 1.540.66 1.6923 1.02 1.190.94 1.290.86 1.400.77 1.530.70 1.6724 1.04 1.200.96 1.300.88 1.410.80 1.530.72 1.6625 1.05 1.210.98 1.300.90 1.410.83 1.520.75 1.6526 1.07 1.22 1.00 1.310.93 1.410.85 1.520.78 1.6427 1.09 1.23 1.02 1.320.95 1.410.88 1.510.81 1.6328 1.10 1.24 1.04 1.320.97 1.410.90 1.510.83 1.6229 1.12 1.25 1.05 1.330.99 1.420.92 1.510.85 1.6130 1.13 1.26 1.07 1.34 1.01 1.420.94 1.510.88 1.6131 1.15 1.27 1.08 1.34 1.02 1.420.96 1.510.90 1.6032 1.16 1.28 1.10 1.35 1.04 1.430.98 1.510.92 1.6033 1.17 1.29 1.11 1.36 1.05 1.43 1.00 1.510.94 1.5934 1.18 1.30 1.13 1.36 1.07 1.43 1.01 1.510.95 1.5935 1.19 1.31 1.14 1.37 1.08 1.44 1.03 1.510.97 1.5936 1.21 1.32 1.15 1.38 1.10 1.44 1.04 1.510.99 1.5937 1.22 1.32 1.16 1.38 1.11 1.45 1.06 1.51 1.00 1.5938 1.23 1.33 1.18 1.39 1.12 1.45 1.07 1.52 1.02 1.5839 1.24 1.34 1.19 1.39 1.14 1.45 1.09 1.52 1.03 1.5840 1.25 1.34 1.20 1.40 1.15 1.46 1.10 1.52 1.05 1.5845 1.29 1.38 1.24 1.42 1.20 1.48 1.16 1.53 1.11 1.5850 1.32 1.40 1.28 1.45 1.24 1.49 1.20 1.54 1.16 1.5955 1.36 1.43 1.32 1.47 1.28 1.51 1.25 1.55 1.21 1.5960 1.38 1.45 1.35 1.48 1.32 1.52 1.28 1.56 1.25 1.6065 1.41 1.47 1.38 1.50 1.35 1.53 1.31 1.57 1.28 1.6170 1.43 1.49 1.40 1.52 1.37 1.55 1.34 1.58 1.31 1.6175 1.45 1.50 1.42 1.53 1.39 1.56 1.37 1.59 1.34 1.6280 1.47 1.52 1.44 1.54 1.42 1.57 1.39 1.60 1.36 1.6285 1.48 1.53 1.46 1.55 1.43 1.58 1.41 1.60 1.39 1.6390 1.50 1.54 1.47 1.56 1.45 1.59 1.43 1.61 1.41 1.6495 1.51 1.55 1.49 1.57 1.47 1.60 1.45 1.62 1.42 1.64100 1.52 1.56 1.50 1.58 1.48 1.60 1.46 1.63 1.44 1.65Note:T,number of observations;k ,number of explanatory variables(excluding aconstant term).Source:Durbin,J.and Watson,G.S.(1951)Testing for serial correlation in leastsquares regression II Biometrika,38(1--2),159--177.Reprinted with the permission ofOxford University Press.Appendixes623Table A2.7Dickey–Fuller critical values for different significance levels,αSample size T0.010.0250.050.10τ25−2.66−2.26−1.95−1.6050−2.62−2.25−1.95−1.61100−2.60−2.24−1.95−1.61250−2.58−2.23−1.95−1.62500−2.58−2.23−1.95−1.62∞−2.58−2.23−1.95−1.62τμ25−3.75−3.33−3.00−2.6350−3.58−3.22−2.93−2.60100−3.51−3.17−2.89−2.58250−3.46−3.14−2.88−2.57500−3.44−3.13−2.87−2.57∞−3.43−3.12−2.86−2.57ττ25−4.38−3.95−3.60−3.2450−4.15−3.80−3.50−3.18100−4.04−3.73−3.45−3.15250−3.99−3.69−3.43−3.13500−3.98−3.68−3.42−3.13∞−3.96−3.66−3.41−3.12Source:Fuller(1976).Reprinted with the permission of John Wiley&Sons.624AppendixesTable A2.8Critical values for the Engle–Granger cointegration test on regression residuals with no constant in test regressionNumber of variables Samplein system size T0.010.050.1050−4.32−3.67−3.28 2100−4.07−3.37−3.03200−4.00−3.37−3.0250−4.84−4.11−3.73 3100−4.45−3.93−3.59200−4.35−3.78−3.4750−4.94−4.35−4.02 4100−4.75−4.22−3.89200−4.70−4.18−3.8950−5.41−4.76−4.42 5100−5.18−4.58−4.26200−5.02−4.48−4.18 Source:Engle and Yoo(1987).Reprinted with the permission of Elsevier Science.Appendixes625 Table A2.9Quantiles of the asymptotic distribution of the Johansen cointegration rank test statistics(constant in cointegrating vectors only)p−r50%80%90%95%97.5%99%Mean Varλmax1 3.40 5.917.529.2410.8012.97 4.037.0728.2711.5413.7515.6717.6320.208.8613.08313.4717.4019.7722.0024.0726.8114.0219.24418.7022.9525.5628.1430.3233.2419.2323.83523.7828.7631.6634.4036.9039.7924.4829.26629.0834.2537.4540.3043.2246.8229.7234.63734.7340.1343.2546.4548.9951.9135.1838.35839.7045.5348.9152.0054.7157.9540.3541.98944.9750.7354.3557.4260.5063.7145.5544.131050.2156.5260.2563.5766.2469.9450.8249.281155.7062.3866.0269.7472.6476.6356.3354.99λTrace1 3.40 5.917.529.2410.8012.97 4.037.07211.2515.2517.8519.9622.0524.6011.9118.94323.2828.7532.0034.9137.6141.0723.8437.98438.8445.6549.6553.1256.0660.1639.5059.42558.4666.9171.8676.0780.0684.4559.1691.65681.9091.5797.18102.14106.74111.0182.49126.947109.17120.35126.58131.70136.49143.09109.75167.918139.83152.56159.48165.58171.28177.20140.57208.099174.88198.08196.37202.92208.81215.74175.44257.8410212.93228.08236.54244.15251.30257.68213.53317.2411254.84272.82282.45291.40298.31307.64256.15413.35Source:Osterwald-Lenum(1992,table1∗).Reprinted with the permission of BlackwellPublishers.626AppendixesTable A2.10Quantiles of the asymptotic distribution of the Johansen cointegration rank test statistics(constant,i.e.a drift only in VAR and in cointegrating vector)p−r50%80%90%95%97.5%99%Mean Varλmax10.44 1.66 2.69 3.76 4.95 6.650.99 2.042 6.8510.0412.0714.0716.0518.637.4712.42312.3416.2018.6020.9723.0925.5212.8818.67417.6621.9824.7327.0728.9832.2418.2623.47523.0527.8530.9033.4635.7138.7723.6728.82628.4533.6736.7639.3741.8645.1029.0633.57733.8339.1242.3245.2847.9651.5734.3737.41839.2945.0548.3351.4254.2957.6939.8542.90944.5850.5553.9857.1259.3362.8045.1044.931049.6655.9759.6262.8165.4469.0950.2949.411154.9961.5565.3868.8372.1175.9555.6354.92λTrace10.44 1.66 2.69 3.76 4.95 6.650.99 2.0427.5511.0713.3315.4117.5220.048.2314.38318.7023.6426.7929.6832.5635.6519.3232.43433.6040.1543.9547.2150.3554.4634.2452.75552.3060.2964.8468.5271.8076.0752.9579.25675.2684.5789.4894.1598.33103.1875.74114.657101.22112.30118.50124.24128.45133.57101.91158.788131.62143.97150.53156.00161.32168.36132.09201.829165.11178.90186.39192.89198.82204.95165.90246.4510202.58217.81225.85233.13239.46247.18203.39300.8011243.90260.82269.96277.71284.87293.44244.66379.56Source:Osterwald-Lenum(1992,table1).Reprinted with the permission of BlackwellPublishers.Appendixes627 Table A2.11Quantiles of the asymptotic distribution of the Johansen cointegration rank test statistics(constant in cointegrating vector and VAR,trend incointegrating vector)p−r50%80%90%95%97.5%99%Mean Varλmax1 5.558.6510.4912.2514.2116.26 6.2210.11210.9014.7016.8518.9621.1423.6511.5116.38316.2420.4523.1125.5427.6830.3416.8222.01421.5026.3029.1231.4633.6036.6522.0827.74526.7231.7234.7537.5240.0142.3627.3231.36632.0137.5040.9143.9746.8449.5132.6837.91737.5743.1146.3249.4251.9454.7138.0639.74842.7248.5652.1655.5058.0862.4643.3444.83948.1754.3457.8761.2964.1267.8848.7449.201053.2159.4963.1866.2369.5673.7353.7452.641158.5464.9769.2672.7275.7279.2359.1556.97λTrace1 5.558.6510.4912.2514.2116.26 6.2210.11215.5920.1922.7625.3227.7530.4516.2024.90329.5335.5639.0642.4445.4248.4530.1545.68447.1754.8059.1462.9966.2570.0547.7974.48568.6477.8383.2087.3191.0696.5869.35106.56694.05104.73110.42114.90119.29124.7594.67143.337122.87134.57141.01146.76152.52158.49123.51182.858155.40169.10176.67182.82187.91196.08156.41234.119192.37207.25215.17222.21228.05234.41193.03288.3010231.59247.91256.72263.42270.33279.07232.25345.2311276.34294.12303.13310.81318.02327.45276.88416.98Source:Osterwald-Lenum(1992,table2∗).Reprinted with the permission of BlackwellPublishers.。
统计学常用表格

统计学常用表格在统计学中,有许多不同类型的表格用于呈现和总结数据、分析结果以及实验设计。
以下是一些常用的统计学表格类型:交叉表(Cross Tabulation):实验设计表(Experimental Design Table):说明:统计学表格类型:1.频数表(Frequency Table):描述变量各个取值的出现频率。
2.交叉表(Cross Tabulation):将两个或多个变量的频数列在一个表格中,用于观察它们之间的关系。
3.描述统计表(Descriptive Statistics Table):包括均值、中位数、标准差等描述性统计指标,用于概括数据分布的特征。
4.相关系数表(Correlation Table):展示变量之间的相关关系,通常包括皮尔逊相关系数或斯皮尔曼等级相关系数。
5.回归分析表(Regression Analysis Table):呈现回归模型的系数、标准误差、t统计量等信息。
6.方差分析表(Analysis of Variance Table):用于展示方差分析的结果,包括组间方差、组内方差、F统计量等。
7.卡方检验表(Chi-Square Test Table):展示卡方检验的结果,通常用于分析分类变量之间的关联。
8.生存分析表(Survival Analysis Table):包括生存曲线、中位生存时间等,用于描述时间至事件发生的分布。
9.混淆矩阵(Confusion Matrix):用于评估分类模型的性能,特别是在分类问题中。
10.ANOVA表(ANOVA Table):用于分析方差,通常与方差分析一起使用,包括平方和、自由度、均方等。
11.正态性检验表(Normality Test Table):用于检验数据是否符合正态分布。
12.实验设计表(Experimental Design Table):描述实验设计中的因子水平、处理组合以及实验结果。
f检验表完整版

f检验表完整版一、F检验的概述1.F检验的定义F检验,又称F分布检验,是一种用于比较两个样本均值是否显著不同的统计方法。
它是由英国统计学家威廉·戈塞特(William Gosset)在20世纪初发现的,主要用于方差分析、独立性检验和拟合优度检验等。
2.F检验的应用场景F检验广泛应用于以下场景:(1)方差分析:在实验设计中,比较多个实验组与对照组的均值差异是否显著。
(2)独立性检验:检验两个分类变量之间是否存在显著关联。
(3)拟合优度检验:评估线性回归模型的拟合效果,检验观测值与预测值之间的差异是否显著。
二、F检验的计算过程1.总体方差的计算总体方差(σ)表示所有观测值与总体均值之间的差异平方和的平均值。
计算公式为:σ= Σ(xi - μ)/ n其中,xi为每个观测值,μ为总体均值,n为样本数量。
2.样本方差的计算样本方差(S)表示样本中每个观测值与样本均值之间的差异平方和的平均值。
计算公式为:S = Σ(xi - x)/ (n - 1)其中,xi为每个观测值,x为样本均值,n为样本数量。
3.F值的计算F值是用来比较总体方差与样本方差的比值。
计算公式为:F = (Σ(xi - μ)/ σ) / (Σ(xi - x)/ S)4.F检验的判断标准当F值大于临界值时,认为两个样本的均值存在显著差异。
临界值的确定取决于显著性水平和自由度。
自由度等于样本数量减去1。
三、F检验的优缺点1.优点(1)F检验具有较强的推断能力,可以较为准确地判断均值差异。
(2)适用范围广泛,可以应用于多种统计分析场景。
2.缺点(1)对样本数量有一定要求,当样本数量较小(如n < 30)时,F检验的准确性降低。
(2)对总体分布有一定要求,当总体分布与假设不符时,F检验的结果可能出现偏差。
四、F检验在实际应用中的案例分析1.案例介绍某研究者想要探究不同教学方法对学生数学成绩的影响,随机抽取了两个班级进行实验。
实验结束后,分别计算出两个班级的数学成绩均值,分别为70和80。
f critical value表

f critical value表临界值表是在统计学中常用的表格之一,用于帮助确定假设检验的结果是否显著。
该表格记录了在给定的显著性水平下,不同自由度条件下的临界值。
本文将对临界值表进行详细介绍,包括其定义、用途、计算方法等方面,以期能够对读者提供清晰明了的理解。
第一部分:定义临界值表是一个统计学工具,用于确定统计显著性检验中的拒绝域。
在统计推断中,我们常常会根据样本数据来推断总体的参数,然后再进行统计检验。
在进行统计检验时,我们会设置一个显著性水平α,并将给定的统计量与临界值进行比较,以判断原假设是否可接受或拒绝。
临界值是样本观测值在假设检验中应达到的临界点,该观测值与临界值的比较可以帮助我们确定是否能够拒绝原假设。
临界值表通常是一个以显著性水平α和自由度为两个参数的表格。
在统计学中,自由度是指样本数据中可以自由变化的部分的个数。
临界值表根据不同的显著性水平和自由度条件,提供了相应的临界值。
第二部分:用途临界值表在统计学中起到了至关重要的作用。
它为统计推断提供了一种明确的参考标准,使我们能够对假设检验结果进行客观、科学的判断。
临界值表的应用涉及到很多领域,包括医学、社会科学、自然科学等等。
以下是临界值表在常见的统计检验中的应用举例:1.单样本t检验:用于比较一个样本的均值与总体均值是否有显著差异。
2.两样本t检验:用于比较两个独立样本的均值是否有显著差异。
3.方差分析:用于比较多个样本均值之间是否存在显著差异。
4.相关分析:用于分析两个变量之间的相关性是否显著。
在以上的各种统计分析中,临界值表起到了决策的作用。
根据计算出的统计量,我们可以在临界值表中查找相应的临界值,如果统计量超过了临界值,那么我们就可以拒绝原假设,否则我们接受原假设。
第三部分:计算方法临界值的计算是基于概率分布的性质进行的。
不同的统计量的分布可能会有所不同,因此根据不同的统计量,我们需要使用不同的概率分布进行计算。
常见的统计量及其相应的概率分布包括:1. t分布:用于单样本t检验和两样本t检验。
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Appendix2Tables of statistical distributionsTable A2.1Normal critical values for different values ofαα0.40.250.20.150.10.050.0250.010.0050.001Zα.2533.6745.84161.03641.28161.64491.96002.32632.57583.0902Source:Biometrika Tables for Statisticians(1966),volume1,3rd edn.Reprinted withpermission of Oxford University Press.616Appendixes617 Table A2.2Critical values of Student’s t-distribution for different probability levels,αand degrees of freedom,να0.40.250.150.10.050.0250.010.0050.0010.0005ν10.3249 1.0000 1.9626 3.0777 6.313812.706231.820563.6567318.3087636.6189 20.28870.8165 1.3862 1.8856 2.9200 4.3027 6.96469.924822.327131.5991 30.27670.7649 1.2498 1.6377 2.3534 3.1824 4.5407 5.840910.214512.9240 40.27070.7407 1.1896 1.5332 2.1318 2.7764 3.7469 4.60417.17328.6103 50.26720.7267 1.1558 1.4759 2.0150 2.5706 3.3649 4.0321 5.8934 6.8688 60.26480.7176 1.1342 1.4398 1.9432 2.4469 3.1427 3.7074 5.2076 5.9588 70.26320.7111 1.1192 1.4149 1.8946 2.3646 2.9980 3.4995 4.7853 5.4079 80.26190.7064 1.1081 1.3968 1.8595 2.3060 2.8965 3.3554 4.5008 5.0413 90.26100.7027 1.0997 1.3830 1.8331 2.2622 2.8214 3.2498 4.2968 4.7809 100.26020.6998 1.0931 1.3722 1.8125 2.2281 2.7638 3.1693 4.1437 4.5869 110.25960.6974 1.0877 1.3634 1.7959 2.2010 2.7181 3.1058 4.0247 4.4370 120.25900.6955 1.0832 1.3562 1.7823 2.1788 2.6810 3.0545 3.9296 4.3178 130.25860.6938 1.0795 1.3502 1.7709 2.1604 2.6503 3.0123 3.8520 4.2208 140.25820.6924 1.0763 1.3450 1.7613 2.1448 2.6245 2.9768 3.7874 4.1405 150.25790.6912 1.0735 1.3406 1.7531 2.1314 2.6025 2.9467 3.7328 4.0728 160.25760.6901 1.0711 1.3368 1.7459 2.1199 2.5835 2.9208 3.6862 4.0150 170.25730.6892 1.0690 1.3334 1.7396 2.1098 2.5669 2.8982 3.6458 3.9651 180.25710.6884 1.0672 1.3304 1.7341 2.1009 2.5524 2.8784 3.6105 3.9216 190.25690.6876 1.0655 1.3277 1.7291 2.0930 2.5395 2.8609 3.5794 3.8834 200.25670.6870 1.0640 1.3253 1.7247 2.0860 2.5280 2.8453 3.5518 3.8495 210.25660.6864 1.0627 1.3232 1.7207 2.0796 2.5176 2.8314 3.5272 3.8193 220.25640.6858 1.0614 1.3212 1.7171 2.0739 2.5083 2.8188 3.5050 3.7921 230.25630.6853 1.0603 1.3195 1.7139 2.0687 2.4999 2.8073 3.4850 3.7676 240.25620.6848 1.0593 1.3178 1.7109 2.0639 2.4922 2.7969 3.4668 3.7454 250.25610.6844 1.0584 1.3163 1.7081 2.0595 2.4851 2.7874 3.4502 3.7251 260.25600.6840 1.0575 1.3150 1.7056 2.0555 2.4786 2.7787 3.4350 3.7066 270.25590.6837 1.0567 1.3137 1.7033 2.0518 2.4727 2.7707 3.4210 3.6896 280.25580.6834 1.0560 1.3125 1.7011 2.0484 2.4671 2.7633 3.4082 3.6739 290.25570.6830 1.0553 1.3114 1.6991 2.0452 2.4620 2.7564 3.3962 3.6594 300.25560.6828 1.0547 1.3104 1.6973 2.0423 2.4573 2.7500 3.3852 3.6460 350.25530.6816 1.0520 1.3062 1.6896 2.0301 2.4377 2.7238 3.3400 3.5911 400.25500.6807 1.0500 1.3031 1.6839 2.0211 2.4233 2.7045 3.3069 3.5510 450.25490.6800 1.0485 1.3006 1.6794 2.0141 2.4121 2.6896 3.2815 3.5203 500.25470.6794 1.0473 1.2987 1.6759 2.0086 2.4033 2.6778 3.2614 3.4960 600.25450.6786 1.0455 1.2958 1.6706 2.0003 2.3901 2.6603 3.2317 3.4602 700.25430.6780 1.0442 1.2938 1.6669 1.9944 2.3808 2.6479 3.2108 3.4350 800.25420.6776 1.0432 1.2922 1.6641 1.9901 2.3739 2.6387 3.1953 3.4163 900.25410.6772 1.0424 1.2910 1.6620 1.9867 2.3685 2.6316 3.1833 3.4019 1000.25400.6770 1.0418 1.2901 1.6602 1.9840 2.3642 2.6259 3.1737 3.3905 1200.25390.6765 1.0409 1.2886 1.6577 1.9799 2.3578 2.6174 3.1595 3.3735 1500.25380.6761 1.0400 1.2872 1.6551 1.9759 2.3515 2.6090 3.1455 3.3566 2000.25370.6757 1.0391 1.2858 1.6525 1.9719 2.3451 2.6006 3.1315 3.3398 3000.25360.6753 1.0382 1.2844 1.6499 1.9679 2.3388 2.5923 3.1176 3.3233∞0.25330.6745 1.0364 1.2816 1.6449 1.9600 2.3263 2.5758 3.0902 3.2905 Source:Biometrika Tables for Statisticians(1966),volume1,3rd edn.Reprinted withpermission of Oxford University Press.T a b l e A 2.3U p p e r 5%c r i t i c a l v a l u e s f o r F -d i s t r i b u t i o nD e g r e e s o f f r e e d o m f o r n u m e r a t o r (m )1234567891012152024304060120∞D e g r e e s o f F r e e d o m f o r d e n o m i n a t o r (T −k )1161200216225230234237239241242244246248249250251252253254218.519.019.219.219.319.319.419.419.419.419.419.419.419.519.519.519.519.519.5310.19.559.289.129.018.948.898.858.818.798.748.708.668.648.628.598.578.558.5347.716.946.596.396.266.166.096.046.005.965.915.865.805.775.755.725.695.665.6356.615.795.415.195.054.954.884.824.774.744.684.624.564.534.504.464.434.404.3765.995.144.764.534.394.284.214.154.104.064.003.943.873.843.813.773.743.703.6775.594.744.354.123.973.873.793.733.683.643.573.513.443.413.383.343.303.273.2385.324.464.073.843.693.583.503.443.393.353.283.223.153.123.083.043.012.972.9395.124.263.863.633.483.373.293.233.183.143.073.012.942.902.862.832.792.752.71104.964.103.713.483.333.223.143.073.022.982.912.852.772.742.702.662.622.582.54114.843.983.593.363.203.093.012.952.902.852.792.722.652.612.572.532.492.452.40124.753.893.493.263.113.002.912.852.802.752.692.622.542.512.472.432.382.342.30134.673.813.413.183.032.922.832.772.712.672.602.532.462.422.382.342.302.252.21144.603.743.343.112.962.852.762.702.652.602.532.462.392.352.312.272.222.182.13154.543.683.293.062.902.792.712.642.592.542.482.402:332.292.252.202.162.112.07164.493.633.243.012.852.742.662.592.542.492.422.352.282.242.192.152.112.062.01174.453.593.202.962.812.702.612.552.492.452.382.312.232.192.152.102.062.011.96184.413.553.162.932.772.662.582.512.462.412.342.272.192.152.112.062.021.971.92194.383.523.132.902.742.632.542.482.422.382.312.232.162.112.072.031.981.931.88204.353.493.102.872.712.602.512.452.392.352.282.202.122.082.041.991.951.901.84214.323.473.072.842.682.572.492.422.372.322.252.182.102.052.011.961.921.871.81224.303.443.052.822.662.552.462.402.342.302.232.152.072.031.981.941.891.841.78234.283.423.032.802.642.532.442.372.322.272.202.132.052.011.961.911.861.811.76244.263.403.012.782.622.512.422.362.302.252.182.112.031.981.941.891.841.791.73254.243.392.992.762.602.492.402.342.282.242.162.092.011.961.921.871.821.771.71304.173.322.922.692.532.422.332.272.212.162.092.011.931.891.841.791.741.681.62404.083.232.842.612.452.342.252.182.122.08.2.001.921.841.791.741.691.641.581.51604.003.152.762.532.372.252.172.102.041.991.921.841.751.701.651.591.531.471.391203.923.072.682.452.292.182.092.021.961.911.831.751.661.611.551.501.431.351.25∞3.843.002.602.372.212.102.011.941.881.831.751.671.571.521.461.391.321.221.00S o u r c e :B i o m e t r i k a T a b l e s f o r S t a t i s t i c i a n s (1966),v o l u m e 1,3r d e d n .R e p r i n t e d w i t h p e r m i s s i o n o f O x f o r d U n i v e r s i t y P r e s s .T a b l e A 2.4U p p e r 1%c r i t i c a l v a l u e s f o r F -d i s t r i b u t i o nD e g r e e s o f f r e e d o m f o r n u m e r a t o r (m )1234567891012152024304060120∞D e g r e e s o f F r e e d o m f o r d e n o m i n a t o r (T −k )14,0525,0005,4035,6255,7645,8595,9285,9826,0236,0566,1066,1576,2096,2356,2616,2876,3136,3396,366298.599.099.299.399.399.399.499.499.499.499.499.499.599.599.599.599.599.599.5334.130.829.528.728.227.927.727.527.327.227.126.926.726.626.526.426.426.226.1421.218.016.716.015.515.215.014.814.714.514.414.214.013.913.813.713.713.613.5516.313.312.111.411.010.710.510.310.210.19.899.729.559.479.389.299.209.119.02613.710.99.789.158.758.478.268.107.987.877.727.567.407.317.237.147.066.976.88712.29.558.457.857.467.196.996.846.726.626.476.316.166.075.995.915.825.745.65811.38.657.597.016.636.376.186.035.915.815.675.525.365.285.205.125.034.954.86910.68.026.996.426.065.805.615.475.355.265.114.964.814.734.654.574.484.404.311010.07.566.555.995.645.395.205.064.944.854.714.564.414.334.254.174.084.003.91119.657.216.225.675.325.074.894.744.634.544.404.254.104.023.943.863.783.693.60129.336.935.955.415.064.824.644.504.394.304.164.013.863.783.703.623.543.453.36139.076.705.745.214.864.624.444.304.194.103.963.823.663.593.513.433.343.253.17148.866.515.565.044.704.464.284.144.033.943.803.663.513.433.353.273.183.093.00158.686.365.424.894.564.324.144.003.893.803.673.523.373.293.213.133.052.962.87168.536.235.294.774.444.204.033.893.783.693.553.413.263.183.103.022.932.842.75178.406.115.194.674.344.103.933.793.683.593.463.313.163.083.002.922.832.752.65188.296.015.094.584.254.013.843.713.603.513.373.233.083.002.922.842.752.662.57198.195.935.014.504.173.943.773.633.523.433.303.153.002.922.842.762.672.582.49208.105.854.944.434.103.873.703.563.463.373.233.092.942.862.782.692.612.522.42218.025.784.874.374.043.813.643.513.403.313.173.032.882.802.722.642.552.462.36227.955.724.824.313.993.763.593.453.353.263.122.982.832.752.672.582.502.402.31237.885.664.764.263.943.713.543.413.303.213.072.932.782.702.622.542.452.352.26247.825.614.724.223.903.673.503.363.263.173.032.892.742.662.582.492.402.312.21257.775.574.684.183.863.633.463.323.223.132.992.852.702.622.532.452.362.272.17307.565.394.514.023.703.473.303.173.072.982.842.702.552.472.392.302.212.112.01407.315.184.313.833.513.293.122.992.892.802.662.522.372.292.202.112.021.921.80607.084.984.133.653.343.122.952.822.722.632.502.352.202.122.031.941.841.731.601206.854.793.953.483.172.962.792.662.562.472.342.192.031.951.861.761.661.531.38∞6.634.613.783.323.022.802.642.512.412.322.182.041.881.791.701.591.471.321.00S o u r c e :B i o m e t r i k a T a b l e s f o r S t a t i s t i c i a n s (1966),v o l u m e 1,3r d e d n .R e p r i n t e d w i t h p e r m i s s i o n o f O x f o r d U n i v e r s i t y P r e s s .T a b l e A 2.5C h i -s q u a r e d c r i t i c a l v a l u e s f o r d i f f e r e n t v a l u e s o f αa n d d e g r e e s o f f r e e d o m ,υυ0.9950.9900.9750.9500.9000.7500.5000.2500.1000.0500.0250.0100.00510.000040.000160.000980.003930.015790.10150.45491.3232.7063.8415.0246.6357.87920.010030.020100.050650.10260.21070.57541.3862.7734.6055.9917.3789.21010.59730.071720.11480.21580.35180.58441.2132.3664.1086.2517.8159.34811.34512.83840.20700.29710.48440.71071.0641.9233.3575.3857.7799.48811.14313.27714.86050.41170.55430.83121.1451.6102.6754.3516.6269.23611.07012.83315.08616.75060.67570.87211.2371.6352.2043.4555.3487.84110.64512.59214.44916.81218.54870.98931.2391.6902.1672.8334.2556.3469.03712.01714.06716.01318.47520.27881.3441.6462.1802.7333.4905.0717.34410.21913.36215.50717.53520.09021.95591.7352.0882.7003.3254.1685.8998.34311.38914.68416.91919.02321.66623.589102.1562.5583.2473.9404.8656.7379.34212.54915.98718.30720.48323.20925.188112.6033.0533.8164.5755.5787.58410.34113.70117.27519.67521.92024.72526.757123.0743.5714.4045.2266.3048.43811.34014.84518.5421.02623.33726.21728.300133.5654.1075.0095.8927.0419.29912.34015.98419.81222.36224.73627.68829.819144.0754.6605.6296.5717.79010.16513.33917.11721.06423.68526.11929.14131.319154.6015.2296.2627.2618.54711.03614.33918.24522.30724.99627.48830.57832.801165.1425.8126.9087.9629.31211.91215.33819.36923.54226.29628.84532.00034.267175.6976.4087.5648.67210.08512.79216.33820.48924.76927.58730.19133.40935.718186.2657.0158.2319.39010.86513.67517.33821.60525.98928.86931.52634.80537.156196.8447.6338.90710.11711.65114.56218.33822.71827.20430.14332.85236.19138.582207.4348.2609.59110.85112.44315.45219.33723.82828.41231.41034.17037.56639.997218.0348.89710.28311.59113.24016.34420.33724.93529.61532.67035.47938.93241.401228.6439.54210.98212.33814.04117.24021.33726.03930.81333.92436.78140.28942.796239.26010.19611.68813.09014.84818.13722.33727.14132.00735.17238.07641.63844.181249.88610.85612.40113.84815.65919.03723.33728.24133.19636.41539.36442.08045.5582510.52011.52413.12014.61116.47319.93924.33729.33934.38237.65240.64644.31446.9282611.16012.19813.84415.37917.29220.84325.33630.43435.56338.88541.92345.64248.2902711.80812.87914.57316.15118.11421.74926.33631.52836.74140.11343.19446.96349.6452812.46113.56515.30816.92818.93922.65727.33632.62037.91641.33744.46148.27850.9932913.12114.25616.04717.70819.76823.56728.33633.71139.08742.55745.72249.58852.3363013.78714.95416.79118.49320.59924.47829.33634.80040.25643.77346.97950.89253.6723517.19218.50920.56922.46524.79729.05434.33640.22346.05949.80253.20357.34260.2754020.70722.16424.43326.50929.05033.66039.33545.61651.80555.75859.34263.69166.7664524.31125.90128.36630.61233.35038.29144.33550.98557.50561.65665.41069.95773.1665027.99129.70732.35734.76437.68942.94249.33556.33463.16767.50571.42076.15479.4905531.73533.57136.39838.95842.06047.61154.33561.66568.79673.31177.38182.29285.7496035.53537.48540.48243.15846.45952.29459.33566.98174.39779.08283.29885.37991.9527043.27545.44248.75851.73955.32961.69869.33477.57785.52790.53195.023100.425104.2158051.17253.54057.15360.39164.27871.14479.33488.13096.578101.879106.629112.329116.3219059.19661.75465.64769.12673.29180.62589.33498.650107.565113.145118.136124.116128.29910067.32870.06574.22277.92982.35890.13399.334109.141118.498124.342129.561135.807140.16912083.82986.90991.56895.705100.627109.224119.335130.051140.228146.565152.214158.963163.670150109.122112.655117.980122.692126.278137.987149.334161.258172.577179.579185.803193.219198.380200152.224156.421162.724168.279174.825156.175199.334213.099226.018233.993241.060249.455255.281250196.145200.929208.095214.392221.809234.580249.334264.694279.947287.889295.691304.948311.361S o u r c e :B i o m e t r i k a T a b l e s f o r S t a t i s t i c i a n s (1966),v o l u m e 1,3r d e d n .R e p r i n t e d w i t h p e r m i s s i o n o f O x f o r d U n i v e r s i t y P r e s s .622AppendixesTable A2.6Lower and upper1%critical values for Durbin–Watson statistick =1k =2k =3k =4k =5 T d L d U d L d U d L d U d L d U d L d U150.81 1.070.70 1.250.59 1.460.49 1.700.39 1.96160.84 1.090.74 1.250.63 1.440.53 1.660.44 1.90170.87 1.100.77 1.250.67 1.430.57 1.630.48 1.85180.90 1.120.80 1.260.71 1.420.61 1.600.52 1.80190.93 1.130.83 1.260.74 1.410.65 1.580.56 1.77200.95 1.150.86 1.270.77 1.410.68 1.570.60 1.74210.97 1.160.89 1.270.80 1.410.72 1.550.63 1.7122 1.00 1.170.91 1.280.83 1.400.75 1.540.66 1.6923 1.02 1.190.94 1.290.86 1.400.77 1.530.70 1.6724 1.04 1.200.96 1.300.88 1.410.80 1.530.72 1.6625 1.05 1.210.98 1.300.90 1.410.83 1.520.75 1.6526 1.07 1.22 1.00 1.310.93 1.410.85 1.520.78 1.6427 1.09 1.23 1.02 1.320.95 1.410.88 1.510.81 1.6328 1.10 1.24 1.04 1.320.97 1.410.90 1.510.83 1.6229 1.12 1.25 1.05 1.330.99 1.420.92 1.510.85 1.6130 1.13 1.26 1.07 1.34 1.01 1.420.94 1.510.88 1.6131 1.15 1.27 1.08 1.34 1.02 1.420.96 1.510.90 1.6032 1.16 1.28 1.10 1.35 1.04 1.430.98 1.510.92 1.6033 1.17 1.29 1.11 1.36 1.05 1.43 1.00 1.510.94 1.5934 1.18 1.30 1.13 1.36 1.07 1.43 1.01 1.510.95 1.5935 1.19 1.31 1.14 1.37 1.08 1.44 1.03 1.510.97 1.5936 1.21 1.32 1.15 1.38 1.10 1.44 1.04 1.510.99 1.5937 1.22 1.32 1.16 1.38 1.11 1.45 1.06 1.51 1.00 1.5938 1.23 1.33 1.18 1.39 1.12 1.45 1.07 1.52 1.02 1.5839 1.24 1.34 1.19 1.39 1.14 1.45 1.09 1.52 1.03 1.5840 1.25 1.34 1.20 1.40 1.15 1.46 1.10 1.52 1.05 1.5845 1.29 1.38 1.24 1.42 1.20 1.48 1.16 1.53 1.11 1.5850 1.32 1.40 1.28 1.45 1.24 1.49 1.20 1.54 1.16 1.5955 1.36 1.43 1.32 1.47 1.28 1.51 1.25 1.55 1.21 1.5960 1.38 1.45 1.35 1.48 1.32 1.52 1.28 1.56 1.25 1.6065 1.41 1.47 1.38 1.50 1.35 1.53 1.31 1.57 1.28 1.6170 1.43 1.49 1.40 1.52 1.37 1.55 1.34 1.58 1.31 1.6175 1.45 1.50 1.42 1.53 1.39 1.56 1.37 1.59 1.34 1.6280 1.47 1.52 1.44 1.54 1.42 1.57 1.39 1.60 1.36 1.6285 1.48 1.53 1.46 1.55 1.43 1.58 1.41 1.60 1.39 1.6390 1.50 1.54 1.47 1.56 1.45 1.59 1.43 1.61 1.41 1.6495 1.51 1.55 1.49 1.57 1.47 1.60 1.45 1.62 1.42 1.64100 1.52 1.56 1.50 1.58 1.48 1.60 1.46 1.63 1.44 1.65Note:T,number of observations;k ,number of explanatory variables(excluding aconstant term).Source:Durbin,J.and Watson,G.S.(1951)Testing for serial correlation in leastsquares regression II Biometrika,38(1--2),159--177.Reprinted with the permission ofOxford University Press.Appendixes623Table A2.7Dickey–Fuller critical values for different significance levels,αSample size T0.010.0250.050.10τ25−2.66−2.26−1.95−1.6050−2.62−2.25−1.95−1.61100−2.60−2.24−1.95−1.61250−2.58−2.23−1.95−1.62500−2.58−2.23−1.95−1.62∞−2.58−2.23−1.95−1.62τμ25−3.75−3.33−3.00−2.6350−3.58−3.22−2.93−2.60100−3.51−3.17−2.89−2.58250−3.46−3.14−2.88−2.57500−3.44−3.13−2.87−2.57∞−3.43−3.12−2.86−2.57ττ25−4.38−3.95−3.60−3.2450−4.15−3.80−3.50−3.18100−4.04−3.73−3.45−3.15250−3.99−3.69−3.43−3.13500−3.98−3.68−3.42−3.13∞−3.96−3.66−3.41−3.12Source:Fuller(1976).Reprinted with the permission of John Wiley&Sons.624AppendixesTable A2.8Critical values for the Engle–Granger cointegration test on regression residuals with no constant in test regressionNumber of variables Samplein system size T0.010.050.1050−4.32−3.67−3.28 2100−4.07−3.37−3.03200−4.00−3.37−3.0250−4.84−4.11−3.73 3100−4.45−3.93−3.59200−4.35−3.78−3.4750−4.94−4.35−4.02 4100−4.75−4.22−3.89200−4.70−4.18−3.8950−5.41−4.76−4.42 5100−5.18−4.58−4.26200−5.02−4.48−4.18 Source:Engle and Yoo(1987).Reprinted with the permission of Elsevier Science.Appendixes625 Table A2.9Quantiles of the asymptotic distribution of the Johansen cointegration rank test statistics(constant in cointegrating vectors only)p−r50%80%90%95%97.5%99%Mean Varλmax1 3.40 5.917.529.2410.8012.97 4.037.0728.2711.5413.7515.6717.6320.208.8613.08313.4717.4019.7722.0024.0726.8114.0219.24418.7022.9525.5628.1430.3233.2419.2323.83523.7828.7631.6634.4036.9039.7924.4829.26629.0834.2537.4540.3043.2246.8229.7234.63734.7340.1343.2546.4548.9951.9135.1838.35839.7045.5348.9152.0054.7157.9540.3541.98944.9750.7354.3557.4260.5063.7145.5544.131050.2156.5260.2563.5766.2469.9450.8249.281155.7062.3866.0269.7472.6476.6356.3354.99λTrace1 3.40 5.917.529.2410.8012.97 4.037.07211.2515.2517.8519.9622.0524.6011.9118.94323.2828.7532.0034.9137.6141.0723.8437.98438.8445.6549.6553.1256.0660.1639.5059.42558.4666.9171.8676.0780.0684.4559.1691.65681.9091.5797.18102.14106.74111.0182.49126.947109.17120.35126.58131.70136.49143.09109.75167.918139.83152.56159.48165.58171.28177.20140.57208.099174.88198.08196.37202.92208.81215.74175.44257.8410212.93228.08236.54244.15251.30257.68213.53317.2411254.84272.82282.45291.40298.31307.64256.15413.35Source:Osterwald-Lenum(1992,table1∗).Reprinted with the permission of BlackwellPublishers.626AppendixesTable A2.10Quantiles of the asymptotic distribution of the Johansen cointegration rank test statistics(constant,i.e.a drift only in VAR and in cointegrating vector)p−r50%80%90%95%97.5%99%Mean Varλmax10.44 1.66 2.69 3.76 4.95 6.650.99 2.042 6.8510.0412.0714.0716.0518.637.4712.42312.3416.2018.6020.9723.0925.5212.8818.67417.6621.9824.7327.0728.9832.2418.2623.47523.0527.8530.9033.4635.7138.7723.6728.82628.4533.6736.7639.3741.8645.1029.0633.57733.8339.1242.3245.2847.9651.5734.3737.41839.2945.0548.3351.4254.2957.6939.8542.90944.5850.5553.9857.1259.3362.8045.1044.931049.6655.9759.6262.8165.4469.0950.2949.411154.9961.5565.3868.8372.1175.9555.6354.92λTrace10.44 1.66 2.69 3.76 4.95 6.650.99 2.0427.5511.0713.3315.4117.5220.048.2314.38318.7023.6426.7929.6832.5635.6519.3232.43433.6040.1543.9547.2150.3554.4634.2452.75552.3060.2964.8468.5271.8076.0752.9579.25675.2684.5789.4894.1598.33103.1875.74114.657101.22112.30118.50124.24128.45133.57101.91158.788131.62143.97150.53156.00161.32168.36132.09201.829165.11178.90186.39192.89198.82204.95165.90246.4510202.58217.81225.85233.13239.46247.18203.39300.8011243.90260.82269.96277.71284.87293.44244.66379.56Source:Osterwald-Lenum(1992,table1).Reprinted with the permission of BlackwellPublishers.Appendixes627 Table A2.11Quantiles of the asymptotic distribution of the Johansen cointegration rank test statistics(constant in cointegrating vector and VAR,trend incointegrating vector)p−r50%80%90%95%97.5%99%Mean Varλmax1 5.558.6510.4912.2514.2116.26 6.2210.11210.9014.7016.8518.9621.1423.6511.5116.38316.2420.4523.1125.5427.6830.3416.8222.01421.5026.3029.1231.4633.6036.6522.0827.74526.7231.7234.7537.5240.0142.3627.3231.36632.0137.5040.9143.9746.8449.5132.6837.91737.5743.1146.3249.4251.9454.7138.0639.74842.7248.5652.1655.5058.0862.4643.3444.83948.1754.3457.8761.2964.1267.8848.7449.201053.2159.4963.1866.2369.5673.7353.7452.641158.5464.9769.2672.7275.7279.2359.1556.97λTrace1 5.558.6510.4912.2514.2116.26 6.2210.11215.5920.1922.7625.3227.7530.4516.2024.90329.5335.5639.0642.4445.4248.4530.1545.68447.1754.8059.1462.9966.2570.0547.7974.48568.6477.8383.2087.3191.0696.5869.35106.56694.05104.73110.42114.90119.29124.7594.67143.337122.87134.57141.01146.76152.52158.49123.51182.858155.40169.10176.67182.82187.91196.08156.41234.119192.37207.25215.17222.21228.05234.41193.03288.3010231.59247.91256.72263.42270.33279.07232.25345.2311276.34294.12303.13310.81318.02327.45276.88416.98Source:Osterwald-Lenum(1992,table2∗).Reprinted with the permission of BlackwellPublishers.。