Introductory Econometrics 1758
Introductory Econometrics 1758
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Your Roll No ~ .
Semester IV
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Instructions for Candidates
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1. Write your Roll No. on the top immediately on receipt of this question paper.
5. Answers may be written either in English or Hindi; but the same medium should
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2. ~~i~1TI"€f~~~~,
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3. ~~~31'cfiWIRtt
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1758 2
1. State whether the following statements are True or False. Give reasons for your
answer.
(i) The assumptions made by the classical linear regression model (CLRM) are
not necessary to compute OLS estimators.
(ii) In the model Yi, = p1 + p2x2 + P3X 3 + Bi, if X2 and X3 are negatively
correlated in the sample and p3 > 0, omitting X 3 from the model will bias
b12 downward [i.e., E(b12) < PJ where b12 is the slope coefficient in the
regression of Y on X2 alone.
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(iv) In the presence of heteroscedasticity, the usual OLS method always
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overestimates the standard errors of estimators.
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(v) The Durbin-Watson d test assumes that the variance of the error term BI is
homoscedastic.
G (3x5=15)
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2. From the annual data for the cement sector for 1990-2022 the following regression
results were obtained for the
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d= 0.86
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Y = index of real output, K = index of real capital input, L = index of real labour
input, t = time or trend.
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(i) Interpret the coefficient of In (K/L) in model 2.
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(ii) What additional information will you need to conduct a goodness of fit test
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(iii) Test that P2 + p3 = 1 i.e the sector faces constant returns to scale.
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(iv) Can we infer that model 1 is better than_ model 2 as it has a higher R2?
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Why?
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P. T.O.
1758 4
RSS = 332.1
Model 2: ln(Y /L) = -0.1 l + 0.18 In (KIL)+ 0.006t
(0.03) (0.05) (0.006)
RSS = 362.04 p value of F test= 0.000 d= 0.86 · .
Y = cll~Fcicfi 3t<ll~'1 cfil <tlilcfiicfi,
~ K = clt~fclcfi ~
~ ~--~-
r.nr;r cfil ft'ilcfiicfi,
~ L = clt~fclcfi
= Wflf
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~ ~ cfiT ~'ilcfiicfi I t -qr ~I
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(ii) ~ ~ ~ 3qgcfi'kll lRt~ cfiB ~ ~ 3fltfcfi7' ffl ~ (lffaRC:fi'l
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ll'lli1cfit<l
ti
t
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/
(v) ~ ~ 2 W-l1f W~ ~ft6Baiu ~ lJ@ i, m 1% ~ ~ 1R ~
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3. Two researchers are investigating the effects of time spent studying on the
examination marks earned by students on a certain course. For a sample of 100
students, they have the examination mark, M, total hours spent studying.
H, hours on primary study. P, and hours spent on revision, R. By definition.
H = P + R. The sample means of H, P, and Rare 100 hours, 95 hours, and 5
hours, respectively and the standard deviations of the distributions of H, P, and
Rare 10.1, 10.1. and 2.1. respectively. Mean examination marks earned by-
1758 5
students are 25. Researcher A decides to regress M on P and R and fits the
following regression :
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(ii) Perform t tests of the significance of the coefficients of P and R in regression
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A.
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(iii) The researcher says that the insignificant coefficient of R is to be expected
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because the students, on average, spent much less time on revision than on
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primary study. Explain whether this assertion is correct.
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(v) Do you think there is a problem with both the regressions? Why/why
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not? (3x5=15)
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.,
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Regression A: M = 45.6 + 0.15 P + 0.21 R
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(iii) ~ cfiT ~ t fcfi 3lR ~ ~ ~ ctr ~ ctr ~ ~ ~
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~ ~ ~ 3fUltFf ctr ~ ~ ~ "CR ~ ~ cfi1f ~ ~I
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ffi fcfi- cfllT ~ GJqT ~ ti G
(iv) c$U S1ffi•1'1-1 ~ ~ ~ m ~ 'e1if ~ ~ ~ ~ ~ 3l'cfiT ctr ~
H
ctr lTURf ~ I
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N
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Explanatory Variables-
R
Se (42.33) (0.127)
(i) How will you test the hypothesis that the impact of an additional Rupee of
Per capita Govt. Expenditure on Health Care is same as the impact of an
additional Rupee of Per Capita GNI on Life expectancy in MODEL 1?
(ii) Show that for MODEL 2 the coefficient of X4 is an unbiased estimator of the
true impact of X4 on Y.
(iii) What are the consequences on the quality of OLS estimates if being a
Democracy or not is an irrelevant variable?
(iv) Which of the parts (i) and (ii) above will you not be able to answer if it was
known -th at the errors are not normally distributed for both MODEL 1 and
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MODEL 2?
(v) How will you construct a 95% confidence interval for the mean predicted
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life expectancy? What determines the width of this interval? (3 x5=15)
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G
H
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x4 : ~ ~ ~• ~ ~ "q"{ "&J?:J ,
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n = 180 mlT
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R
P. T. 0.
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8
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-23.659 + .982X - 0.657X3 + .000472X4 + .00033X5 + 782X6
2
Se (42.33) (0.127)
~el 61~+11--lcfi ~.
"CR~~ ~~?
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~.:rn--ma- ~~~~-m~~ 1 ~~ 2 ~~~-Fc«lfra
~ cfit '3l@t ~?
aram:r
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(v) 3lN ~ ~ ~ 61~4'1Fk, .....-im ~ ~ 95% Fcl:1c11~a1 cfit ~ cITTJ
~? ~ aram:r cfit ~ ~ ~ ~ ~?
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5. The following model was estimated for United States from 1998 to 2021:
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H
Yi:= 10.078 - 10.337Dr - 17.549 ( __!) +
\xt 38.173Dr(2_)
Xe
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D = 1 for 1998-2005
= 0 if otherwise
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(i) What are the estimated equations of the Phillips curve for two periods 1998-
2005 & 2006-2021?
(iii) Suppose the error component of the model is distributed as an AR(l) scheme.
How would you test for the presence of serial correlation in the model?
(iv) One of the researchers thinks that the following model would be appropriate
for the relation between Y and X.
How can a test for the presence of serial correlation be performed for this
model?
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Yi_- = P1 + P2 (;J + Et
and tests have concluded that 1;;. suffers from AR(l ). How would you
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use Generalized Least Squares (GLS) to · correct for the problem of
autocorrelation? (3x5=15)
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1998 ~ 2021 ~ ~ ~ 314'1Rcfi1 ~
G
~ A ....... !B~a ~ q;r ~ ~
~~=
H
G) + 38.173Dt(;t)
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~ = ~ dl<l\l'l•ll{I ~
1998-2005 ~ ~ ~
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P.TO.
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(i) 1998 - 2005 3lt{ 2006 - 2021 cfit <TT ~ <:Ti" ~ fq:,~lkl qs'fi <:Ti" ~j"'tlf.:h-1
,e'4lcfi(OI ~ -~?
mm
-g,
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3lk ~ ~ ~ ~cfilii-11 -g ~ i::, AR(l) ~~~I ~:~ cfit ~
ctTI" <51cf> ~ <:Ti" ~ 3Wl <01+11;:;ql'l'a ~ ~ (GLS) q;r ~ cITTr ~?
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6; The wage rate per month (in$) for 50 employees (25 males and 25 females) was
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regressed on education (in years), experience (in years), Age (in years) and a
dummy variable which takes value 1 for males and 0 otherwise.
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(i) Test for equality of variances of male and female wages if the sample variance
of wages for males is 23,589 $2 and females is 19,382 $2•
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(iv) Describe a specification that can be used to model a conjecture that increase
in age from 25 to 26 years will have more impact on wages than if the age
increased from 50 to 51. How will you test this conjecture?
(v) How will the estimates of the regression coefficients change if another
researcher using the same data takes a dumm.y for females DUMMY_ FEM
which is 1 for females and O otherwise? (3x5=15)
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(383) (31.7) (13.0) (7.69) (147)
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(i) ~ 3ffi ~aTT cfi" _i@., cfi" 3@< ~ ,(-14fl•·k11 cfi" ~ ~ ~ ~ ~
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cfi" ~ ~ "cfiT ~ 3@< 23,589 $ 2
3ffi ~aTT cfi" ~ 19,382 $2 ~I
(ii) ~ ~ 3ffi ~ cfi4-i11Rm· cfi" iRFf ~-u'Ra:lcfilq ~ ~ ~ ~?
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(iii) 7ffi k!Pl<ntl cfiT cfUR" ~ ~ "3-q"~ ~ cfi" ~ ~ '1JT ~ t Ffi"
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iRFf 'qz fm&lT "cfiT ~ &... cfi" >ITTf '(-lelG-il!Tlcl. t?. 3tfq ml '(-lelG-1:filclctl ~ ~r'Ra:lcfilq
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~ "cfiT ~ ~ ~?
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1758 12
7. Two individuals fit earnings functions relating EARNINGS (Salary earned per
year) to S (number of years of school education). The first individual does it
correctly and obtains the result :
S; = I 2.29 + o:070EARNINGS; + Wi
p- value (.025) (.028)
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Explain why this equation is different from that fitted by the first individuals.
(ii) Prove that the r2 obtained from these two regressions will be the same.
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(iii) Find the value of r2•
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(iv) An expert suggests to the first individual that by excluding experience (EX)
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from her regression, she will not obtain unbiased estimator of the coe_fficient
of S. Explain with proof that the expert is correct.
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(v) An expert recommends that the researchers should test for heteroscedasticity
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using the White's General test for a model with Earnings as the dependent
variable and both S (number of years of school education) and EX (number
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to be 0.003. She also found using Park's test that the p value of the coefficient
of In Si) was 0.00042. How can she use this information to run a Weighted
Least Square model? (3x5=15)
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1758
13
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p- value (.025) (.028)
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(i) ~ ~ ~ ~ ~ oljf<i-i-i qi'{ffl -g
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EARNING S. = -175.57 + 14.29 S + s.
I G I I
fcfi-.~~~#1 -mt,
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14
1758
Example
Pr(O :S Z :S 1.96) = 0.4750
Pr(Z :2: 1.96) = 0.5 -·0.4750 ""0.025
z
0 .1.%
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.07 .08 ..09
.02 .03 .04 .05 .06
z .00 .01
.0199 .0239 .0279 .0319 .0359
.0000 .0040 .0080 .0120 .0160
.0753
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0.0 .0557 .0596 .0636 .0675 .0714
.0398 .0438 .0478 .0517 ,1103 .1141
0.1 .0948 .0987 .1026 .1064
.0793 .0832 .0871 .0910 .1517
0.2 .1331 .1368 .1406 .1443 .1480
-.1217 .1255 .1293
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0.3 .1179 .1772 .•1808 .1844 .1879
.1591 .1628 .1664 .1700 .1736
0.4 .1554 .2088 .2123 .2157 .2190 .2224
.1950 .1985 .2019 .2054
0.5 .1915
.2324 .2357 .2389
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.2422 .2454 .2486 .2517 .2549
0.6 .2257 .2291 .2764 .2794 .2823 .2852
.2611 .2642 .2673 .2704 .2734
0.1· .2580 .3051 .3078 .3106 .3133
.2995 .3023
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.2881 .2910 ;2939 .2967 .3389
0.8 .3264 .3289 .3315 .3340 .3365
.3159 .3186 .3212 .3238 .3621
0.9 .3508 .3531 ,3554· .3577 .3599
.3485
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518 APPENDIXES
Entry Is area A under the standard normal curve from _,., to Z(A)
=<-")
z .00 .01 .02 .03 .04 .05 .06 .07 .08 .09
.0. .5000 .5040 .5080 .5120 .5160 , .5199 .5239 .5279 .5319 .5359
.1 .5398 .5438 .5478 .5517 .5557 .5596 .5636 .5675 .5714 .5753
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.2 .5793 .5832 .5871 .5910 .5948 .5987 .6026 .6064 .6103 .6141
.3 .6179 .6217 .6255 ;6293 .6331 .6368 .6406 .6443 .6480 .6517
..4 .6554 .6591 .6628 .6664 .6700 .6736 .6772 .6808 .6844 .6879
.6915 .6950 .6985 .7019 .7054 .7088 .7123 .7157 .7190 .7224
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.5
.6 .7257 .7291 .7324 .7357 .7389 .7422 .7454 .7486 .7517 .7549
.7 .7580 .7611 .7642 .7673 .7704 .7734 .7764 .7794 .7823 .7852
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.8 .7881 .7910 .7939 .7967 .7995 .8023 .8051 .8078 .8106 .8133
.9 .8159 .8186 .8212 .8238 .8264 G .8289 .8315 .8.'340 .8365 .8389
1.0 .8413 .8438 .8461 .8485 .8508 · .8531 .8554 .8577 .8599 .8621
1.1 .8643 .8665 .8686 .8708 .872_9 .8749 .8770 .8790 .8810 .8830
1.2 .8849 .8869 .8888 .8907 .8925 .8944 .8962 .8980 .8997 .9015
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1;3 .9032 .9049 .9066 .9082 .9099 .9115 .9131 .9147 .9162 .9177
1.4 .9192 .9207 .9222 .9236 .9251 .9265 .9279 .9292 .9306 .9319
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1.5 .9332 .9345 .9357 .9370 .9382 .9394 .9406 .9418 .9429 .9441
1.6 .9452 .9463 .9474 .9484 .9495 .9505 .9515 .9525 .9535 .9545
1.7 .9554 .9564 .9573 .9582 .9591 .9599 .9608 .9616 .9625 .9633
1.8 .9641 .9649 .9656 .9664 .9671 .9678 .9686 .9693 .9699 .9706
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1.9 .9713 .9719 .9726 .9732 .9738 .9744 .9750 .9756 .9761 .9767
2.0 .9772 .9778 .9783 .9788 .9793 .9798 .9803 .9808 .9812 .9817
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2.1 .9821 .9826 .9830 .9834 .9838 .9842 .9846 .9850 .9854 .9857
2.2 .9861 .9864 .9868 .9871 .9875 .9878 .9881 .9884 .9887 .9890
2.3 .9893 .9896 .9898 .9901 .9904 .9906 .9909 .9911 .9913 .9916
2.4 .9918 · .9920 .9922 .9925 .9927 .9929 .9931 .9932 .9934 .9936
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2.5 .9938 .9940 .9941 .9943 .9945 .9946 .9948 .9949 .9951 .9952
2.6 .9953 .9955 .9956 .9957 .9959 .9960 .9961 .9962 .9963 .9964
2.7 .9965 .9966 .9967 .9968 .9969 .9970 .9971 .9972 .9973 .9974
2:8 .9974 .9975 .9976 .9977 .9977 .9978. .9979 .9979 .9980 .9981
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2.9 .9981 .9982 .9982 .9983. .9984 .99_8 4 .9985 .9985 .9986 .9986
.9990
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3.0 .9987 .9987 .9987 .9988 .9988 .9989 .9989 .9989 .9990
3.1 .9990 .9991 .99~1 .9991 .9992 .9992 .9992 .9992 .9993 .9993
3.2 .9993 .9993 .9994 .9994 .9994 .9994 .9994 .9995 .9995 .9995
3.3 .9995 .9995 .9995 .9996 .9996 .9996. .9996 .9996 .9996 .9997
3.4 .9997 .9997 .9997 .9997 .9997 .9997 .9997 .9997 .9997 .9998
Selected Percentiles
Cumulative probability A: .90 .95 .975 .98 .99 .995 .999
Z(A): 1.282 1.645 1.960 2.054 2.326 2.576 3.090
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Example
Pr(t > 2.086) .,. 0.025
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1 1.000 3.078. 6.314 12.706 · 31.821 63.657 318.31
2 0.816 1.886 2.920 4.303 6.965 9.925 22.327
3 0.765 1.638 2.353 3.182 4.541 5.841 10.214
4 0.741 1.533 2.132 2.776 3.747 4.604 7.173
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5 0.727 1.476 2.015 2.571 3.365 4.032 5.893
6 0.718 1.440 1.943 2.447 3.143 3.707 5.208
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7 0.711 1.415 1_.895 2.365 2.998 3,499 4.785
8 0.706 1.397 1.860 2.306
G 2.896 3.355 -4.501
9 0.703 1.38;3 1.833 2.262 2.821 3.250 4.297
10 0.700 1.372 1.812 2.228 2.764 3.169 4.144
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11 0.697 1.363 1.796 2.201 2.718 3.106 4.025
12 0.695 1.356 1.782 2.179 2.681 3.055 . 3,930
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520 APPENDIXES
Example
Pr(F > 1.59) • 0.25
Pr(F > 2.42) = 0.10 for d.f. Nj = 10
Pr(F > 3.14) -0.05 andN2 =9
Pr(F > 5.26) = 0.01
d.f. for
denom- d.f. for numerator N1
inator
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~ Pr 1 2 3 4 5 6 7 8 9 10 11 12
·.25 5.83 7.50 8.20 8.58 8.82 8.98 9.10 9.19 9.26 9.32 9.36 9.41
1 .10 39.90 49.50 53.60 55.80 57.20 58.20 58.90 59.40 59.90 60.20 60.50 60.70
JJ
.05 161.00 200.00 216.00 225.00 230.00 234.00 237.00 239.00 241.00 242.00 243.00 244.00
.25 2.57 3.00. 3.15 3.23 3.28 3.31 3.34 3.35 3.37. 3.38 3.39 3.39
2 .10 8.53 9.00 9.16 9.24 9.29 . 9.33 9.35 9.37 9.38 9.39 9,40 9.41
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.05 18.50 19.00 19.20 19.20 19.30 19.30 · 19.40 19.40 19.40 19.40 19.40 19.40
.01 98.50 99.00 99.20 99.20 99.30 99.30 G 99.40 99.40 99.40 99.40 99.40 99.40
.25 2.02 2.28 2.36 2.39 2.41 2.42 2.43 · 2.44 2.44 2.44 2.45 2.45
3 .10 5.54 5.46 5.39 5.34 5.31 5.28 · 5.27 5.25 5.24 5.23 5.22 5.22
.05 10.10 9.55 9.28 9.12 9.01 8.94 8.89 8.85 8.81 8.79 8.76 8.74
H
.01 34.10 30.80 29.50 28.70 28.20 27.90 27.70 27.50 27.30 27.20 27.10 27.10
aoa
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.25 1.81 2.00 2.05 2.06 2.07 2.08 2.08 2.08 2.08 2.08 2.08
4 .10 4.54 4.32 4.19 4.11 4.05 4.01 3.98 3.95 3.94 3.92 3.91 3.90
.05 7.71 6.94 6.59 6.39 8.26 6.16 6.09 6.04 6.00 5.96 5.94 S.91
.01 21.20 18.00 16.70 16.00 15.50 15.20 15.00 14.80 14.70 14.50 14.40 14.40
N
.25 1.69 1.85 1.88 1.89 1.89. 1.89 1.89. 1.89 1.89 1.89 U9 1.89
5 .10 4.06 3.78 3.62 3.52 3.45 3.40 3.37 3.34 3.32 . 3.30 3.28 3.27
.OS
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6.61 5.79 5.41 5.19 5.05 4.95 4.88 4.82 4.77 4.74 4.71 4.68
.01 16.30 13.30 12.10 11.40 11.00 10.70 10.50 10.30 10.20 10.10 9.96 9.89
.25 1.62 1.76 1.78 1.79 1.79 1.78 1.78 1.78 1.77 1.77 1.77 1.77
·a .10 3.78 3.46 3.29 3.18 3.11 3.05 3.01 2.98 2.96 2.94 2.92 2.90
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.05 5.99 5.14 4.76 4.53 4.39 4.28 4.21 4.15 4.10 4.06 4.03 · 4.00
.01 13.70 10.90 9.78 9.15 8.75 8.47 8.28 8.10 7.98 7.87 7.79 7.72
.25 1.57 1.70 1.72 1.72 1.71 1.71 1.70 1.70 1,69 1.69 1.69 1.68
7 .10 3.59 3.26 3.07 2.96 2.88 2.83 2.78 2.75 2.72 2.70 2.68 2.67
R
.05 5.59 4.74 4.35 4.12 3.97 3.87 3.79 3.73 3.68 3.64 3.60 3.57
.01 12.20 9.55 8.45 7.85 7.46 7.19 6.99 6.84 6.72 6.62 6.54 6.47
PA
.25 1.54 1.66 · 1.67 1.66 1.66 1.65 1.64 1.64 1.~ 1.63 1.63 1.62
8 .10 3.46 3.t1 2.92 2.81 2,73· 2.67 2.62 2.59 2.56· 2.54 2.52 . 2.50
.05 5.32 4.46 4.07 3.84 3.69 3.58 3.50 3.44 3.39 3.35 3.31 .3.28
.01 11.30 8.65 7.59 7.01 6.63 6.37 6.18 6.03 5.91 . 5.81 5.73 5.67
..
.25 1.51 1.62 1.63 1.63 1.62 1.61 1.60 1.60 1.59 1.59 1.58 1.58
9 .10 3.36 3.01 2.81 2.69 2.61 2.55 . 2.51 2.47 2.44 2.42 2.40 2.38
.05 5.12 4.26 3.86 3.63 3.48 3.37 3.29 3.23 3.18 3.14 3.10 3.07
.01 10.60 8.02 6.99 6_.42 6.06 5.80 5.61 5.47 5.35 5.26 5.18 5.11
Source: From E. S. Pearson .and H. O. Hartley, eds., Biometrika Tables for StatisticisM, vol. 1, 3rd ed., Table 1 a, Cambridge University .
Press, NewYOik. 1966. Reproducedi:;,J permission ot the editors and trustees ol Bk>mcll1ika.
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d.l. for
d.l. for numerator N1 denom-
inator
15 20 24 30 40 50 60 100 120 200 500 oc Pr Ni
9.49 9.58 9.63 9.67 9.71 9.74 9.76 9.78 9.80 9.82 9.84 9.85 ·.25
61.20 61.70 62.00 . 62.30 62.50 62.70 62.80 63.00 63.10 63.20 63.30 63.30 .10 1
246.00 248.00 249.00 250.00 251.00 252.00 252.00 253.00 253.00 254.00 254.00 254.00 .05
AR
3.41 3.43 3.43 3.44 3.45 3.45 3.46 3.47 3.47 3.48 3.48 3.48 .25
9.42 9.44 9.45 9.46 9.47 9.47 9.47 9.48 ·9.48 9.49 9.49 9.49 .10 2
19.40 19.40 19.50 19.50 19.50 19.50 19.50 · 19.50 19.50 19.50 19.50 19.50 .05
JJ
99.40 99.40 99.50 99.50 99.50 99.50 99.50 99.50 99.50 99.50 99.50 99.50 .01
2.46 2.46 2.46 2.47 2.47 2.47 2.47 2.47 2.47 2.47 2.47 2.47 .25
5.20 5.18 5.18 5.17 5.16 5.15 5.15 · 5.14 5.14 5.14 5.14 5.13 .10 3
U
8.70 8.66 8.64 8.62 8.59 8.58 8.57 8.55 8.55 8.54 8.53 8.53 .05
26.90 26.70 26.60 26.50 26.40 26.40 26.30 26.20 26.20
G 26.20 26.10 26.10 .01
2.08 2.08 2.08 2.08 2.08 2.08 2.08 2.08 2.08 2.08 2.08 2.08 .25
3.87 3.84 3.83 3.82 3.80' 3.80 3.79 3.i'8 3.78 3.77 3.76 3.76 .10 4
5.86 5.80 5.n 5.75 5.72 5.70 5.69 5.66 5.66 5.65 5.64 5.63 .OS
H
14.20 14.00 13.90 13.80 13.70 13.70 13.70 13.60 13.60 13.50 13.50 13.50 .01
AT
1.89 1.88 1.88 1.88 1.88 1.88 1.87 1.87 1.87 1.87 1.87 1.87 .25
3.24 3.21 3.19. 3.17 3.16 3.15 3.14 3.13 3.12 3.12 3.11 3.10 .10 5
4.62 4.56 4.53 4.50 4.46 4.44 4.43 4.41 4.40 4.39 4.37 4.36 .05
9.72 9.55 9.47 9.38 9.29 9.24 9.20 9.13 9.11 9.08 9.04 9.02 .01
N
1.76 1.76 1.75 1.75 1.75 1.75 1.74 1.74 1.74 1.74 1.74 - 1.74 .25
2.87 2.84 2.82 2.80 2.78 2.77 2.76 ?,75 2.74 2.73 2.73 2.72 .10 6
3.94 3.87 3.84 3.81 3.77 3.75 3.74 3.71 3.70 3.69 3.68 3.67
AV
.05
7.56 7.40 7.31 7.23 7.14 7.09 7.06 6.99 6.97 6.93 6.90 6.88 .01
1.68 · 1.67 1.67 1.66 1.66 · 1.66 1.65 1.65 1.65 1.65 1.65 1.65 .25
2.63. 2.59 2.58 2.56 2.54 2.52 2.51 2.50 2.49 2.48 2.48 2.47 .10 7
SH
3.51 3.44 3.41 3.38 3.34 3.32 3.30 3.27 3.27 3.25 3.24 3.23 .05
6.31 6.16 6.07 5.99 • 5.91 5.86 5.82 5.75 5.74 5.70 5.67 5.65 .01
1.62 1.61 1.60 1.60 1.59 1.59 1.59 1.58 1.58 1.58 1.58 1.58 .25
2.46 2.42 2.40 2.38 2.36 2.35 2.34 2.32 2.32 2.31 2.30 · 2.29 .10 8
R
3.22 3.15 3.12 3.08 3.04 2.02 3.01 2.97 2.97 2.95 2.94 2.93 .OS
5.52 5.36 5.28 5.20 5.12 5.07. 5.03 4.96 4.95 4.91 4.88 4.86 .01
PA
1.57 1.56 1.56 1.55 1.55 1.54 1.54 1.53 1.53 1.53 1.53 1.53 .25
2.34 2.30 . 2.28 2.25 2.23 2.22 2.21 2.19 2.18 2.17 2.17 2.16 .10 9
3.01 2.94 2.90 2.86 2.83 2.80 2.79 2.76 2.75 2.73 2.72 2.71 .OS
4.96 4.81 4.73 4.65 4.57 4.52 4.48 4.42 4.40 4.36 4.33 4.31 .01
1758 19
522 APPENDIXES
d.f.for
denom- d.f. for numerator N1
inator
N.i Pr 1 2 3 4 5 6 7 8 9 10 11 12
.25 1.49 1.60 1.60 1.59 1.59 1.58 1.57 1.56 1.56 1.55 1.55 1.54
10 .10 3.29 2.92 2.73 2.61 2.52 2.48 2.41 2.38 2.35 2.~ 2.30 2.28
.05 4.98 4.10 3.71 3.48 3.33 3.22 3.14 3.07 3.02 2.98 2.94 2.91
.01 10.00 7.58 6.55 5.99 5.84 5.39 5.20 5.06 4.94 4.85 4.n 4.71
,, .25
.10
1A7
3.23
1.58
2.86
1.58
2.66
1.57
2.54
1.56
2.45
1.55
2.39
1.54
2.34
1.53
2.30
1.53
2.27
1.52
2.25
1.52
2.23
1.51
2.21
.05 4.84 3.98 3.59 3.36 3.20 3.09 3.01 2.95
AR
2.90 2.85 2.82 2.79
.01 9.65 7.21 6.22 5.67 5.32 5.07 4.89 4.74 4.63 4.54 4.46 4.40
.25 1.46 1.56 1.56 1.55 1.54 · 1.53 1.52 1.51 1.51 1.50 1.50 1.49
12 .10 3.18 2.81 2.61 2.48 2.39 2.33 2.28 2.24 2.21 2.19 2.17 2.15
.95
JJ
4.75 3.89 3.49 3.28 3.11 3.00 2.91 2.85 2.80 2.75 2.72 2.69
.01 9.33 6.93 5.95 5.41 5.06 4.82 4.64 4.50 4.39 4.30 4.22 4.16
.25 1.45 1.55 1.55 1.53 1.52 1.51 1.50 1.49 1.49 1.48 1.47 1.47
U
13 .10 3.14 2.76 2.56 2.43 2.35 2.28 2.23 2.20 2.16 2.14 2.12 2.10
.05 4.67 3.81 3.41 3.18 3.03 2.92G 2.83 2.n 2.71 2.67 2.63 2.60
.01 9.07 6.70 5.74 5.21 4.86 4.62 4.44 4.30 4.19 4.10 4.02 3.96
.25 1.44 1.53 1.53 1.52 . 1.51 1.50 1.49 1.48 1.47 1.46 1.46 1.45
14 .10 3.10 2.73 2.52 2.39 2.31 2.24 2.19 2,15 2.12 2.10 2.08
H
2.05
.05 4.60 3.74 3.34 3.11 2.96 2.85 2.76 2.70 2.65 2.60 2.57 2.53
.01 &.86 6.51 5.56 5.04 4.69 4.46 4.28 4.14 4.03 3.94 3.86 3.80
AT
.25 1.43 1.52 1.52 1.51 1.49 1.48 1.47 1.46 1.46 1.45 1.44 1.44
15 .10 3.07 2.70 2.49 2.36 2.27 2.21 2.16 2.12 2.09 2.06 2.04 2.02
.05 4.54 3.68 3.29 .3.06 2.90 2.79 2.71 2.64 2.59 2.54 2.51 2.48
N
.01 8.68 6.36 5.42 4.89 4.56 4.32 4.14 4.00 3.89 3.80 3.73 3.67
.25 1.42 1.51' 1.51 1.50 1.48 1.47 1.46 1.45 1.44 1.44 ~-44 1.43
16 .10 3.05 2.67 2.46 2.33 2.24 2.18 2.13 2.09 2.06 2.03 2.01 1.99
AV
.05 4.49 3.63 3.24 3.01 2.85 2.74 2.66 2.59 2.54 2.49 2.46 2.42
.01 8.53 6.23 5.29 4.n 4.44 4.20 4.03 3.89 3.78 3.69 3.62 3,55
.25 1.42 1.51 1.50 1.49 1.47 · 1.48 1.45 1.44 1.43 1.43 1.42 1.41
SH
17 .10 3.03 2.64 2.44 2.31 2.22 2.15 2.10 2.06 2.03 2.00 t.98 1.98
.05 4.45 3.59 3.20 2.96 2.81 2.70 2.61 2.55 2.49 2.45 2.41 2.38
.0t 8.40 6.11 5.18 4.67 4.34 4.10 3.93 3.79 3.68 3.59 3.52 3.46
.25 1.41 1.50 1.49 1.48 1.46 1.45 1.44 1.43 1.42 1.42 1.41 1.40
R
18 .10 3.01 2.62 2.42 2.29 2.20 2.13 2.08 2.04 2.00 · 1.98 1.96 1.93
.05 4.41 3.55 3.16 2.93 2.n 2.66 2.58 2.51 2.46 2.41 2.37 2.34
PA
.01 8.29 6.01 5.09 4.58 4.25 4.01 3.84 3.71 3.60 3.51 3.43 3.37
.25 1.41 1.49 1.49 1.47 1.46 1.44 1.43 1.42 1.41 1.41 1.40 1.40
19 .10 2.99 2.61 2.40 2.27 2.18 2.11 2.06 2.02. 1.98 1.96 1.94 1.91
.05 4.38 3.52 3.13 2.90 2.74 2.63 2.54 2.48 2.42 2.38 2.34 2.31
.Qt 8.18 5.93 S.01 4.50 4.17 3.94 3.77 3.63 3.52 3.43 3.36 3.30
.25 1.40 1.49 1.48 1.46 1.45 1.44 1.43 1.42 1.41 1.40 1.39 1.39
20 .10 2.97 2.59 2.38 2.25 2.16 2.09 2.04 2.00 1.96 1.94 1.92 1.89
.05 4.35 3.49 3.10 2.87 2.71 2.60 2.51 2.45 2.39 2.35 2.31 2.28
.01 8.10 5.8S 4.94 4.43 4.10 3.87 3.70 3.56 3.46 3.37 3.29 3.23
P.TO.
20
...
1758
d.f. for
d.f. for numerator N1 denom-
inator
15 20 24 30 40 50 60 100 120 200 500 00 Pr N-l
1.53 1.52 1.52 1.51 1.51 1.50 1.50 1.49 1.49 1.49 1.48 1.48 .25
2.24 2.20 2.18 2.16 2.13 · 2.12 2.11 2.09 2.08 2.07 2.06 2.06 .10 10
2.85 2.77 2.74 2.70 2.66 2.64 2.62 2.59 2.58 2.56 2.55 2.54 .OS
4.56 4.41 4.33 4.25 4.17 4.12 4.08 4.01 4.00 3.96 3.93 3.91 .01
1.50 1.49 1.49 1.48 1.47 1.47 1.47 1.46 1.46 1.46 1.45 1.45 .25
2.17 2.12 2.10 2.08 2.05 2.04 2.03 2.00 2.00 1.99 1.98 1.97 .10 11
2.72 2.65 2.61 2.57 2.53 2.51 2.49 2.46 2.45 2.43 2.42 2.40 .05
AR
4.25 4;10 4.02 3.94 3.86 3.81 3.78 3.71 3.69 3.66 3.62 3.60 .01
1.48 1.47 1.46 · 1.45 1.45 1.44 1.44 1.43 1.43 1.43 1.42 1.42 .25
2.10 2.06 2.04 2.01 1.99 1.97 1.96 1.94 1.93 1.92 1.91' 1.90 .10 12
JJ
2.62 2.54 2.51 2.47 2.43 2.40 2.38 2.35 2.34 2.32 2.31 2.30 .05
4.01 3.86 3.78 3.70 3.62 3.57 3.54 3.47 3.45 3.41 3.38 3.36 .01
1.46 1.45 1.44 1.43 1.42 1.42 1.42 1.41 1.41 1.40 1.40 1.40 .25
U
2.05 2.01 1.98 1.96 ' 1.93 1.92 1.90 1.88 1.88 1.86 1.85 1.85 .10 13
2.53 2.46 2.42 2.38 2.34 2.31 2.30 2.26 2.25 G 2.23 2.22 2.21 .05
3.82 3.66 3.59 3.51 3.43 3.38 3.34 3.27 3.25 3.22 3.19 3.17 .01
1.44 1.43 1.42 1.41 1.41 1.40 1.40 1.39 1.39 1.39 1.38 1.38 .25
2.01 1.96 1.94 1.91 1.89 1.87 1.86 1.83 1.83 1.82 1.80 1.80 .10 14 ·
H
2.46 2.39 2.35 2.31 2.27 2.24 2.22 2.19 . 2.18 2.16 2.14 2.13 .05
3.66 3.51 3.43 3.35 3.27 3.22 3.18 3.11 3.09 3.06 3.03 3.00 .01
AT
1.43 1.41 1.41 1.40 1.39 1.39 1.38 1.38 1.37 1.37 1.36 1.36 .25
1.97 1.92 1.90 1.87 1.85 1.83 1.82 1.79 1.79 1.77 1.76 1.76 .10 15
2.40 2.33 2.29 2.25 2.20 2.18 2.16 2.12 2.11 2.10 2.08 2.07 .05
N
3.52 3.37 3.29 3.21 3.13 3.08 3.05 2.98 2.96 2.92 2.89 2.87 .01
1.41 1.40 1.39 1.38 1.37 1.37 1.36 1.36 1.35 1.35 1.34 1.34 .25
1.94 1.89 1.87 1.84 1.81 1.79 1.78 1.76 1.75 1.74 1.73 1.72 .10 16
AV
2.35 2.28 2.24 2.19 2.15 . 2.12 2.11 2.07 2.06 2.04 2.02 2.01 .05
3.41 3.26 3.18 3.10 3.02 2.97 2.93 2.86 2.84 _2.81 2.78 2.75 .01
1.40 1.39 1.38 1.37 1.36 1.35 1.35 1.34 1.34 1.34 1.33 1.33 .25
1.84 1.81 1.78 1.76 1.75 1.73 · 1.72 1.71 1.69 1.69 .10 17
SH
1.91 1.86
2.31 2.23 2.19 2.15 2.10 2.08 2.06 2.02 2.01 1.99 1.97 1.96 .05
3.31 3.16 3.08 3.00 2.92 2.87 2.83 2.76 2.75 2.71 2.68 2.65 .01
1.39 1.38 1.37 1.36 1.35 1.34 1.34 1.33 1.33 1.32 1.32 1.32 .25
R
1.89 1.84 1.81 1.78 1.75 1.74 1.72 1.70 1.69 1.68 1.67 1.66 .10 18
2.27 2.19 2.15 2.11 2.06 2.04 2.02 1.98 1.97 1.95 1.93 1.92 .05
2.62 2.59 2.57 .01
PA
524 APPENDIXES
1.47
4
1.45
5
1.44
6
1.42 1.41
7 8
1.40
9
1.39
10
1.39
11
1.38
12
AR
2.04 1.98 1.94 1.91 1.88 1.85
.OS 4.26 3.40 3.01 2.78 1.83
2.62 2.51 2.42 2.36 2.30 2.25 2.21
.01 7.82 5.61 4.72 2.18
4.22 3.90 3.67 3.50 3.36 3.26 3.17 3.09 3.03
.25 1.38 1.46 1.45 1.44 1.42 1.41 1.39 1.38 1.37 1.37 1.36 1.35
26 .10 2.91
JJ
2.52 2.31 2.17 2.08 2.01 1.96 1.92 1.88 1.86 1.84 1.81
.05 4.23 3.37 2.98 2.74 2.59 2.47 2.39 2.32 2.27 2.22 2.18 2.15
.01 7.72 5.53 4.64 4.14 3.82 3.59 3.42 3.29 3.18 3.09 3.02 2.96
U
.25 1.38 1.46 1.45 1.43 1.41 1.40 1.39 1.38 1.37 1.36 1.35 1.34
28 .10 2.89 2.50 2.29 2.16 2.06 2.00
G 1.94 1.90 1.87 1.84 1.81 1.79
.05 4.20 3.34 2.95 2.71 2.56 2.45 2.36 2.29 2.24 2.19 2.15 2.12
.01 7.64 5.45 4.57 4.07 3.75 · 3.53 3.36 3.23 3.12 3.03 2.96 2.90
.25 1.38 1.45 1.44 1.42 1.41 1.39 1.38 1.37
H
30 1.36 1.35 1.35 1.34
.10 2.88 2.49 2.28 2.14 2.05 1.98 1.93 1.88 1.85 1.82 1.79 1.n
.05 4.17 3.32 2.92 2.69 2.53 2.42 2.33 2.27 2.21 2.16
AT
.05 4.08 3.23 2.84 2.61 2.45 2.34 2.25 2.18 2.12 2.08 2.04 2.00
.01 7.31 5.18 4.31 3.83 3.51 3.29 3.12 2.99 2.89 2.80 2.73 2.66
.25 1.35 1.42 1.41 1.38 ·1.37 1.35 1.33 1.32 1.31
AV
3.89 3.04 2.65 2.42 2.26 2.14 2.06 1.98 1.93 1.88 1.84 1.80
.01 6.76 4.71 3.88 3.41 3.11 2.89 2.73 2.60 2.50 2.41 2.34 2.27
.25 1.32 1.39 1.37 1.35 1.33 1.31 1.29 1.28 1.27 1.25 1.24 1.24
00 .10 2.71 2.30 2.08 1.94 1.85 1.n 1.72 1.67 1.63 1.60 1.57 1.55
.05 3.84 3.00 2.60 2.37 2.21 2.10 2.01 1.94 1.88 1.83 1.79 1.75
.01 6.63 4.61 3.78 3.32 3.02 2.80 2.64 2.51 2.41 2.32 2.25 2.18
PT.O.
1758 22
d.l. lor
d.f. for numerator N1 denom-
lnator
50 60 100 120 200 500 co Pr ~
15 20 24 30 40
AR
1.29 1.28 1.28 1.27 1.27 1.26 .25
1.35 1.33 1.32 1.31 1.30 1.29
1.57 1.56 1.54 1.53 .10 24
1.78 1.73 1.70 1.67 1.64 1.62 1.61 1.58
1.84 1.80 1.79 1.77 1.75 1.73 .05
2.11 2.03 1.98 1.94- 1.89 1.86
2.40 2.33 2.31 2.27 2.24 2.21 .01
2.89 2.74 2.66 2.58 2.49 2.44
JJ
1.28 1.26 1.26 126 1.25 1.25 .25
1.34 1.32 1.31 1.30 1.29 1.28
1.55 1.54 1.53 1.51 1.50 .10 26
1.76 1.71 1.68 1.65 1.61 1.59 1.58
1.80 1.76 1.75 1.73 1.71 1".~9 .05
1.82
U
2.07 1.99 1.95 1.90 1.85
'2.36 2.33 2.25 2.23 2.19 2.16 2.13 .o1
2.81 2.66 2.58 2.50 2.42
1.25 1.25 1.24 1.24 .25
1.33 1.31 1.30 1.29 1.28
1.59
1.27
1.57
1.27
1.56
1.26
1.53 1.52
G
1.50 1.49 1.48 .10 28
1.74 1.69 1.68 1.63
1.79 1.77 1.73 1.71 1.69 1.67 1.65 .05
2.04 1.96 1.91 1.87 1.82
2.19 2.17 2.13 2.09 2.06 .01
H
2.75 2.60 2.52 2.44 2.35 2.30 2.26
1.26 1.25 1.24 1.24 1.23 1.23 .25
1.32 1.30 1.29 1.28 1.27 1.26
1.46 .10 30
AT
526 APPENDIXES
Example
Pr{,c- > 10.85) = 0.95
Pr{,c- > 23.83) - 0.25 ford.f. = 20
Prfa,2 > 31.41) - 0.05
0 x'
.995 .990 .975 .950 .900
1 392704 X 10-10 157088 X 10-9 982069 X 10-9
2 .0100 393214 X 10-8 .0158
3 .0201 .0506
.0717 .1026 .2107
4 .1148 .2158
.2070 .2971 .3518 .5844
.4844 .7107
5 .4117 1.0636
.5543 .8312
6 .6757 1.1455 1.6103
7 .8721 1.2373
.9893 1.6354 2.2041
1.2390 1.6899
8 1.3444 2.1674 2.8331
1.6465 2.1797
9 2.7326
AR
1.7349 2.0879 3.4895
2.7004 3.3251
10 2.1559 4.1682
2.5582 3.2470
11 2.6032 3.9403 4.8652
3.0535 3.8158
12 3.0738 4.5748 5.5778
3.5706 4.4038
13 3.5650 5.2260 6.3038
4.1069 5.0087
14 5.8919
JJ
4.0747 4.6604 7.0415
5.6287 6.5706 7.7895
15 4.6009 5.2294 6.2621
16 5.1422 7.2609 8.5468
5.8122 6.9077 7.9616
17 5.6972 9.3122
6.4078
U
18 7.5642 8.6718
6.2648 7.0149 10.0852
19 8.2308 9.3905
6.8440 7.6327 10.8649
8.9066 10.1170
20 11.6509
21
7.4339
8.0337
8.2604
8.8972
G 9.5908
10.2829
10.8508
11.5913
12.4426
22 8.6427 13.2396
9.5425 10.9823 12.3380
23 9.2604 14.0415
10.1957 11.6885
24 13.0905 14.8479
H
9.8862 10.8564 12.4011
25 13.8484 15.6587
10.5197 11.5240 13.1197
26 11.1603 14.6114 16.4734
12.1981 13.8439
AT
22.1643 24.4331
so 27.9907 29.7067
26.5093 29.0505
60 32.3574 34.7642 37.6886
35.5346 37.4848 40.4817
70 43.1879 46.4589
43.2752 45.4418 48.7576
AV
P.TO.
PA
1758
24 -
APPENDIX E: STATISTICAL TABLES 527
AR
10.1653 27.4884 30.5779 32.8013
18.2451 22.3072 24.9958 34.2672
11.0365 14.3389 26.2962 28.8454 31.9999
15.3385 19.3688 23.5418 33.4087 35.7185
11.9122 24.7690 27.5871 30.1910
12.7919 16.3381 20.4887 34.8053 37.1564
25.9894 28.8693 31.5264
13.6753 17.3379 21.6049 32.8523 36.1908 38.5822
22.7178 27.2036 30.1435
18.3376
JJ
14.5620 34.1696 37.5662 39.9968
23.8277 28.4120 31.4104 41.4010
15.4518 19.3374 32.6705 35.4789 38.9321
20.3372 24.9348 29.6151 40.2894 42.7956
16.3444 3;3.9244 36.7807
21.3370 26.0393 30.8133 44.1813
17.2396 35.1725 38.0757 41.6384
U
22.3369 27.1413 32.0069 45.5585
18.1373 36.4151 39.3641 42.9798
23.3367 28.2412 33.1963
19.0372 40.6465 44.3141 46.9278
29.3389 34.3816 37.6525
24.3366 48.2899
19.9393
20.8434 25.3364 30.4345
31.5284
35.5631
36.7412
38.8852
40.1133
G 41.9232
43.1944
45.6417
46.9630 49.6449 ~
21.7494 26.3363 44.4607 48.2782 50.9933
32.6205 37.9159 41.3372
22.6572 27.3363 45.7222 49.5879 52.3356
33.7109 39.0875 42.5569
28.3362
H
23.5666 46.9792 50.8922 53.6720
34.7998 40.2560 43.7729 66.7659
24.4776 29.3360 59.3417 63.6907
45.6160 51.8050 55.7585 79.4900
33.6603 39.3354 67.5048 71.4202 76.1539
AT
528 APPENDIXES
. 11 0,927
12 0.971
1.324
0.6$8 1,604 0.595 1.928 0.444
1.331
0.812 1.579 0.858 1.864 0.512
2.414 0.243 2.822
2.283 0.316 2,645 0,203 3.005
2.177 0.379 2.50$
-'-
AR
13 1.010 1.340
0.861 1.562 0.715 1.816 0.574
14 l,°'5 2.094 0.44S 2.390 0.328 2.692 0.230
1.350
0.905 1.551 0.767 1.779 0.632 2.985 0.147 3.268
15 I.On 2.030 0.505 2.296 0.389 2.572 0.286 2.8'18 0.200 3.111 0.127
1.361
0.946 1.5-43 0.814 1.750 0.685 1.977 3.360
16 1.106 .0.562 2.220 0.447 2.472 0343 2.721 0.251 2.979
1.371
0.982 1.539 0.857 1.728 0.734 0.175 3.216 0.111 3,"38
17 1.133 1.935 0.615 2.157 0.502 2.388
1.381
1.015 1.536 0.897 1.710 0.779 0.398 2.624 0.304 2,860 0.222
1.900 0.664 2.104 0.5$4 2.318 3.090 0.155 3.304
JJ
18 1.158 1.391
1.046 1.535 0.933 1.698 0.820 0,451 2.S37 0.356 2.757 0.272 2.975
1.872 0.710 2.060 0.603 2.257 0.198 3.184
19 1.180 U011.074 1.536 0.967 1.685 0,859 1,848 0.502 2.461 0.407 2.667 0.321 2.873
0.752 2.023 0.649 2.206 0.549 2.396 0.244 3.073
20 1.201 U11 1.100 1.537 0,998 1,676
0.894 1.828 0.792 1.991 0.892 2.162 0.456 2,589 0,369 2,783 0.290 2.97 ◄
21 1.221 1.420 1.125 1.538 1,026
1.669 0.927 1.812 0.829 1.96,4 0,732
0.595 2.339 0.502 2.521 0.416
◄
2.70 0.336 2.885
U
22 1.239 1.429 1.147 1.541 1.053 2.124 0.637 2.290 0.547 2,460
1.664 0.958 1,797 0.863 1.940 0.461 2.633 0.380 2.806
23 1.257 1.437 1.168 1.543 0.769 2.090 0,677 2.246 0,588
l.078 1.660 0.988 1.785 0.895 t.920 2.407 0.504 2.571 0.424 2.734
24 1.273 1.446 1.188 1.546 1.101 0.804 2.061 0.715 2.208 0.628 2.360
G
1,656 1.013 1.ns 0.925 1.902 0.837 0.545 2.514 0.465 2.670
2S 1.288 1.454 1.208 1.$50 1,123 2,035 0.751 2.174 O.fl66 2.318
1.654 1.038 1.767 0.953 1.886 0.868 0.584 2.464 G:506 2.613
26 1.302 1.461 1.224 1.553 1.143 2.012 0.784 2.144 0.702 2.280
1.652 1,062 1,759 0,979 1.873 0.897 0.621 2.419 0.544 2.560
27 1.316 1,469 1.240 1.5S6 1.162 1.992 0.816 2.117 0.735 2.246
1,651 1.084 1.753 1.004 1.861 0.92S 0.657 2,379 O.S81 2.513
1.974 0.845 2.093 0.767 2.216 0,691
H
28 1.328 1.476 1.255 1.560 1.181 1,650 2.342 0,616 2.470
1.104 1.747 1.028 USO 0.951 1.958
29 1.341 1.483 1.270 1.5$3 1.198 1.6SO 0.874 2.071 0,798 2.188 0.723
1.124 1.743 1.050 1.841 0.975 1.944 2.:!09 0.650 2.431
30 1.352 1.489 t.284 1.567 1.214 1.650 0.900 2.052 0.826 2.164 0.753 2.278 0.682
1.143 1.739 1.071 t.833 0.998 1.931 2.396
AT
31 1.363 1.496 1.297 t.570 1.229 0.926 2.034 0.854 2.141 0.782 2.251
1.650 1.180 1.735 1.090 1.825 1.020 0.712 2.36:l
32 1.373 1.502 1.309 1.574 1.244 1.650 1.920 0.950 2.018 0.879 2.120
1.1n 1.732 1. 109 1.819 1.041 0.810 2.226 0.741 2.333
33 1.383 1.508 1.321 1.577 1.258 1.651 1.909 0.972 2.004 0.904 2.102 0.838
1.193 1.730 1.127 1.813 1.061 1.900 2.203 0.769 2.306
34 1.393, 1.5'4 1.333 t.580 1.271 1.652 0.994 1.991 0.927 2.085 0.861 2.181
1.208 1.728 1.144 1.808 1.080 1.891 0.795 2.281
35 1.402 1.519 1.343 1.584 1.283 1.653 1.015 1.979 0.950 2.069 0.885 2.162
N
39 1.435 1.540 1.382 1.597 1.328 1,658 1.088 1.939 1.029 2.017 0.970 2.098
1.273 1.722 1.218 1.789 1.161 1.859 0.912 2.180
40 1.442 1.544 1.391 1.600 1.338 1.104 1.932 1.047 2.007 0.990 2.085
1.659 1.285 1.721 1.230 1.788 1.175 0.932 2.164
45 1.475 1.566 1.430 1.1115 1.383 1.668 1.336 1.854 1.120 1.924 1.064 1.997 1.008
1.720 1.287 t.776 1,238 1,835 tt89 2.072 0.952 2.149
◄
50 1-~ 1.585 1. 62 1,628 1. 21 ◄
1.67 ◄
1.378 1,721 1.335 1.n1 1,291 1.S22 1.248
1.895 1.139 1.958 1.089 2.022 1.038 2.088
55 1,528 1.601 1.490 t,641 1. 52 1,681 ◄ 1.414 1.724 1,374 1.768 1,334 1.814
◄
1.87S 1.201 1,930 1.156 1,986 1.110
2,04 ◄
SH
85 1.624 1.671 1.600 1.696 1.575 1.453 1.831 1.425 1.861 1,397 1.893
1.369 1.ffl
90 1.635 1.679 1.612 1.703 1.589 1,728
1.721 1.550 1.747 1.525 1,774 1.500
1.568 1.751 1.542 1.776 1,518 1.801
1.801 1.47 ◄ ◄
1.829 1. 48 1.857 1.422 1.888 1,396 1.916
95 1.645 1.687 1.623 1.709 1.602 1.494 1.827 1.489 1.854 1.44S 1.881 1,420
PA
PTO.
26
1758
16 0.098 3.503
17
18
0.138 3.378 o.087 3.557
0.177 3.265 0.123 3,,4,41 0.078
3.603
3A98 0.070 3.842
-.
19 0.220 3.159 0.160 3.335 0.111
0.263 3.063 0200 3.234 0.145 3.395 0.100 3.542 0.083 3.676
20 3.705
0.132 3,448 0.091 3.583 0.058
21 0.307 2.978 0240 3.141 0.182 3.300 0.083 3.619 0.052 3.731
3.211 0.168 3.3SB 0.120 3.495
22 0.349 2.897 0.281 3.057 0.220 3.535 0.076 3.650 0.048 3:753
3.128 0.202 3.272 0.153 3.409 0.110
23 0.391 2.826 0.322 2.979 0.259 0.188 3.327 O.t41 3.454 0.101 3.572 0.070 3.678
0.044 3.773
~
0.239 3.193 3.702 0.041 3.790
24 0.431 2.761 0.362 2.908 0.297 3.053 3.376 0.130 3.494 0.094 3.604 0.065
AR
0.275 3.119 0.221 3251 0.172
25 0.470 2.702 0.400 2.8,44 0.335 2.983 3.420 0.120 3.531 0.087 3.632 0.060 3.724
3.303 0.160
2.919 0.312 3.051 0256 3.179 0.205 3,563 0.081 3.658
26 0.508 2.649 0."38 2.764 0.373 3,349 0.149 3.460 0.112
0.348 2.987 0.291 3.112 0.238 3.233
0.191
27 0.544 2.600 0.475 2.730 0.409 2.859 3.168 0.222 3.283 0.178 3.39'l 0.138 3.495 0.104 3.592 '-
0.383 2.928 0.325 3.050 0.271 3.431 0.129 3.528
28 0.578 2.555 0.510 2.680 0.445 2.805 0.359 2.992 0.305 3.107 0254 3219 0.208 3.327 0.166
2.7S5 0.'18 2.874 3.368 0.156 3.465
29 0.612 =!.515 0.544 2.634 0.479 0286 3.160 0.238 3.266 0.195
JJ
0.451 2.823 0.392 2.937 0.337 3.050 3.309 0.183 3.406
30 0.843 2.477 0.577 2.592 0.512 2.708 2.996 0.317 3.103 0.269 3.208 0.224
2.665 0.484 2.776 0.425 2.887 0.370 3.252 0211 3.348
31 0.674 2.443 0.608 2.553 0.545 0.349 3.050 0.299 3.153 0.253
0.515 2,733 0.457 2.840 0.401 2.946
32 0.703 2.411 0.638 2.517 0.576 2.625 2.899 0.379 3.000 0.329 3.100 0.283
3.198 0.239 3.293
0.546 2.692 0.488 2.796 0.432
33 0.731 2.382 0.668 ·2.484 0.600 2.588 0.267 3.240
U
2.654 0.518 2,754 0.462 2.654 0.409 2.954 0.359 3.051 0.312 3.147
0.575
34 0.758 2.355 0.695 2.454 0.634 2.554 0.492 2.813 0.439 2.910 0.388
3.005 0.340 3.099 0.295 3.190
35 0.783 2.330 0.722 2.425 0.662 2.521 o.eo◄
2.619 0.547 2.716
0.467 2.868 0.417 2.961 0.369 3.053
0.323 3.H2
2.492 0.631 2.586 0.575 2.680 0.520 2.774
36 0£06 2.306 0.748 2.398 0.689
2.464 0.657 2.555 0.602 2.648
G
0.548 2.738 0.495 2.829 0.445 2.920
0.397 3.009 0.351 3.097
0.378 3.054
37 0.831 2.285 0.772 2.374 0.714 0.522 2.792 0.472 2.880 0.424 2.968
0.683 2.$26 0.628 2.614 0.575 2.703
38 0.854 2.265 0.796 2.351 0.739 2.438 o.eoo
2.671 0.549 2.757 0.499 2.843 0.451 2.929 0.404 3.013
0.707 2.499 0.653 2.585
39 0.875 2246 0.819 2.329 0.763 2.413 2.724 0.525 2.808 0.477 2.892 0.430
2.974
H
0.731 2.473 0.878 2.557 0.626 2.641 0.575
40 0.896 2.228 0.840 2.309 0.785 2.391 0.692 2.586 0.644 2.659 0.598 2.733 0.553 2.807
2.367 0.788 2,439 0.740 2.s12
4S 0.988 2.156 0.938 2.225 0.887 2.296 0.838 0.792 2.479 0.747 2.544 0.703
2.610 0.660 2.675
0.927 2.287 0.882 2.350 0.836 2.414
AT
50 1.064 2.103 1.019 2.163 0.973 2.225 0.877 2.396 0.83G 2,454 0.795 2.512 0.754 2.571
1.003 2.225 0.961 2.281 0.919 2.338
S5 1.129 2.082 1.087 2.116 1.045 2.170 0.990 2.278 0.951, 2.330 0.913 2.382 0.874 2.434 0.836 2,487
1.106 2.127 1.068 2.177 1.029 2.227 0.944 2.371 0.908 2.419
'60 1.184 2.031 1,145 2.079 1.124 2.138 1.088 2.183 1.052 2.m 1.016 2.276 0.980 2.323
65 1231 2.006 1.195 2.049 1.160 2.093 1.072 2.232 1.038 2.275 1.005 2.318 0.971 2.362
70 1.272 1.986 1.239 2.026 1.206 2.066
.t.172 2.106 1.139 2.148 1.105 2.189 2.235 1.058 2.275 1.027 2.315
2.195 1.090
N
1.121
1.215 2.080 1.184 2.118 1.153 2.158
75 1.308 1.970 1.277 2.008 1.247 2.043 1.16S 2.165 1.136 2.201 1.106 2.238 1.076 2.275
2.4)24 1.253 2.059 1.224 2.093 1.195 2.129 2.206 1.121 2.241
80 1.340 · 1.957 1.311 1.991 1.283 1205 2.139 1.177 2,172 1.149
1.287 2.040 1.260 2.073 1.232 2.105
85 1.369 1.946 1.342 1.977 1.315 2.009 1.240 2.118 1.213 2.148 1.187 2.179 1.160 2.211
2.025 1.292 2.055 1.266 2.085
90 1.395 1.937 1.369 1.968 1.344 1.995 1.318
AV
1.296 2.068 1.271 2.097 1.247 2.126 1.222 2.156 1.197 2.188
2.012· 1.321 2.040
95 UIS 1.929 1.394 1.956 1.370 1.984 1.345 1.301 2.080 1.277 2.108 1.253 ·2.135 1.229
2.164
1.371 2.000 1.347 2.028 1.324 2.053
100 1.439 1.923 1.416 U-48 1.393 1.974 1.504 1.9.72 1.489 1.989 1.474 2.006 1.458 2.023 1.443 2,040
1.924 1.535 1.940 1.519 1.956
150 1.579 1.892 1.564 1.908 1.550 1.576 1.967 1.565 1.979 1.554 1.991
1.919 1.610 1.931 1.599 1.943 1.588 1.955 -:
200 1.654 1.885 1.643 1.896 1.632 1.908 1.621
SH
Not•: n • number of obH rvalion t, I( • numl>et of elCl)lana lOIY variables .xeluellnll lhe constanl wm.
Soun»:This tablll ls 8" exlenslollof lh8 Ofiglnal l)ull)ln,WalSOII tallle and ts reprodUCed 110111 N. E. Sallin and K. J. Wl\ila, "The Oull>in•Wa1son Teal IOf Settal
Correlalion will\ Exlr- Small Samples or Many Regressors.· Ecooom9frll:a. IIOI. 45. N<Mmber 1977. pp. 1989-96 and as cor~ed by R. W. Faret>rolher,
Economefr/ca, YOL 48, September 1980. p. 1554, Reprinled bV penniSSion ol lhe'Economel lie Socie!Y-
R
PA
Example E.1.
If n::::; 4Qandk' =4,dt = 1.285anddu= 1.721.lf acomputeddvalueislessthan
1.285, there is evidence of positive first-order serial correlation; if it is greater
than 1.721, there is no evidence of positive first-order serial correlation; but if
d lies between the lower and the upper limit, there is inconclusive evidence
regarding the presence or absence of positive first-order seria l correlation.
1758
27
530 APPENDIXES
TABLE E-Sb
SIGNIFICANCE DURBIN-WATSON d STATISTIC: SIGNIFICANCE POINTS OF dL AND du AT 0.01 LEVEL OF
k. • 1 k'•2 k' •3 k'•4 k'•5 k'~ 6
n dL du d, k" • 7 k' c 8 k' •9
du d, dv d, k' • 10
du dL· du dt du d, du d, du dt du dt
6 0.390 1.142 du
7 0.435 1.036 0.294 1.676
8 0.497 1.003 0.345 1.489 0.229
2.102
9 0.554 0.998 0.408 1.389 0.279
10 1.875 0.183 2.433
0.604 1.001 0.468 1.333 0.340
·11 1.733 0.230 2.193 0.150 2,690
0.653 1.010 0.519 1.297 0.396
1.640 0.286 2.030 0.193
12 0.697 1.023 0.569 1.274 0.449 2.453 0.124 2.892
13 1.575 0.339 1.913 0.244 2.280
0.738 1.038 0.816 1.261 0.499 0.164 2.665 0.105 3.053
1.526 0.391 1.826 0.294
14 o.n6 1.054 0.660 1.254 0.547 2.150 0.211 2.490 0.140
2.838 0.090 3.182
1.490 0.441 1.757 0.343
AR
15 0.811 1.070 0.700 1.252 2.049 0.257 2.354 0.183
0.591 1.464 0.488 1.704 ·2.667 0.122 2.981 0.078
16 0.844 1.086 0.737 1.252 0.391 1.967 0.303 2.244 3.287
0.633 1.446 0.532 1.663 0.437 0.226 2.530 0.161 2.817 0.107
17 0.874 1.102 0.772 1.255 1.900 0.349 2.153 0.269 3.101 0.068 3.374
0.672 1.432 0.574 1.630 2.416 0.200 2.681 0.142
11) 0.902 1.118 0.480 1.847 0.393 2.078 2.944 0.094 3.201
0.805 1.259 0.708 1.422 0.313 2.319 0.241 2.566
. 19 0.928 1.132 0.835 1.265 0.613 1.604 0.522 1.803 0.4~ 0.179 2.811 0.127 3.053
0.742 1.415 0.650 1.584 2.015 0.355 2.238 0.282
2.467 0.216 2.697 0.160
JJ
20 0.952 1.147 0.863 1.271 0.561 1.767 0.476 1.963 2.925
0.773 1.411 0.685 1.567 0.396 2.169 0.322 2.381
21 0.975 1.161 0.890 0.598 1.737 0.515 1.918 0.436 0.255 2.597 0.196 2.813
1.277 0.803 1.408 0.718 1.554 2.110 0.382 2.308 0.294
22 0.997 1.174 0.914 0,633 1.712 0.552 1.881 2.510 0.232 2.714
1.284 0.831 1.407 0.748 1.543 0.474 2.059 0.400 2.244
23 1.018 1.187 0.938 1.291 0.687 1.691 0.587 1.849 0.331 2A34 0.268 2.625
o.m 0.510 2.015 0.437 2.188
U
0.858 t.407 1.534 0.698 1.673 0.620 0.368 2,367 0.304 2.548
24 1.037 1.199 0.960 1.298 1.821 0.545 1.977 0.473
0.882 1,407 0.805 1.528 2.140 0.404 2.308 0.340 2.479
25 1.055 1.211 0.981 0.728 1.658 0.652 1.797
1.305 0.906 1.409 0.831 1.523 0.578 1.944 0.507 2.097 0.439
2.255 0.375 2.417
26 1.072 1.222 1.001 1.312
27 1.089 1.233 1.019 t.319
0.928 1.411 0.855 1.518 0.783
0.949 1.413 0.878 1.515
G
0.756 1.645 0.682 1.776 0.610
1.635 0.711 1.759 0.640
t.915 0.540 2.059 0P3 2209
1.889 0.572 2.026 0.505 2.168
0.409 2.362
28 1.104 1.244 1.037 1.325
0.969 1.415 0.900 1.513
0.808 1.626 0.738 1.743 0.li6_? 1.867 0.602 0.441 2.313
0.832 1.618 0.764 1.729"'9 .696 1.997 0.536 2.131 0.473 2.269
29 1.119 1.254 1,054 1.332 1.847 0.630 1.970 0.566
0.988 1.418 0,921 1.512
H
30 1.133 1.263 1.070 1.339 0.855 1.611 0.788 1.718 0.723 2.098 0.504 2.229
1.006 1.421 0.941 1.511 1.830 0.658 1.947 0.595 2,068
31 1.147 1.273 1.085 1.345 0.8n 1.606 0.812 1.707 0.748 1.814 0,533 2.193
1.023 1.425 0.960 1.510 0.684 1.925 0.622 2.041'
32 t.160 1.282 1.100 1,352 0.897 1.601 0.834 1.698 0.562 2.160
AT
37 1.217 1.323 1.165 1,382 1.588 0.932 1.666 0.877 1.749 1.940 0.689 2.037
1.112 1.446 1,058 1.514 0.821 1.836 0.766 1.925
38 1.227 1.330 1.176 1.388 1.004 1.586 0.950 1.662 0.895 0.711 2.018
1.124 1.449 1.072 1.515 1.019 1.742 0.841 1.825 0.787
39 1.237 1.337 1.187 1.585 0.966 1.658 0.913 1.911 0.733 2.001
1.393 1.137 1.4S3 1.085 1.S17 1.73S 0.860 1.816 0.807
40 1.246 1.344 1.198 1.034 1.S84 0.982 1:655 0.930 1.899 0.754 1.98S
AV
1.346 1.534 1.315 1.568 1.283 1.144 1.726 1.108 1.771 1.072
70 1.429 1.485 t.400 1.604 1.251 1.642 1.218 1.817
1.515 1.372 1.546 1.343 1.578 1.680 1.186 1.720 1.153 t.761
75 1.448 1.501 1.422 1.529 1,313 1.611 1.283 1.645 1.253 1.680 1.120 1,802
1.395 t.S57 1.368 1.587 1.340 1.223 1.716 1.192 1.754 1.162
80 1.468 1.S15 1.441 1.541 1.617 1.313 1.649 1.284 1.682 1.792
1.416 1.568 1.390 1.595 1.364 1.256 1.714 1.227 t.748 1.199
85 1.482 1.528 1.458 1.553 1.624 1.338 1.653 1.312 1.783
1.435 1.578 1.411 1.603 1.388 1.683 1.285 1.714 1.259 1.745 1.232 1,777
90 1.496 1.540 1.474 1.563 1.630 1.362 1.657 1.337
R
1.452 1.587 1.429 1.611 1,4011 1.685 1.312 1.714 1.267 1.743
95 I.S10 1.552 1.489 1.573 1.636 1.383 1.661 1.360 1.262 1.n3
1.468 1.596 1.446 1.618 1.687 1.336 1,714 ·l.312 1.741 1.288
100 1.522 1.562 1.503 1.425 1.642 1.403 1.666 1,381 1.769
1.583 1.482 1.604 1.462 1.625 1.690 1.358 1.715 1.336 1.741 1.313
PA
150 1.611 1.637 1.598 1.651 1.441 1.647 1.421 1.670 1.400 1,767
1.584 1.665 1.571 1.679 1.557 1.693 1.378 1.717 1.357 t.741 1.335
200 1.664 1.684 1.653 1.693 1.693 1.543 1.708 1.530 1.722 1.765
1.643 1.704 1.633 1.715 1.623 1.515 1.737 1.501 1.752.
1.725 1.613 1.735 1.603 1.746 1.486 1.767
1.592 1.757 1.582 1.768 1.571
1.779
P. T.O.
28
1758
16 o.oeo 3.446
17 0.084 3.288 0.053 3.508 ....:
3-357
18 0.113 3.148 0.075 3.358 0.047
3.420 0.043 3.601
19 0.145 3.023 0.102 3.227 0.067
0.092 3.297 0.061 3.474 0.038
3.639
20 0.178 2.914 0.131 3.109 0.055 3.521 0.035 3,671 -
AR
0.162 3.004 0,119 3.185 0.084 3.358 3.700
21 0.212 2.817 0.077 3.412 0.050 3.562 0.032
0.148 3.084 0.109 3.252 0.046 3.597 0.029 3.725
22 0.246 2.729 0.194 2.909 3.155 0.100 3.311 0.070 3.459
23 0.281 2.651 0227 2.822
0.178 2.991 0.136 3.501 0.043 3.629 0.027 3.747
0.125 3.218 0.092 3.363 0.065 3.657 0.025 3.766
2.580 0.260 2.744 0.209 2.906 0.165 3.065 3.274 0.085 3.410 0.060 3.538 0.039
24 0.315 0.116
25 0.348 2.517 0.292 2.674 0.240 2.829 0.194 2,982 0.152
3.131
0,141 3,191 0.107 3.325 0.079 3.452o.oss 3.S72 0.036' 3.682
JJ
0.180 3.050 0.100 . 3.371 0.073 3.490 0.051 3.602
0.381 2.460 0.324 2.610 0.272 2.758 0.224 2.90G 3.113 0.131 3.245
26 0.208 2.976 0.167 3.412 0.068 3.524
0.303 2.694 0.253 2.836 0.156 3.169 0.122 3.29-1 0.093
27 0.413 2.409 0.356 2.552 0.237 2.907 0.194 3.040 0.087 3.450
0.444 2.363 0.387 2.499 0.333 2.635 0.283 2.772 2.972 0.182 3.098 0.148 3.220 0.114 3.338
28 0.268 2.843 0.222 0.107 3.379
0.363 2,582 0.313 2.713 0.17t' 3.152 0.137 3.267
U
29 0.474 2.321 0.417 2.451 0.294 2,785 0.249 2.909 0.208 3.032
0.128 3.311
2.283 0.447 2.407 0.393 2.533 0.342 2.659 2.851 0.234 2.970 0.198 3.087 0.160 3.201
30 0.503 2.730 0.277 3.137 0,151 3.246
0.422 2.487 0.371 2.609 0.322 2.912 0.221 3,026 0.184
31 0.531 2.248 0.475 2.367 2.680 0.304 2.797 0:261
0.174 3.184
32 0.558 2.216 0.503 2.330
0.450 2.446 0.399 2.563 0.350
0.477 2.408 0.428 2.520 0.377
G
2,633 0.331 2.746 0.287 2.858
0.248 2.969 0.209 3.078
0.313 2.808 0.272 2.915 0.233
3.022 0.197 3,126
33 0.585 2.187 0.530 2.296 0.-404 2.590 0.357 2.699 3.071
0.503 2.373 0.452 2.481 0.297 2.865 0.257 2.969 0.221
34 0.610 2.160 0.556 2.266 2.550 0.383 2.655 0.339 2.761
0.529 2.340 0,478 :Z.444 0.-430 2,717 0.322 2.818 0.282 2.919
0.244 3.019
35 0.634 2.136 0.581 2.237 2.614 0.364
H
2.410 0.455 2.512 0.409 2,969
2.210 0.554 2.310 0.504 0.347 2.774 0.306 2.872 0.268
36 0.658 2.113 0.605 2.477 0.434 2-576 0.389 2.675
0,$7(1 2.282 o.528 2.379 0.480 0.414 2.637 0,371 2.733 0.330
2.828 0.291 2.923
37 0.680 2.092 0.628 2.1(1& 0.504 2.445 0.458 2.540 0.315 2.879
0.601 2.256 0.552 2.350 0.395 2.694 0.354 2.787
AT
2,117
0.1102 2.002 0.863 2.059 0.825 2.173 0.786 2.227 0.751
2.283 0.716 2.338
55 0.979 1.891 0.940 1.945 2,067 0.857 2.120 0.822
0.786 2.272
0.965 1.96-4 0.929 2.015 0.893 2.123 0.852 2.172 0.819 2.221
. 60 1.037 1.865 1.001 1.91-4 0.953 2.027 0.$19 2.075 0.886
2.172 0.849 2.217
1.020 1.934 0.986 1.980 2.082 0.911 2.127 0.860
85 1.087 1.845 1.053 1.889 1.995 0.974 2.038 0.943
1.911 1.037 1.953 1.005 0.964 2.090 0.934 2.131 0.905
2.172
70 1.131 1.831 1.099 1.870 1.068
AV
Nole; n • runber ol obselllllliCN, I( • oomber of e,qllanat<My variableS e>cducinll lhe conslant t8flll.
- ~ Savin arid While, op. c:il~ t,y ~ ol econome1ric Society.
PA
(3000)