
Общая теория статистики Назаров
.pdf21 |
6,447 |
8,034 |
8,897 |
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8,897 |
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10,283 |
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11,591 |
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13,240 |
15,445 |
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16,344 |
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17,182 |
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20,337 |
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22 |
6,983 |
8,643 |
9,542 |
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9,542 |
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10,982 |
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12,338 |
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14,041 |
16,314 |
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17,240 |
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18,101 |
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21,337 |
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23 |
7,529 |
9,260 |
10,196 |
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10,196 |
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11,688 |
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13,091 |
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14,848 |
17,187 |
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18,137 |
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19,021 |
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22,337 |
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24 |
8,035 |
9,886 |
10,856 |
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10,856 |
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12,401 |
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13,848 |
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15,659 |
18,062 |
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19,037 |
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19,943 |
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23,337 |
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25 |
8,349 |
10,520 |
11,524 |
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11,524 |
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13,120 |
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14,611 |
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16,173 |
18,940 |
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19,939 |
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20,887 |
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24,337 |
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26 |
9,222 |
11,160 |
12,198 |
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12,198 |
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13,844 |
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15,379 |
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17,292 |
19,820 |
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20,848 |
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21,792 |
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25,336 |
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27 |
9,803 |
11,808 |
12,879 |
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12,879 |
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14,573 |
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16,151 |
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18,114 |
20,703 |
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21,749 |
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22,719 |
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26,136 |
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28 |
10,391 |
12,461 |
13,565 |
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13,565 |
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15,308 |
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16,928 |
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18,937 |
21,588 |
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22,657 |
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23,617 |
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27,386 |
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29 |
10,986 |
13,121 |
14,256 |
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14,256 |
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16,047 |
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17,708 |
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19,768 |
22,475 |
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23,567 |
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24,577 |
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28,336 |
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30 |
11,588 |
13,787 |
14,953 |
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14,953 |
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16,791 |
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18,493 |
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20,599 |
23,364 |
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24,478 |
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25,508 |
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29,336 |
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Приложение |
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v |
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Вероятность |
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0,30 |
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0,25 |
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0,20 |
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0,10 |
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0,05 |
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0,025 |
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0,02 |
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0,01 |
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0,005 |
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0,001 |
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1 |
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1,074 |
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1,323 |
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1,642 |
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2,706 |
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3,841 |
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5,024 |
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5,412 |
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6,635 |
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7,879 |
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10,827 |
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4 |
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2 |
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2,408 |
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2,773 |
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3,219 |
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4,605 |
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5,991 |
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7,378 |
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7,824 |
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9,210 |
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10,597 |
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13,815 |
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3 |
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3,665 |
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4,108 |
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4,642 |
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6,251 |
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7,815 |
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9,348 |
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9,837 |
11,345 |
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12,838 |
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16,268 |
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4 |
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4,878 |
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5,385 |
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5,989 |
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7,779 |
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9,488 |
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11,143 |
11,668 |
13,277 |
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14,860 |
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18,465 |
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5 |
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6,064 |
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6,626 |
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7,289 |
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9,236 |
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11,070 |
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12,839 |
13,388 |
15,086 |
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16,750 |
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20,517 |
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6 |
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7,231 |
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7,841 |
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8,558 |
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10,645 |
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12,592 |
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14,449 |
15,033 |
16,812 |
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18,548 |
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22,457 |
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7 |
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8,383 |
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9,037 |
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9,803 |
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12,017 |
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14,067 |
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16,013 |
16,622 |
18,475 |
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20,278 |
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24,322 |
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8 |
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9,524 |
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10,219 |
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11,030 |
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13,362 |
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15,507 |
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17,535 |
18,168 |
20,090 |
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21,955 |
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26,125 |
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9 |
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10,656 |
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11,389 |
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12,242 |
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14,684 |
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16,919 |
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19,023 |
19,679 |
21,666 |
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23,589 |
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27,877 |
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10 |
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11,781 |
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12,549 |
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13,412 |
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15,987 |
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18,307 |
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20,483 |
21,161 |
23,209 |
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25,188 |
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29,588 |
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11 |
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12,899 |
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13,701 |
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14,631 |
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17,275 |
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19,675 |
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21,920 |
22,618 |
24,725 |
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26,757 |
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31,264 |
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401 |
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408 Приложения
Приложение 7
Значения критерия Дарбина — Уотсона при 5% ном уровне существенности (для положительной автокорреляции)1
Число |
v = 1 |
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v = 2 |
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v = 3 |
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наблюдений |
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n |
d1 |
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d2 |
d1 |
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d2 |
d1 |
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d2 |
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15 |
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1,08 |
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1,36 |
0,95 |
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1,54 |
0,82 |
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1,75 |
16 |
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1,10 |
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1,37 |
0,98 |
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1,54 |
0,86 |
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1,73 |
17 |
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1,13 |
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1,38 |
1,02 |
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1,54 |
0,90 |
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1,71 |
18 |
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1,16 |
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1,39 |
1,05 |
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1,53 |
0,93 |
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1,69 |
19 |
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1,18 |
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1,40 |
1,08 |
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1,53 |
0,97 |
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1,68 |
20 |
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1,20 |
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1,41 |
1,10 |
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1,54 |
1,00 |
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1,68 |
30 |
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1,35 |
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1,49 |
1,28 |
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1,57 |
1,21 |
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1,65 |
50 |
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1,50 |
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1,59 |
1,46 |
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1,63 |
1,42 |
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1,67 |
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1 v — число переменных в уравнении регрессии.
Приложение 8 |
409 |
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Значения функции P (λ) |
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Приложение 8 |
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λ |
P |
λ |
P |
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λ |
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P |
0,30 |
1,0000 |
0,80 |
0,5441 |
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1,60 |
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0,0120 |
0,35 |
0,9997 |
0,85 |
4653 |
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1,70 |
|
0062 |
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0,40 |
9972 |
0,90 |
3927 |
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1,80 |
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0032 |
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0,45 |
9874 |
0,95 |
3275 |
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1,90 |
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0015 |
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0,50 |
9639 |
1,00 |
2700 |
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2,00 |
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0007 |
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0,55 |
9228 |
1,10 |
1777 |
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2,10 |
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9003 |
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0,60 |
8643 |
1,20 |
1122 |
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2,20 |
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0001 |
0,65 |
7920 |
1,30 |
0681 |
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2,30 |
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0001 |
0,70 |
7112 |
1,46 |
0397 |
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2,40 |
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0000 |
0,75 |
6272 |
1,50 |
0222 |
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2,50 |
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0000 |
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410 Приложения
Приложение 9
Критические значения коэффициентов автокорреляции (rα) при уровнях значимости α = 0,05 и α = 0,01
Объем выборки, |
Положительные значения |
Отрицательные значения |
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n |
α = 0,05 |
α = 0,01 |
α = 0,05 |
α = 0,01 |
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5 |
0,253 |
0,297 |
–0,753 |
–0,798 |
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6 |
0,345 |
0,447 |
–0,700 |
–0,863 |
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7 |
0,370 |
0,510 |
–0,674 |
–0,799 |
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8 |
0,371 |
0,530 |
–0,625 |
–0,764 |
9 |
0,366 |
0,533 |
–0,593 |
–0,737 |
10 |
0,360 |
0,525 |
–0,564 |
–0,705 |
11 |
0,353 |
0,515 |
–0,539 |
–0,679 |
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12 |
0,348 |
0,505 |
–0,516 |
–0,655 |
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13 |
0,341 |
0,495 |
–0,497 |
–0,634 |
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14 |
0,335 |
0,485 |
–0,479 |
–0,615 |
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15 |
0,328 |
0,475 |
–0,462 |
–0,597 |
20 |
0,299 |
0,432 |
–0,399 |
–0,524 |
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