Gujarati: Basic

Econometrics, Fourth
Edition

Back Matter

Appendix D: Statistical
Tables

© The McGraw−Hill
Companies, 2004

APPENDIX

D

STATISTICAL TABLES

Table D.1

Areas under the standardized normal distribution

Table D.2

Percentage points of the t distribution

Table D.3

Upper percentage points of the F distribution

Table D.4

Upper percentage points of the χ 2 distribution

Table D.5

Durbin–Watson d statistic: Significance points of dL and dU at 0.05 and
0.01 levels of significance

Table D.6

Critical values of runs in the runs test

Table D.7

1% and 5% critical Dickey–Fuller t ( = τ ) and F values for unit root tests

959

4956 .4394 .1628 .1772 .4955 .1064 .1480 .2190 .4989 .4971 .0199 .4332 .3686 .4911 .4986 . the area in the left-hand tail is the same as the area in the corresponding right-hand tail.3577 .4875 .0 0.1217 .5 − 0.4979 .1985 .025 0.2549 .0636 .4441 1.4878 .4987 .3078 .4861 .1950 .4957 .1 2.0948 .3997 .4941 .0398 .4987 .3554 .3980 .3289 .4656 .0080 .95.3770 .4049 .4970 .2422 . Therefore.4370 . .4984 .4177 .5 .4838 .4535 .4986 .3508 .4927 .09 0.96) = 0.1443 .4382 .4582 .4750.1 1.3106 .4980 .4 0.4744 .4474 .4573 .00 .4826 .4988 .3051 .4066 .4909 .2123 . For example.6 0.4968 .4948 .0040 .4608 .0478 .1554 .4599 .4738 .2224 0.4793 .4953 .96 ≤ Z ≤ 0) = 0.4418 .1808 .4929 .1664 .4821 . But since the normal distribution is symmetrical about Z = 0.3531 .1736 .2704 .7 1.3186 .4988 .4987 .0871 .4616 .4803 .1026 .3238 .4319 .2324 .4798 .4147 .3 2.2257 .4857 .0319 .2995 .4207 .9 2.4279 .4545 .3830 .3944 .3643 .4989 .0120 .2734 .4772 .0239 .4699 .2939 .0596 .08 .2088 .1517 .4871 .05 .4664 .3888 .3413 .0753 .4945 .4625 .96) = 0.06 .8 2.4726 .4932 .4972 .4931 .6 1.4890 .2 1.4974 .4750 = 0.4938 .4951 .4192 .03 .4898 .01 .4916 .3790 .0987 .3962 .2357 .3621 1.1844 .4920 .4976 .4131 .2794 ..1293 .4974 .4778 .2454 .4967 .4292 .2389 .0793 .2967 .1591 . 2004 Appendix D: Statistical Tables STATISTICAL TABLES AREAS UNDER THE STANDARDIZED NORMAL DISTRIBUTION Example Pr (0 ≤ Z ≤ 1.3438 .4925 .7 0.2611 .1368 .4484 .4236 . P(−1.4975 .4982 .1406 .3749 .4904 .3 0.0557 .3485 .07 .Gujarati: Basic Econometrics.4761 . Z ≥ 0).4495 .3907 .4990 Note: This table gives the area in the right-hand tail of the distribution (i.4990 .0359 .0714 .2 0.4913 .4934 .4767 .2019 .4906 .4713 .4918 .4901 .4977 .4981 .4834 .3264 .4922 .4964 .4979 .4406 .4812 .1255 .4750 0 Z 1.3389 .4756 .3708 .2673 .3023 .2486 .4564 .2580 .7 2. Fourth Edition 960 APPENDIX D: TABLE D.3849 .4984 .4671 .4985 .0910 .4788 .4959 .2823 .4952 2.02 .2852 .2054 .4452 .0 .1103 .4850 .4962 .4265 .1879 .4649 .4989 .2517 .4750 Pr ( Z ≥ 1.4969 .2157 .4429 .4719 .9 1.4854 .8 1.4082 .3599 .4963 .1915 . P(−1.4463 .4973 .3869 .4982 .4817 2.1 Back Matter © The McGraw−Hill Companies.3133 .9 3.3461 .0 .4949 .3212 .3729 .4842 .4732 .0000 .4015 .4222 .4977 .4943 .2291 .5 .2 2.4591 .0832 .4345 .4808 .4965 .04 .4633 .4693 .4750 .3340 .4454 .0279 .2642 .3665 .2764 .4960 .4881 .4961 .0438 .3159 .4846 .3925 .4 1.4525 .4306 .4357 .3365 .96 ≤ Z ≤ 1.4706 .e.4162 .6 2.4966 .4686 .4830 .2910 .5 .4896 .0517 .4978 .4940 .3315 .1 0.4887 .4893 .0160 .4936 .4750) = 0.1700 .4032 .4251 .4099 .8 0.4884 .1331 .4985 .4864 .3810 .4783 .4868 .4981 .4 2.4505 .4946 .4115 .4515 .3 1.1179 .0675 .4641 .96) = 2(0.0 .2881 .1141 .4678 .96 Z .4983 .

056 2.397 1.539 2.764 2.314 1.771 2.365 3.440 1.208 4.499 3.074 2.706 1.567 2.330 1.746 1. eds.101 2.315 1.747 63. New York.689 0.390 2.160 3.296 1.358 2.408 3.467 25 26 27 28 29 0..729 2.703 1.476 1.763 2.797 3. Pearson and H.602 2.333 1.695 0.090 df Note: The smaller probability shown at the head of each column is the area in one tail.886 1.893 5.485 3.457 2.307 3.069 2.01 0.000 1.179 2.423 2.741 3.042 2.. .365 2.086 2.325 1.686 3.303 1.852 3.711 2.106 3.977 4.692 1.896 2.005 0.131 2.350 1.765 0. Cambridge University Press. Source: From E.821 4.214 7.169 3.740 1.684 0.015 1.700 0.326 2. S.120 2.679 0.895 1.337 1.671 1.10 0.323 1.145 2. Fourth Edition Back Matter © The McGraw−Hill Companies.435 3.930 3.160 2.473 2.479 2. O.704 2.725) = 0.250 5.604 318.610 3.650 2. the larger probability is the area in both tails.02 0.182 2.10 0.617 2.052 2.681 2.579 20 21 22 23 24 0.583 2.921 2.143 2.707 3.306 2.821 6.010 0.415 1.685 1.725 0.683 0.533 6.447 2.505 3.683 0.132 12.289 1.714 1.Gujarati: Basic Econometrics.282 1.718 0.05 Pr (|t| > 1.021 2.232 3.960 2.450 3.060 2.943 1.310 1.527 3.012 2.703 1.055 3.045 2.372 1.314 2.645 2.684 0.297 10 11 12 13 14 0.501 4.687 0.717 1.353 2.816 0.201 2.683 1.080 2.925 5.646 3.528 2.355 3.341 1.093 2.485 2.576 3.467 2.831 2.750 2.316 1.313 1.624 3.31 22.2 STATISTICAL TABLES 961 PERCENTAGE POINTS OF THE t DISTRIBUTION Example Pr (t > 2.638 1.787 15 16 17 18 19 0.841 4.677 0.697 0.032 3.002 1 2 3 4 1.657 9.733 3. Biometrika Tables for Statisticians.421 3.785 4.706 4.860 1.319 1.771 1.706 0.920 2.518 2.691 0.721 1.688 0.898 2.25 0.385 3.05 0.078 1.697 1.833 2.110 2.725) = 0.048 2.779 2.05 0.462 2.819 2.173 5 6 7 8 9 0.998 2.734 1.718 2.756 3.787 2. Reproduced by permission of the editors and trustees of Biometrika.947 2.684 0.658 1.782 1.776 31.327 10.708 1.845 2.694 0.318 1.807 2.025 0.812 1.064 2.228 2.753 1. 1.878 2.328 1.000 0.345 1.396 30 40 60 120 ∞ 0.20 0.552 3.50 0.05 for df = 20 0.725 1.541 3.690 0.025 3.681 0.796 1.571 2.685 0. Hartley. 2004 Appendix D: Statistical Tables APPENDIX D: TABLE D.980 1.321 1. 3d ed.761 2.660 2.500 2. table 12. 1966.552 2.674 1. vol.383 2.303 3.727 0.001 0.10 t 0 Pr 1.686 0.965 4.492 2.686 0.144 4.356 1.701 1.025 Pr (t > 1.311 1.363 1.086) = 0.861 3.684 1.699 2.688 1.262 3.508 2.711 0.

3 2.15 1.37 9.7 2.38 19. table 18.01 1.1 1.26 59.92 4. S.91 5.95 10.62 3.77 2.39 5.01 2.2 230 8.74 9.72 3.54 7.72 1.03 7.10 for df N1 = 10 Pr ( F > 3.94 27.79 13.90 5.4 3.10 .83 39.41 19.63 6.26 1.2 3.39 9.31 9.3 99.4 99.81 27..81 3.08 3.3 3.62 5.26 1.55 1.24 19.67 3.28 5.00 7.55 30.98 6.59 3.1 4 .6 1.25 .00 14.3 Back Matter © The McGraw−Hill Companies.88 3.10 5.69 2.73 1.5 200 8. Fourth Edition 962 APPENDIX D: TABLE D.98 58.35 5.10 .68 3.56 3.45 5.0 3.94 14.63 2.00 4.25 Pr ( F > 2.54 3.8 225 8.05 4.72 3.18 1.15 8.82 57.79 1.85 3.25 .11 4.54 10.34 9.57 3.41 5.5 2..05 6.4 99.78 3.60 6.31 5.92 5.59 12.40 19.01 1.69 3.2 2.67 3.64 2.72 2.1 34.08 3.65 1.52 5.68 6.4 3.62 1.34 9.12 28.0 2.32 6.1 2.01 1.47 1.71 2.14 5.78 1.50 6.47 8 .5 2.98 4.96 1.9 2.80 1.89 27.45 5.22 8.61 16.23 8.07 5.35 1.77 10.86 6.99 1.89 3.53 18.89 3.15 9.25 .39 19. Cambridge University Press.39 9.65 2.4 5 .75 3. New York.76 27.5 1.30 4.58 2.0 99.73 3.36 5.16 15.94 4.29 19.89 3.62 3.5 2.01 4.7 1.35 9.59 5.46 9.66 2.1 1.5 2.0 2.39 8.64 6.18 1.3 1.10 .19 59.54 3.44 3.60 2.47 3.66 2.04 14.01 1.25 .59 16.01 1.40 3.25 8.29 5.28 29.23 9.Gujarati: Basic Econometrics.37 19.91 1.59 2.46 1.34 4. Reproduced by permission of the editors and trustees of Biometrika.29 4.77 2.81 4.90 4.63 2.01 1.26) = 0.27 8.46 8.74 27.3 1.10 .84 1.4 3.26 4.4 99.60 2.73 6.10 .63 2.6 216 8.59) = 0.3 3.36 5.05 .70 2.69 2.05 .08 3.5 3.9 237 9.4 239 9. vol.71 2.84 7.26 15.76 9.31 9.44 5.39 16.87 7.4 3 .2 2.92 4.06 7.12 10.89 3.67 2.69 6.75 1.4 99.11 Source: From E.79 27.70 3.20 53.05 .77 2.3 99. Biometrika Tables for Statisticians.66 3.07 4.72 7 .51 3.25 .55 3.38 9.05 4.59 2.35 8.67 9 .08 3.98 1.37 4.82 10.44 5.19 1.9 241 9.5 98.89 3.26 0 df for numerator N1 Pr 1 2 3 4 5 6 7 8 9 10 11 12 1 .01 28.28 9.02 5.2 2.4 99.3 1.01 2.0 2.11 6. O.01 6.01 4.28 5.85 27.33 19.05 .37 1.05 5.64 2.61 3.95 6.54 1.12 7.81 3.61 1.4 2.10 58. 3d ed.63 2.14) = 0.58 2.09 15.07 7.05 11.57 6.51 3.5 243 9.07 4.77 2.01 df for denominator N2 F 3.47 1.88 3.10 .79 3.05 .00 19.25 .10 1.7 2.4 3.78 2.05 .45 1.70 2.59 1.2 2.74 10.91 14.05 .46 5.2 3.96 4.7 244 2 .7 2.62 2.10 .28 8.61 2.71 21.62 2.23 5.10 .28 4. .78 3.2 99. 1966.63 1.57 8.48 6.9 1.52 3.2 234 9.05 and N2 = 9 5% area 1% area Pr ( F > 5.1 2.96 4. eds.63 2.7 2.18 4.78 3.41 12.8 2.70 3.7 1.19 6.08 3.10 .62 3.16 19.69 4.24 8.50 49.79 3.58 6.42 1.37 5.9 161 7.68 2.69 2.06 6. 2004 Appendix D: Statistical Tables STATISTICAL TABLES UPPER PERCENTAGE POINTS OF THE F DISTRIBUTION Example Pr ( F > 1.42 3.39 5.05 .71 9.44 5.25 .97 7.85 1.81 1.87 1.2 1.40 4.96 14.36 60. Pearson and H.99 13.43 5.2 242 9.00 9.89 6 .89 3.11 4.94 18.32 4.99 1.28 8.2 99.03 1.4 1.4 99.14 5.8 2. 1.50 3.78 3.89 3.14 10.32 11.32 60.4 3.02 1.19 11.01 1.42 5.08 4.45 5.08 3.2 1.53 9.46 5.25 .41 60.39 9.58 55.35 19.78 5.10 7.0 1.38 3.06 1.25 .06 4.88 10.89 3.26 8. Hartley.44 6.83 3.89 3.21 8.3 1.78 5.76 3.18 5.94 6.79 6.22 8.42) = 0.68 9.27 4.

53 2.3 254 9.75 1.4 2.19 4.60 2.47 5.08 3.46 5.56 3.10 .14 4.14 8.75 4.01 5.25 2.08 3.5 3.0 249 9.08 3.55 1.54 26.82 1.75 2.87 3.09 1.49 61.74 2.01 8 1.02 .60 2.30 2.07 1.1 .04 5.74 2.80 63.01 4 1.5 2.48 19.54 3.5 99.34 3.10 .25 .70 26.47 19.35 2.08 5.95 1.80 3.5 3.86 1.51 6.62 2.74 2.75 13.84 63.16 2.94 4.10 .2 246 9.17 2.38 3.52 1.25 .1 2.74 2.01 9 (Continued ) .80 4.84 3.58 2.86 4.65 2.4 99.65 1.87 3.74 2.77 7.57 26.24 5.65 2.47 5.06 1.22 2.59 2.01 3 2.16 4.14 8.78 5.66 26.19 2.13 4.86 14.65 13.65 .67 2.61 2.05 .64 13.62 26.99 1.57 2.46 19.53 26.5 .87 3.73 3.05 .79 4.05 .46 5.10 .82 63.96 1.36 9.94 7.84 7.76 2.70 13.5 99.48 19.80 5.18 8.4 3.59 3.72 13.78 5. 2004 Appendix D: Statistical Tables APPENDIX D: STATISTICAL TABLES df for numerator N1 963 df for denominator N2 15 20 24 30 40 50 60 100 120 200 500 ∞ Pr 9.27 5.0 253 9.17 8.01 4.65 2.59 26.99 1.6 2.77 3.45 9.1 253 9.77 5.5 3.66 13.4 99.50 9.59 2.87 5.47 19.22 5.17 4.73 3.12 1.46 9.67 1.01 6 1.88 3.36 1.3 254 .08 3.12 4.58 2.48 9.49 19.63 3.3 2.88 1.10 .75 2.41 9.15 4.44 9.5 2.48 1.08 3.44 19.52 3.96 1.48 9.31 1.36 1.36 3.7 2. Fourth Edition Back Matter © The McGraw−Hill Companies.47 1.47 5.5 3.88 .42 3.83 4.5 99.15 8.25 .44 9.31 1.94 4.08 3.05 .21 2.88 3.68 6.55 26.75 3.65 2.53 26.53 2.5 99.10 .85 63.66 2.27 5.25 .08 3.73 1.97 1.49 19.12 4.53 9.88 3.14 1.01 7 1.87 3.75 2.16 8.90 4.37 9.97 4.20 1.25 .71 6.34 3.7 2.58 2.7 252 9.65 2.82 5.14 8.63 13.74 3.65 2.25 .5 3.40 1.49 19.42 19.48 3.66 13.68 2.76 5.4 3.8 252 9.2 2.87 3.05 .72 3.83 5.43 9.28 2.40 3.5 3.46 9.58 2.47 5.11 4.55 2.20 1.54 2.04 1.2 2.56 2.87 3.07 1.74 7.47 5.05 1 3.08 3.77 13.25 5.54 2.25 .55 2.74 2.5 99.59 2.88 3.47 5.43 9.57 1.9 2.76 5.05 .5 99.58 26.18 8.45 9.62 9.24 4.01 5 1.66 2.63 62.47 5.46 5.23 5.51 3.75 7.58 61.10 .7 248 9.40 9.53 2.82 3.95 4.71 62.74 1.47 19.87 7.14 8.56 9.5 3.47 9.5 3.4 2.5 2.78 3.16 1.08 3.76 62.97 4.58 2.76 4.41 9.23 1.2 2.23 2.91 1.08 3.Gujarati: Basic Econometrics.55 26.75 2.20 8.5 3.5 .67 62.31 .25 .70 1.74 62.38 5.49 3.28 1.01 2 2.11 1.56 1.73 4.7 2.47 3.81 7.02 5.31 2.6 2.38 1.46 3.47 9.76 2.13 8.50 3.18 2.45 19.67 2.48 9.5 99.53 2.30 5.6 2.21 4.08 3.79 5.91 1.88 3.15 8.47 5.08 1.12 5.72 4.34 5.71 4.84 5.10 .80 5.5 99.33 1.15 5.10 4.32 2.58 3.5 99.67 6.29 1.05 .30 2.53 2.90 1.5 251 9.7 2.03 1.80 14.64 26.89 3.66 2.44 6.32 2.76 3.25 .0 2.24 1.78 63.2 254 9.8 2.17 2.29 2.81 1.10 .9 2.2 2.08 3.87 3.56 2.5 99.32 5.69 6.3 250 9.47 5.52 1.43 9.69 13.70 6.93 1.40 1.39 9.72 1.48 3.86 .13 1.42 1.41 6.93 4.05 .

85 1.15 2.05 4.10 7.27 2.67 1.48 2.46 3.42 3.25 .80 15 .08 2.07 1.94 2.46 3.3 df for denominator N2 Back Matter © The McGraw−Hill Companies.33 3.75 4.41 1.86 1.77 1.10 .63 3.41 5.21 1.94 1.17 1.05 .54 3.34 3.44 1.66 3.19 2.05 .62 1.68 6.10 4.55 3.70 1.32 1.90 4.38 3.09 2.45 2.22 1.44 2.58 1.55 2.44 2.05 2.10 1.00 1.45 2.80 4.50 2.98 2.57 3.02 2.98 4.19 1.51 3.52 1.13 2.33 1.39 1.24 2.04 2.69 1.60 8.94 1.48 2.43 3.42 2.34 3.61 3.70 4.07 5.50 1.46 2.42 3.01 1.30 1.71 4.06 1.56 3.25 1.54 3.00 4.59 3.24 2.73 1.37 3.56 1.14 1.67 16 .56 2.72 4.14 1.87 1.25 2.71 1.58 2.54 2.76 4.31 3.13 5.42 3.42 1.59 6.60 3.53 3.45 2.16 2.49 2.45 3.02 4.68 1.18 5.89 1.21 2.20 2.61 3.94 1.18 2.52 2.09 1.78 1.01 1.67 4.29 1.59 2.40 1.81 4.74 1.63 1.97 4.00 2.22 1.21 1.62 3.44 2.91 4.91 2.47 2.40 2.49 3.23 4.01 1.65 4.44 2.35 8.96 4.46 2.52 1.31 3.11 5.05 .49 3.89 1.25 .49 2.05 .25 .05 .46 1.10 .46 2.52 2.64 1.03 4.63 1.96 2.62 1.56 1.0 1.69 1.66 4.55 17 .39 1.11 1.16 13 .85 1.41 3.90 4.16 2.52 2.85 4.25 .93 1.32 2.51 2.98 2.48 2.55 2.04 2.01 1.16 2.80 1.01 1.54 8.10 1.10 .50 2.52 2.10 1.08 2.30 2.96 2.47 2.44 2.95 4.55 2.34 1.84 9.10 2.74 4.25 .01 1.82 1.51 2.51 3.21 2.93 1.47 2.82 4.55 2.75 9.64 4.39 3.70 4.58 3.09 2.07 1.58 2.01 1.84 1.20 1.52 2.94 4. Fourth Edition 964 APPENDIX D: TABLE D.51 1.06 4.92 4.10 1.48 2.99 2.50 2.60 3.85 4.46 2.11 2.06 2.76 3.34 5.43 2.40 12 .94 2.41 1.15 2.14 5.85 4.47 2.56 1.53 2.69 4.74 1.53 2.49 2.55 6.25 .28 3.37 19 .54 2.44 3.42 1.33 5.03 4.27 2.49 3.67 3.39 3.14 4.35 3.40 1.51 2.52 3.50 2.53 2.92 2.34 3.59 2.56 2.55 2.96 4.10 .60 2.16 5.25 .70 3.05 .05 .26 5.38 8.44 1.54 3.61 3.38 3.06 2.30 20 .11 5.00 2.17 2.57 2.42 2.50 1.31 2.89 2.05 .46 18 .10 2.49 2.43 1.64 3.59 3.28 2.57 2.01 1.52 2.55 1.46 1.48 3.01 1.92 4.67 1.52 3.23 2.53 2.28 1.30 1.10 .50 2.83 4.60 3.20 2.10 .46 3.35 3.46 2.20 1.06 2.46 3.48 2.25 .41 1.43 2.79 4.27 2.96 10.56 1.47 2.93 1.09 5.51 2.59 3.45 3.02 1.51 1.23 1.73 3.41 8.42 2.48 5.42 1.07 4.36 1.41 3.49 2.63 6.48 3.45 2.36 1.24 2.41 3.02 2.05 .86 1.50 2.18 2.10 .45 2.40 1.49 2.43 2.01 4.46 2.29 1.70 1.64 1.22 2.46 2.45 8.06 1.46 3.47 2.65 1.39 3.54 1.14 2.22 5.46 2.45 2.40 3.53 2.32 1.53 2.59 1.48 3.36 3.06 2.41 1.38 3.10 2.52 5.36 5.12 2.47 2.31 2.52 2.09 2.13 2.21 2.47 3.48 2.39 1.51 3.33 3.87 4.56 2.98 2.28 2.19 2.99 1.77 4.49 5.45 3.35 3. 2004 Appendix D: Statistical Tables STATISTICAL TABLES UPPER PERCENTAGE POINTS OF THE F DISTRIBUTION (Continued ) df for numerator N1 Pr 1 2 3 4 5 6 7 8 9 10 11 12 10 .98 7.74 4.95 1.40 1.77 4.93 2.05 .59 6.60 1.71 6.23 2.93 4.05 .03 1.94 1.44 2.38 3.25 .37 1.04 1.74 6.45 3.40 1.25 2.86 3.43 1.10 4.49 8.44 2.63 4.12 2.49 3.18 4.41 1.79 4.49 5.61 3.66 4.55 2.89 1.51 2.60 2.85 4.10 .18 1.03 1.81 3.77 1.01 1.41 1.99 4.03 2.10 .71 4.89 6.91 4.79 1.24 5.46 2.39 3.43 1.50 2.04 2.41 2.29 5.51 2.56 2.28 2.51 2.44 3.49 2.01 4.29 4.54 3.25 .20 5.03 2.53 1.81 6.71 4.73 3.49 2.01 1.51 2.71 11 .01 4.77 1.96 14 .30 2.01 1.23 .89 1.68 1.Gujarati: Basic Econometrics.58 2.18 1.12 2.51 2.42 3.00 2.43 2.15 2.44 2.56 2.39 1.49 2.29 2.41 3.01 1.96 2.20 5.43 3.10 .49 2.96 2.54 2.90 4.44 2.43 1.46 1.01 2.43 2.42 3.86 1.10 .29 1.67 9.01 1.25 .

63 1.78 1.10 1.47 1.05 .41 1.52 2.05 2.30 1.02 2.31 1.51 3.34 1.79 2.12 2.35 3.90 2.00 1.25 .97 2.10 .17 1.10 .37 1.69 1.85 4.Gujarati: Basic Econometrics.77 2.96 1.97 1.40 1.05 1.39 1.23 1.00 2.33 3.78 2.33 1.01 1.86 2.16 3.37 1.49 .31 3.04 2.45 1.82 2.26 3.40 1.10 .41 1. 2004 Appendix D: Statistical Tables APPENDIX D: STATISTICAL TABLES df for numerator N1 965 df for denominator N2 15 20 24 30 40 50 60 100 120 200 500 ∞ Pr 1.99 2.94 2.38 1.93 1.92 1.12 2.30 3.25 .43 1.15 1.06 2.47 2.15 3.08 2.34 3.98 1.41 1.62 1.46 3.30 1.38 1.03 2.65 1.41 1.88 2.40 1.38 1.92 2.05 .37 1.75 2.56 3.39 1.61 1.89 2.06 2.43 1.29 3.79 2.91 2.01 10 1.41 1.25 .53 3.19 3.05 .02 1.10 1.93 1.01 18 1.42 1.86 2.22 1.64 4.36 1.44 1.72 2.01 12 1.24 3.11 2.32 1.35 1.77 4.46 2.06 2.78 1.84 2.93 2.44 1.94 1.81 1.86 2.75 .22 3.69 1.18 1.40 1.51 1.01 2.30 3.75 1.10 .62 1.41 1.20 3.07 2.64 1.81 2.83 2.34 1.10 .97 2.65 .10 .86 1.08 2.25 .81 2.84 2.88 2.92 2.34 1.71 1.97 2.45 2.02 1.67 1.56 1.38 1.08 1.32 3.89 2.46 3.09 1.16 3.34 3.86 1.04 2.25 1.05 .96 2.39 1.54 1.50 2.41 1.68 1.49 2.04 2.83 2.66 1.37 1.52 1.75 2.18 3.50 2.39 1.99 2.12 2.49 2.25 1.34 1.34 1.34 1.91 2.27 1.46 2.41 1.86 2.12 1.33 1.84 2.36 1.69 1.53 2.98 2.25 .66 4.73 2.49 2.87 2.50 2.37 1.08 1.51 2.43 1.90 2.48 2.31 1.01 16 1.31 3.10 .11 2.51 1.71 2.09 2.65 1.58 4.14 3.49 2.08 2.81 2.25 3.38 1.48 2.33 1.78 2.49 3.20 2.94 2.18 2.04 2.52 2.39 1.68 1.92 2.60 .72 2.25 .35 1.26 1.36 1.45 1.87 1.72 2.23 3.41 1.97 2.06 2.48 2.80 2.91 .42 1.90 2.72 4.46 2.33 1.45 2.76 2.33 1.06 2.70 1.01 17 1.31 1.11 1.98 2.40 1.44 2.35 1.38 3.53 3.70 1.62 4.96 2.71 1.67 1.96 1.04 2.07 2.24 3.08 1.35 1.25 3.87 .95 2.59 1.07 2.88 2.42 3.45 1.55 3.43 1.76 2.32 1.18 1.66 1.34 1.25 .13 3.40 1.03 2.06 1.15 3.78 1.37 1.52 1.67 1.82 1.83 1.05 .92 1.62 1.92 1.25 .16 2.38 1.23 3.69 1.29 1.46 3.39 3.36 1.84 2.12 2.70 4.74 2.19 3.00 .00 1.36 1.74 2.05 .32 1.10 2.08 1.36 .76 2.38 1.19 1.42 1.93 2.25 .15 3.05 .74 2.33 1.79 2.92 2.36 1.34 1.22 1.11 2.54 1.96 2.39 1.00 2.89 1.40 1.34 1.51 1.81 1.01 2.54 3.91 2.42 1.66 1.05 .27 3.36 1.01 2.95 2.45 1.01 15 1.98 2.57 1.94 2.65 4.86 1.10 .84 1.61 1.27 3.43 1.38 1.49 2.40 1.83 2.18 3.57 3.00 2.63 1.40 3.37 1.69 1.76 2.94 2.05 .70 1.78 1.44 1.00 1.69 1.73 2.78 1.43 1.89 2.75 1.33 1.82 2.01 19 1.92 1.59 1.02 2.07 2.34 1.94 1.84 2.09 1.02 2.87 2.08 2.71 1.89 2.33 1.35 1.79 2.42 1.00 1.62 4.66 1.91 2.60 1.86 2.55 1.21 3.58 1.62 1.66 1. Fourth Edition Back Matter © The McGraw−Hill Companies.47 2.87 2.48 2.43 1.40 3.78 2.17 2.10 .38 3.35 3.97 2.21 1.39 1.06 2.25 1.32 1.47 2.71 1.98 2.24 2.48 1.61 4.11 2.88 2.01 11 1.40 3.45 3.28 3.01 2.12 2.01 2.35 1.44 1.36 1.17 .93 2.81 2.13 2.90 2.47 2.11 2.08 2.19 3.54 3.99 2.31 1.25 .13 1.01 13 1.35 1.43 1.16 3.51 3.57 .68 1.76 1.51 2.31 3.05 .77 2.01 14 1.27 1.43 3.97 2.32 1.85 2.76 2.59 4.19 3.91 2.80 2.46 2.05 2.35 3.25 .75 2.64 1.42 1.42 .35 1.01 20 (Continued ) .84 1.30 1.10 2.10 .23 3.85 2.39 1.67 1.37 1.84 1.64 1.01 1.47 3.85 2.41 1.43 3.03 1.37 1.71 1.32 1.10 2.96 2.31 1.99 2.79 2.42 3.46 1.74 4.10 2.93 2.86 1.05 .68 1.16 1.10 .38 1.31 3.33 1.38 1.20 3.29 1.22 3.76 1.73 2.

90 30 .05 .47 2.97 2.13 2.3 df for denominator N2 Back Matter © The McGraw−Hill Companies.10 2.30 1.44 2.08 7.32 1.17 2.28 1.81 2.17 1.45 3.36 1.51 1.41 1.95 4.95 2.28 1.83 2.10 .34 3.98 2.01 1.05 .64 1.85 2.25 3.12 1.04 2.25 .88 2.41 2.26 3.50 1.75 1.50 1.39 2.67 1.89 1.71 1.38 1.74 2.00 2.73 3.09 2.39 1.17 1.44 2.33 1.01 1.42 3.62 1.31 1.23 7.90 2.22 3.07 1.32 1.91 2.51 3.10 .45 1.82 2.83 1.40 1.18 .42 2.33 3.29 1. 2004 Appendix D: Statistical Tables STATISTICAL TABLES UPPER PERCENTAGE POINTS OF THE F DISTRIBUTION (Continued ) df for numerator N1 Pr 1 2 3 4 5 6 7 8 9 10 11 12 22 .92 2.25 .32 5.98 2.37 1.86 2.15 4.76 2.47 1.88 2.40 5.02 1.91 2.87 2.24 1.56 1.99 1.34 200 .80 2.34 1.06 2.36 1.94 2.35 1.57 1.21 3.35 3.35 1.51 1.48 1.35 1.39 3.55 3.33 1.40 1.03 26 .68 1.92 4.77 2.98 1.13 1.34 1.42 3.79 1.45 1.34 1.23 3.88 4. Fourth Edition 966 APPENDIX D: TABLE D.27 3.75 2.36 3.56 3.41 2.26 1.34 1.34 5.90 2.12 1.27 1.30 3.29 1.72 1.71 1.60 3.29 1.84 40 .83 2.35 2.31 1.30 7.96 1.12 24 .60 1.95 2.83 2.39 2.31 2.95 1.91 1.35 1.98 1.73 1.39 1.42 2.37 3.97 2.25 3.40 2.90 2.13 2.05 4.29 3.18 2.38 1.25 .36 1.61 1.00 7.76 4.Gujarati: Basic Econometrics.29 1.55 1.65 3.38 2.11 1.93 2.23 5.37 1.33 2.92 6.35 1.31 1.84 4.63 1.20 7.84 2.89 1.82 1.35 3.89 6.14 2.44 5.87 2.69 4.08 2.42 3.77 2.15 2.24 3.38 2.32 3.36 1.22 1.88 1.72 2.44 2.72 1.37 1.41 1.08 2.10 .39 1.31 1.01 1.18 1.13 2.26 3.35 1.63 1.43 2.80 1.40 2.96 1.02 2.89 4.29 3.22 2.25 .63 1.86 2.77 2.01 1.29 1.54 3.53 1.80 2.66 1.36 1.88 2.33 3.64 1.32 1.04 2.15 2.61 1.73 1.33 3.93 4.21 3.01 1.41 2.79 2.36 1.57 1.19 3.87 2.65 1.53 3.87 2.23 2.16 2.88 2.19 2.93 2.65 1.23 1.94 2.44 2.25 1.37 1.37 1.18 1.37 2.25 3.41 1.39 1.08 2.85 1.74 4.06 2.79 2.85 2.29 2.09 2.25 .30 3.14 1.04 2.01 1.25 .64 1.35 1.72 1.36 3.07 1.78 1.10 2.34 3.38 1.25 1.36 1.25 .63 1.91 4.38 2.32 1.84 6.99 1.34 1.71 2.10 .81 2.84 2.88 2.10 .59 3.85 2.24 1.40 3.38 2.66 1.83 2.38 1.47 3.00 4.79 4.40 2.31 1.31 1.50 120 .10 .26 1.25 .35 1.02 1.27 3.96 28 .05 .38 2.01 4.27 1.18 1.45 2.39 2.82 1.39 2.96 2.59 1.01 2.92 2.71 4.37 1.26 1.09 2.31 1.14 2.01 2.70 1.37 1.45 2.01 1.25 1.30 1.96 2.01 1.05 .17 2.56 3.09 1.29 1.82 2.82 1.71 3.42 2.32 1.39 3.99 2.33 1.00 2.18 3.00 2.80 1.56 1.46 2.77 2.46 3.46 2.48 2.38 1.78 4.70 1.28 2.03 1.36 2.75 2.94 2.42 2.05 2.56 1.75 3.18 2.17 1.07 4.01 1.33 1.34 1.41 2.95 1.66 60 .09 1.45 2.98 4.88 2.10 .04 4.37 5.82 1.25 .39 1.05 .10 2.98 2.79 2.76 1.66 1.95 1.47 1.40 1.37 1.12 2.35 1.10 .12 1.76 1.60 1.31 1.12 2.01 1.94 2.39 1.25 .42 2.04 2.46 2.79 2.90 1.88 2.93 2.06 2.84 4.38 1.17 2.66 3.44 2.49 3.26 7.52 3.51 1.44 3.72 1.26 1.27 1.30 3.72 2.45 2.59 1.95 4.05 .82 4.79 1.34 2.39 1.93 2.39 2.37 3.73 2.17 7.62 3.21 3.43 2.10 .68 1.08 1.18 3.42 1.41 2.99 2.36 1.45 3.28 1.30 1.05 .05 .05 .53 3.01 2.29 1.16 2.37 1.68 3.05 .60 1.02 1.61 3.10 .41 2.27 ∞ .53 1.40 2.60 1.32 2.11 2.84 2.47 2.67 1.57 1.82 2.45 3.50 3.

01 28 1.38 1.03 2.63 1.67 2.29 1.44 1.55 1.10 .13 1.86 1.31 1.76 2.27 1.66 2.05 .53 1.00 .76 1.25 .41 1.32 1.62 1.75 1.13 1.06 1.50 1.75 2.64 2.04 1.64 1.32 1.24 1.28 1.85 2.78 2.43 1.70 2.74 1.98 2.37 1.63 1.80 2.45 1.29 1.33 1.10 .58 1.03 1.57 1.40 1.23 1.35 1.66 1.54 1.34 1.56 1.77 2.48 1.21 .16 1.82 2.17 1.28 1.31 1.46 1.46 1.46 1.66 2.50 1.60 1.44 1.39 1.16 1.88 1.31 .93 2.12 1.42 1.84 2.24 1.19 1.29 1.64 2.20 1.41 1.01 120 1.05 .27 1.21 1.25 1.21 1.54 1.28 1.95 1.61 1.25 .32 1.17 1.77 2.05 .94 1.30 1.44 1.25 .89 2.33 1.31 1.85 2.98 1.10 .01 26 1.51 1.74 2.53 1.84 1.30 1.57 1.30 1.01 ∞ .53 1.42 1.19 1.11 1.67 1.28 1.57 1.69 2.13 1.71 2.65 2.59 1.30 1.39 1.35 1.23 1.17 1.58 1.30 1.11 2.59 1.27 1.56 1.79 2.26 1.31 1.33 1.73 2.59 1.05 .92 2.05 .55 1.30 1.35 1.17 1.69 2.24 1.26 1.92 1.73 1.20 1.48 1.26 1.16 1.21 1.65 2.90 2.19 1.66 1.51 1.37 1.76 2.81 2.69 2.03 2.26 1.24 1.98 2.05 .42 1.00 1.39 1.05 .31 1.24 1.91 2.37 1.84 2.97 1.33 1.16 1.24 1.52 1.28 .70 1.60 1.47 1.13 1.25 1.26 1.57 1.35 1.31 1.48 1.25 .36 1.66 1.46 1.56 1.05 .14 1.41 1.00 1.21 1.29 1.84 2.23 1.09 1.36 1.25 .09 1.47 1.69 1.78 2.33 1.10 1.01 2.73 2.50 1.52 1.44 1.34 1.11 1.14 1.25 1.50 1.38 1.34 1.58 1.06 1.32 1.15 1.67 1.05 .65 1.39 1.14 1.67 1.79 1.76 2.11 1.75 2.86 2.61 1.01 24 1.91 2.27 1.57 1.25 .25 .53 1.26 1.25 .01 22 1.22 1.27 1.40 1.25 1.12 1.82 2.27 1.54 1.55 1.17 1.20 1.48 1.68 1.01 .19 1.32 1.52 1.30 1.52 1.28 1.47 1.51 1.28 1.61 1.89 1.29 1.80 2.49 1.29 1.24 1.62 2.46 1.52 1.04 1.18 1.58 1.42 1.33 1.75 1. Fourth Edition Back Matter © The McGraw−Hill Companies.19 1.20 1.03 1.88 1.22 1.56 1.19 1.15 1.42 1.08 1.33 1.36 1.27 1.75 1. 2004 Appendix D: Statistical Tables APPENDIX D: 967 STATISTICAL TABLES df for numerator N1 df for denominator N2 15 20 24 30 40 50 60 100 120 200 500 ∞ Pr 1.61 1.25 1.13 1.32 1.19 1.30 1.39 1.71 2.74 2.22 1.10 .83 1.70 1.35 1.10 .50 1.72 2.48 1.25 1.36 1.22 1.25 1.95 2.25 1.28 1.30 1.32 1.01 60 1.26 1.59 1.89 1.42 1.75 2.18 1.48 1.94 2.15 2.47 1.75 2.19 1.58 1.25 .50 1.73 2.23 1.68 1.61 1.48 1.04 2.21 1.72 2.89 2.22 1.41 1.17 1.99 2.96 2.27 1.52 1.26 1.20 1.79 2.76 2.10 1.66 1.12 1.55 1.55 1.25 1.18 1.51 1.63 1.11 1.79 2.28 1.10 .64 1.08 1.07 1.03 1.70 1.71 1.13 1.82 2.43 1.07 2.26 1.57 1.01 200 1.44 1.19 1.52 1.00 1.06 .81 1.29 1.36 1.59 1.24 1.89 2.30 1.79 1.32 1.23 1.53 1.67 2.66 2.24 1.15 1.84 2.58 1.19 1.74 2.64 1.10 .28 1.16 1.26 1.65 1.55 1.94 1.22 1.70 2.13 .70 1.62 1.01 40 1.49 1.53 1.80 .20 1.10 .47 1.67 1.07 1.35 1.54 1.07 2.68 2.09 1.60 1.40 1.53 1.17 1.49 1.73 2.21 1.59 1.14 1.25 1.54 1.94 2.66 1.87 2.21 1.32 1.69 1.Gujarati: Basic Econometrics.33 1.26 1.11 1.01 30 1.10 .61 1.22 1.02 1.39 1.31 1.25 .51 1.70 1.10 .41 1.38 1.73 2.29 1.80 2.29 1.24 1.08 1.24 1.25 1.38 .60 .57 1.31 1.26 1.79 2.28 1.12 1.58 1.87 1.34 1.34 1.24 1.84 2.18 1.58 1.29 1.83 1.30 1.05 .48 1.

28293 10.5400 61.86518 5.3915 69.7393 60.90655 7.85 23. .10691 4.215795 .60094 5.8479 15.9392 19.1260 77.675727 .67176 9.25 Pr (χ 2 95% area for df = 20 > 31.05 5% area 0 Degrees Pr of freedom 10.1643 29.1963 67.56503 4.2752 51. 2004 Appendix D: Statistical Tables STATISTICAL TABLES UPPER PERCENTAGE POINTS OF THE χ 2 DISTRIBUTION Example 25% area Pr (χ 2 > 10.01491 7.57063 4.8508 11.0415 14.734926 .5346 14.3791 16.351846 .26040 8.23075 8.55821 3.1170 8.83311 3.9279 17.1981 12.41 .95 Pr (χ 2 > 23.96164 8.206990 157088 × 10−9 .4426 13.64272 9.14224 5.4926 26.70039 1.990 .2919 18.66043 3.9295 55.344419 1.40776 7.9535 22.26481 6.6466 74.484419 393214 × 10−8 .995 .5240 12.145476 1.0506356 .84398 5.57481 5.6886 46.8439 14.063623 5 6 7 8 9 .32511 1.81221 6.54249 10.90766 7.114832 .26042 9.8484 12.9823 11.07468 2.7908 24.3276 45.07382 3.1211 11.31223 10.9907 35.00874 5.8564 9.6587 25 26 27 28 29 10.8786 13.7677 30 40 50 60 13.24697 3.3574 40.4817 18.8649 11.0505 37.7065 27.0852 10.102587 .22935 5.43386 8.1603 11.17973 2.57056 4.5648 14.237347 1.3079 16.57779 6.0157908 .48954 4.41) = 0.1138 18.4589 70 80 90 100* 43.88623 8.03366 8. Fourth Edition 968 APPENDIX D: TABLE D.5093 34.1720 59.6114 15.54675 9.16816 10 11 12 13 14 2.2778 73.59083 10.94030 4.7083 16.7576 57.900 1 2 3 4 392704 × 10−10 .15585 2.56418 8.584375 1.989265 1.7067 37.7867 20.30380 7.62872 3.81575 4.1532 65.39046 10.16735 2.554300 .78953 15 16 17 18 19 4.04150 7.4331 32.26214 6.8076 12.89720 9.4 Back Matter © The McGraw−Hill Companies.Gujarati: Basic Econometrics.69724 6.646482 2.411740 .975 .2219 51.85) = 0.7642 43.0201007 .4418 53.872085 1.83) = 0.4734 17.5197 11.4848 16.73264 3.63539 2.6509 20 21 22 23 24 7.0905 13.1879 20.950 .710721 .1513 16.6885 12.5733 15.3380 13.63273 6.89186 6.831211 1.4613 13.0471 14.2396 14.68987 2.20413 2.5992 29.2912 82.60321 3.26094 7.5913 12.05347 3.61031 2.3581   *For df greater than 100 the expression 2χ 2 − (2k − 1) = Z follows the standardized normal distribution.22603 5.0717212 . where k represents the degrees of freedom.239043 1.2565 13.087912 .4011 10.40379 5.83 χ2 31.297110 982069 × 10−9 .0648 48.3290 64.19567 10.1197 13.0100251 .7541 70.210720 .

63490 9.9421 52.5666 24.6848 20.7496 18.7998 45.10835 5.9122 12. Hartley.0875 37.3389 30.0261 22.2170 27.6837 11.0705 12.8013 34.2188 11.6525 38.025 .5048 79.6417 46.212534 1.81473 9.43842 9.8922 63.3403 12.9968 41.3336 66.8119 18.807 104.2396 18.5073 16.8050 63.34283 6.1944 44.9200 23.7412 37.6660 16.3343 89.9159 39.7007 14.1696 35.6247 90..32330 2.8693 30.1332 69.34182 10.299 140.3366 25.750 .87944 10.3444 17.2093 24.6446 12.1725 36.5489 13.9232 43.3374 20.2560 51.8454 15. Cambridge University Press.4884 28.21034 11.9393 20.3449 13.0642 18.5966 12.6465 41.3070 19.34412 8.3356 24.4202 83.35670 1.5766 88.4345 31.73720 7.9814 40.8852 40.3342 99.48773 5.0228 15.3616 14.3367 23.3379 18.5631 36. eds.4776 33.050 .561 100.9190 12.0393 27.36597 3.38527 2.8325 14.3887 9.250 .1373 19.1910 31.3621 23.4887 21.1963 31.2767 7.116 135.5879 46.010 .454937 1.629 118.25485 5.5779 31.1813 45.70554 4.7807 38.1433 6.7956 44.6753 14.6160 56.3349 59.8434 21.3410 11.8381 14. New York.35146 5.1908 32.7729 55..9999 33.3354 49.2899 49.4753 20.6205 33.7109 34.7585 67.6049 22.Gujarati: Basic Econometrics.3372 21.575364 1.3372 42.7356 26. Pearson and H.7659 79.8194 31.5620 14.7250 26.5312 101.500 STATISTICAL TABLES 969 . Biometrika Tables for Statisticians.5569 40.4831 21.77944 2.0819 46.3398 13.99147 7. 3d ed.7494 22.5476 20.2036 24.0902 21.6705 33.3385 16.7919 13.0128 17.321 128.9933 52.100 . S.2995 29.6603 42.4151 34.342 95.2451 19.4607 45.1190 23.5585 19.7569 28.136 129.9798 39.6883 29.8523 30. table 8.3193 11.1015308 .8602 .1539 88.141 85. vol.5782 107.5418 24.0365 11.8454 30.92255 .60517 6.3360 39.5822 15.5271 96.9517 61.9244 35.498 90.3389 15.9348 26.3362 29.879 113.37776 9.1170 15.2782 49.84146 5. 1.8133 32.2777 21.4010 42.4120 29.02389 7. Fourth Edition Back Matter © The McGraw−Hill Companies.7185 37.38629 2.34840 11.03715 10.9550 23.23635 10. Reproduced by permission of the editors and trustees of Biometrika.6499 109.58412 8.329 124.1413 25.7690 25.1303 98.3369 23.1445 80.07064 5.3364 26.5916 14.5346 19. .3376 18.3970 43.4518 16.3816 35.3367 24.5871 28.3072 23.9958 26.6449 50.4789 36.3688 20.0671 15.6720 66.2672 35.425 112.4087 34.0069 33. O.0372 19.3794 53.34581 7.67460 3.3393 12.3341 77.145 124.45460 4.0231 106.1653 9.77259 4.9839 17.3417 71.3344 79.89883 4.3641 37.3363 27.169 Source: Abridged from E.0863 16.0170 13.2976 50.9630 48.2962 27.3363 28.5893 6.8053 36.3370 22.4494 16.9792 59.4104 32.9321 40.1671 74.9894 27.5284 32.2894 41.25139 7. 2004 Appendix D: Statistical Tables APPENDIX D: .3141 45.3347 34.215 116.565 118.3381 17.4900 91.1564 38.9278 48.8119 21.7178 22.2412 28.1133 41.5264 32.8277 24.2750 18.6384 42.2938 29.1882 26.7222 44.6751 21.1435 27.29906 10.6151 30.1413 28.34812 6.9871 17.0757 39.5494 19.84080 9. 1966.62568 7.6983 71.5662 38.6572 23.6907 76.005 3.

544 1.920 1.900 1.354 1.451 0.694 1.038 1.735 1.296 2.829 0.214 1.222 1.891 0.304 3.789 1.328 0.257 1.741 0.408 1.321 0.715 1.053 1.458 1.848 1.251 0.734 0.641 1.924 1.396 2.506 1.948 1.216 3.343 1.258 1.029 2.216 2.732 0.675 1.071 1.519 1.601 1.622 — — — — — — — 3.801 1.822 1.808 1.971 1.080 1.117 2.562 1.767 1.584 0.380 0.715 0.574 1.991 1.974 2.061 1.147 0.089 1.333 2.104 1.528 1.908 0.008 1.641 1.629 1.193 1.700 0.278 2.336 1.958 1.018 2.556 1.285 1.420 1.699 1.291 1.590 1.471 1.863 0.198 0.064 1.407 0.201 1.320 1.098 2.425 1.666 1.054 2.817 — — — — — — 0.433 1.216 2.931 1.841 1.356 0.004 1.335 1.879 0.902 1.703 1.877 1.222 1.613 2.198 2.616 0.061 2.318 2.476 1.490 1.637 — — — — — — 3.161 1.502 0.797 1.180 2.112 2.339 2.925 0.660 1.373 1.554 0.085 2.743 1.826 1.496 1.816 0.885 2.557 1.514 1.114 1.574 0.307 1.628 0.534 1.927 0.404 1.951 0.780 1.266 1.629 0.188 1.885 0.541 1.316 0.Gujarati: Basic Econometrics.775 1.882 1.946 0.895 1.726 1.874 .175 0.399 1.294 1.875 1.184 3.579 1.861 1.770 1.816 1.759 1.336 1.535 1.755 1.805 1.230 0.273 1.427 1.835 1.290 0.822 2.734 2.015 1.732 1.645 2.778 1.736 1.143 1.854 0.469 1.444 1.834 1.769 0.633 2.579 1.525 1.801 1.803 1.850 1.430 1.650 0.731 1.651 1.685 1.480 1.146 1.873 1.273 1.177 2.448 1.985 2.810 1.545 0.181 2.847 — — — — — — — — 0.935 1.396 1.335 1.035 2.691 0.658 0.447 0.812 1.124 1.462 1.171 0.767 1.170 1.343 0.939 1.776 1.649 0.038 1.239 1.990 1.290 2.824 0.004 1.246 2.676 1.874 1.624 1.850 1.903 1.088 2.369 1.664 1.658 0.164 2.904 0.281 2.735 1.799 1.144 2.720 1.540 1.854 1.951 0.667 2.681 1.445 0.372 1.304 0.792 1.820 1.723 0.928 1.378 1.837 1.149 2.964 1.628 1.484 1.679 — — — 2.396 2.435 1.861 0.692 2.512 1.388 2.229 1.580 1.421 1.998 1.623 1.898 1.613 1.657 0.110 1.370 1.653 1.05 LEVEL OF SIGNIFICANCE k = 1 k = 2 k = 3 k = 4 k = 5 k = 6 k = 7 k = 8 k = 9 k  = 10 n dL dU dL dU dL dU dL dU dL dU dL dU dL dU dL dU dL dU dL dU 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 45 50 55 60 65 70 75 80 85 90 95 100 150 0.726 1.162 2.243 0.895 0.022 1.767 1.991 1.635 1.868 0.487 1.078 1.868 0.859 1.379 2.707 1.013 1.483 1.189 1.944 1.369 0.658 1.679 1.589 2.893 1.820 0.829 1.502 1.801 1.453 1.356 1.467 0.321 1.935 1.610 0.563 1.571 1.514 1.391 1.879 0.160 1.456 0.382 1.469 1.739 1.180 1.010 1.506 0.769 0.583 1.727 1.758 1.525 0.703 1.287 2.400 1.953 0.802 1.306 2.727 2.181 1.143 1.101 1.127 0.398 0.446 1.543 1.445 1.090 1.461 0.975 0.201 1.328 1.5A DURBIN–WATSON d STATISTIC: SIGNIFICANCE POINTS OF dL AND dU AT 0.750 1.785 1.535 1.341 1.407 2.795 1.507 1.053 1.221 1.776 1.757 2.073 2.594 1.933 0.500 1.852 1.470 2.342 2.848 2.897 0.862 — — — — — — — — — 0.571 1.808 1.697 1.650 1.011 1.550 1.602 1.465 1.390 2.489 1.106 1.102 2.226 2.814 0.085 2.260 1.940 1.525 1.594 — — — — — — — — — 3.612 1.162 2.371 1.309 1.722 1.752 0.615 0.710 0.671 1.997 1.437 1.472 2.682 0.157 2.650 1.932 1.863 1.016 1.549 1.886 1.600 1.715 1.777 1.779 1.539 1.550 1.831 1.044 2.760 — — 0.271 1.925 0.861 0.093 2.589 1.442 1.746 — 0.536 1.060 2.224 1.600 1.567 1.768 1.624 2.867 1.455 0.654 1.246 2.577 1.939 1.948 1.652 1.464 2.735 0.634 1.845 0.621 0.028 1.909 1.220 2.751 1.974 1.391 1.718 1.297 1.120 2.550 1.792 0.364 1.910 1.513 2.236 1.429 1.592 1.318 1.401 1.884 1.586 1.739 1.141 2.177 1.373 1.763 0.650 1.369 1.320 1.859 0.738 1.175 1.104 2.257 2.964 1.802 1.494 1.139 1.361 1.309 2.723 1.104 1.249 1.253 1.970 0.843 1.283 1.168 1.147 1.411 1.238 1.376 0.637 0.813 1.204 1.857 1.525 1.480 1.203 0.979 1.438 1.927 0.650 1.208 1.860 2.236 2.419 2.369 1.125 1.133 1.641 1.553 1.383 1.710 1.950 0.767 0.652 1.812 0.052 2.730 1.200 0.604 1.825 1.422 1.925 1.958 0.158 1.077 1.747 1.603 0.144 2.959 1.332 1.230 1.474 1.005 2.932 0.190 1.175 1.751 0.560 1.029 1.827 1.967 1.728 1.598 1.518 1.595 0.034 2.174 2.050 1.069 2.334 1.160 1.280 2.857 0.909 1.543 1.688 1.562 0.836 0.709 1.771 1.662 1. 2004 Appendix D: Statistical Tables STATISTICAL TABLES TABLE D.034 1.674 1.318 2.967 0.697 0.283 2.461 2.567 1.537 2.572 2.652 1.302 1.872 1.656 1.685 0.753 0.287 1.559 0.010 1.977 1.465 0.464 1.438 3.721 1.383 1.784 0.772 1.841 1.654 1.826 0.870 1.665 — — — — 2.670 2.732 1.588 0.789 1.748 1.072 2.814 1.687 1.475 1.547 0.270 1.724 1.894 0.452 1.266 3.669 1.124 2.549 0.958 1.782 0.654 1.149 2.015 1.045 1.957 1.155 0.585 1.246 1.672 1.111 2.097 1.206 1.203 2.819 1.402 1.352 1.554 1.198 1.881 1.991 1.810 0.131 1.758 1.546 1.333 1.655 1.706 — 1.696 1.722 1.864 1.774 1.503 1.901 1.584 1.877 200 1.244 1.692 0.783 2.821 0.536 1.494 1.272 0.100 1.401 1.222 0.350 1.597 1.535 1.111 0.799 1.381 1.218 1.298 1.806 2.461 1.728 1.094 2.715 0.360 3.393 1.363 2.986 1.837 0.416 0.909 1.512 0.431 2.244 0.802 — — — — — 0.728 1.595 0.397 1.360 2.788 — — — — 0.651 — — — — — 3.827 1.864 1.543 1.832 2.721 1.912 0.873 2.702 0.724 1.071 1.575 1.998 1.090 2.286 0.301 1.926 0.551 1.324 1.041 2.109 1.992 1.665 1.503 1.462 1.845 0.120 1.566 1.986 1.088 1.212 1.336 0.127 1.424 0.861 1.538 1.295 1.296 0.047 1.419 1.504 0.588 2.767 0.900 0.442 1.774 — — — 0.652 1.975 2.677 0.331 1.316 1.587 1.920 1.608 — — — — — — — — 3.062 1.611 1.704 2.680 1.833 1.156 1.650 1.030 1.768 1.374 1.905 0.046 1.972 0.930 1.786 1.874 0.017 2.971 0.128 2.566 1.779 0.952 1.506 2.489 1.753 1.645 1.832 — — — — — — — 0.305 1.240 1.012 1.900 1.659 1.206 2.444 0.923 1.515 1.571 2.896 1.162 1.127 2.251 2.897 0.994 1.747 1.428 1.930 0.338 1.743 1.795 0.854 1.720 1.721 1.801 1.542 1.144 1.414 1.530 1.414 2.544 0.894 1.861 1.188 2.164 2.696 1.071 2.460 2. Fourth Edition 970 APPENDIX D: Back Matter © The McGraw−Hill Companies.666 0.020 1.502 0.709 1.411 1.257 2.521 2.850 1.979 1.877 1.693 — — 2.528 1.778 1.828 1.616 1.615 1.363 1.268 0.984 1.023 1.502 0.505 0.368 0.712 0.689 1.288 1.852 1.339 1.208 2.804 0.916 1.090 2.074 1.537 1.664 0.340 1.581 0.632 0.007 1.026 1.803 1.454 1.651 1.873 1.328 1.950 0.284 1.891 1.420 1.123 1.041 1.508 1.831 1.696 1.662 1.570 1.514 2.261 1.389 0.798 0.379 0.255 1.560 2.337 1.982 1.656 1.686 1.560 1.886 1.084 1.979 2.536 1.927 0.

641 2.554 — — — — — — — — — 3.172 0.680 2.106 1.232 2.040 2.187 1.716 2.929 2.247 1.695 0.974 2.224 0.235 2.163 2.085 2.130 0.470 0.957 1.784 2.689 0.070 0. vol.156 2.240 0.792 2.078 0.544 0. there is no evidence of positive first-order serial correlation.730 2.494 3.058 1.722 0.132 0.678 3.006 1.106 1.650 3.275 0.049 2.050 3.454 2.484 2.649 2.479 2.504 1.702 2. there is evidence of positive first-order serial correlation.165 2.653 0.260 1.388 0.721.578 0.160 0.796 2.238 0.160 0.099 3.431 3.165 1.414 2.156 2.205 0.987 2.451 0.788 0.503 3.434 2.535 3.619 2. November 1977.103 2.191 0.053 2.318 2.892 1.309 3.051 3.145 1.083 0.043 2.090 1.156 0.050 2.608 0.391 2.724 3. “The Durbin-Watson Test for Serial Correlation with Extreme Small Samples or Many Regressors.854 2.614 2.164 2.283 1.705 3.053 3.348 0.515 0.063 0.247 1.974 1.819 0.887 0.156 2.416 1.625 2.394 1.432 0.984 1.528 3.553 2.068 2.738 2.300 3.129 2.344 1.286 0.748 0.431 0.027 1.586 2.731 3. Fourth Edition Back Matter © The McGraw−Hill Companies.172 1.272 1.885 — 0.772 0.040 2. 1989–96 and as corrected by R.246 2. k  = number of explanatory variables excluding the constant term.093 2.073 2.231 1.467 0.123 0.544 0.518 0.009 1.124 1.330 2. Note: n = number of observations.896 0.991 1.135 2.382 2.621 — — — 3.897 2.920 2.228 2.761 2.425 0.404 0.183 2.553 0.265 3.141 3.116 2.009 2.896 — — 0.792 0. p.232 1.908 2.910 2.411 2.321 1.277 1.938 1.172 2.094 0.683 0.979 — — — — — — — — — 0.055 2.098 0.166 0.271 1.308 1.269 0.221 0.545 0.544 2.512 0.763 0.499 0.472 0.104 0.211 3.940 1.118 2.287 1.986 1.944 1.329 2.121 1.968 2.441 3.659 2.068 1.443 2.200 0.272 3.005 1.430 0.330 2.557 3.087 0.488 0.355 2.418 1.972 1.050 2.919 0.796 0.220 0.219 3.208 0.603 3.325 0.836 0.103 3.285.632 — — 3.464 2.359 0.632 3.454 2.546 0.054 3.499 2.285 2.201 2.224 1.239 0.680 2.276 2.287 2.184 1. J.213 1.409 0.318 1. 45.579 1.116 2.438 2.160 1.971 1.240 1.598 0.265 2.473 2.278 2.924 1.674 0.275 2.045 1.600 2.091 0.195 0.495 3.324 1.299 0.643 — 3.052 1.919 — — — — 0.703 0.395 3.179 3.315 1.183 0.425 2.448 3.908 1.311 1.409 3.275 2.297 0.107 3.177 1.668 0.392 0.044 0.892 2.692 0.153 1.462 0.087 0.731 0. Econometrica.309 2.148 2.253 1.547 0.703 2.475 0.059 2.153 0.138 0.610 — — — — 3.340 0.599 — — — — — 3.301 1. Farebrother.929 1.702 3.826 2.564 1.296 2.076 1.149 0.665 2.031 2.327 3.843 2.003 1.065 0. September 1980. vol.206 1.041 0.951 1.586 2.139 2.654 3.000 2.474 1.307 0.592 3.550 1.937 2.323 0.179 2.239 1.967 — — — — — — — — 0.484 0.836 0.120 0.358 3.638 0.522 0.795 0.575 0.588 — — — — — — 3.657 0.259 0.211 0.542 3.755 2.063 2.946 1.460 3.080 2.612 0.757 2.937 1.515 2.496 3.376 3.296 1.367 2.774 2.138 2.396 2.349 0.128 3.315 2.238 0.393 1.477 2.038 1.424 0.676 3. E.281 2.549 0.492 2.233 3.159 3.995 1.548 0.692 2.147 3.919 2.992 2.317 0.293 3.013 2.492 0. 2004 Appendix D: Statistical Tables APPENDIX D: k  = 11 k  = 12 k  = 13 k  = 14 k  = 15 k  = 16 k  = 17 STATISTICAL TABLES k  = 18 k  = 19 971 k  = 20 n dL dU dL dU dL dU dL dU dL dU dL dU dL dU dL dU dL dU dL dU 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 45 50 55 60 65 70 75 80 85 90 95 100 150 200 0.931 — — — — — 0. pp.097 2.531 3.572 3.079 2.899 2.351 0.626 0.401 0.654 2.836 0.520 0.955 — — — — — — — 0.487 2.563 3.057 2.400 0.323 2.495 0.512 2.177 0.808 2.000 1.844 2.141 0.588 2.758 0.342 1.058 0.234 3.813 2.454 3.554 2.215 1.577 0.166 0.510 0.831 0.051 2.362 2.733 2.604 0.457 0.954 2.808 0.023 1.347 1. Savin and K.322 0.419 2.312 0.053 1.312 0.112 0.397 0.956 1.229 1.783 0.409 0.024 2.790 3.189 2.329 0.177 2. White.080 1.703 0.088 1.369 1.526 2.105 2.675 2.979 2.565 — — — — — — — — 3.371 1.283 0.602 0.662 0.370 1.066 2.025 2.253 0.129 1.521 2.052 0. W.517 2.153 3.606 0.829 2.295 0.193 3.222 0.398 2.983 2.349 3.948 1.225 2.956 1.160 1.202 0.724 2.211 2.438 0.225 2.678 0.097 3.908 — — — 0.378 0.859 2.773 3.714 0.121 1.382 2.337 0.747 0.739 0.406 3.170 2.439 0.634 2.198 3.005 2.753 3. .840 2. there is inconclusive evidence regarding the presence or absence of positive first-order serial correlation.327 3. 1554.418 0.465 3.105 1.281 0.575 0.378 3.708 2.138 0.” Econometrica.943 — — — — — — 0.119 3.369 1.029 1.220 0.604 3. If a computed d value is less than 1.373 0.643 0.392 3.996 2.631 0.660 0.512 2.110 0.371 2.359 0.267 0.980 1.634 0.076 0.874 0.019 1.081 0.285 and dU = 1.989 1.946 2.383 0.575 0.266 3.368 3.305 0.303 3.707 0.555 2.807 2.877 0.229 2.263 0.395 1.026 1.160 3.535 1.186 2.040 1.592 2.186 0.271 0.585 2.222 1.106 2.335 3.555 2.977 1.927 1.348 3.136 1.451 0.838 0.012 2.190 3.195 1.062 2.351 2.508 0.671 2.642 3.731 0.Gujarati: Basic Econometrics.875 0.254 0.576 0.266 1.961 1.576 — — — — — — — 3.006 1.458 1.445 0.439 1.100 3.148 2.195 2.776 2.990 1.882 0.142 3.733 2.785 0.754 2. if it is greater than 1.292 1.340 1.149 1.240 3.495 3.064 1.111 0.966 1.227 2.646 2.208 3.093 2.928 2.854 0. but if d lies between the lower and the upper limit.379 0.087 1.306 2.489 1.874 2.991 Source: This table is an extension of the original Durbin–Watson table and is reproduced from N.112 3.610 2. dL = 1.413 2.277 1.184 1.206 2.101 0.048 0.168 3.369 0.362 0.477 0.145 0.600 0.127 2.887 2.126 2.583 3.275 2.571 2.060 0.644 0.805 2.525 0.754 0.970 1.880 2.908 0.205 1.335 0.238 2.291 0.251 3.178 0.443 1. 48.658 3.370 0.519 1.241 2.129 0.923 1.006 1.988 1.108 2.100 0.868 2.479 0.721.350 2.619 3.072 1.239 0.070 0.628 0.445 0.961 2.225 2.252 3.575 0.557 2.120 0.283 3. EXAMPLE If n = 40 and k  = 4.182 0.338 2.973 1.439 2.391 0.253 1.374 2.016 1. Reprinted by permission of the Econometric Society.197 1.417 0.195 1.420 3.913 0.823 2.256 0.349 0.139 1.740 0.840 0.345 1.026 2.976 2.

610 0.214 1.741 1.662 1.124 1.491 1.738 0.930 0.497 0.480 0.233 1.427 1.466 1.518 1.503 1.722 0.825 1.123 1.690 1.515 — — — — — — — 3.611 1.733 1.510 1.269 2.584 1.441 1.355 0.913 1.274 1.830 1.192 1.638 1.374 3.489 1.485 1.205 1.435 1.863 0.520 1.428 1.400 1.787 0.802 1.878 0.232 0.977 1.710 0.547 0.557 — — — — 2.514 1.218 1.362 2.683 1.382 1.573 1.098 1.928 0.416 2.558 1.01 LEVEL OF SIGNIFICANCE k = 1 k = 2 k = 3 k = 4 k = 5 k = 6 k = 7 k = 8 k = 9 k  = 10 n dL dU dL dU dL dU dL dU dL dU dL dU dL dU dL dU dL dU dL dU 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 45 50 55 60 65 70 75 80 85 90 95 100 150 0.817 1.744 0.718 1.768 1.597 1.313 1.398 1.693 — — — — — 0.729 1.048 1.360 1.925 2.336 1.625 1.195 1.411 1.124 0.589 0.023 1.724 1.423 1.512 1.343 0.349 0.322 0.338 1.277 1.563 1.746 1.528 1.817 2.098 2.283 1.546 1.036 1.381 1.335 1.097 2.598 — 1.246 1.053 2.805 1.583 1.043 1.552 1.574 0.140 2.641 0.283 1.650 0.429 1.439 0.757 0.244 2.618 1.358 1.914 0.757 1.147 1.068 2.482 1.693 1.150 0.771 1.960 0.094 0.026 1.997 1.449 1.211 0.291 1.889 1.271 1.357 1.018 1.767 200 1.118 1.572 0.630 0.199 1.915 1.364 1.946 1.105 0.718 0.057 1.312 1.140 0.244 1.388 1.196 0.711 0.291 1.308 2.645 1.297 1.642 1.331 0.906 0.623 1.425 1.689 0.693 1.182 2.733 0.677 1.952 0.389 1.630 1.921 0.698 0.665 0.037 1.774 0.729 1.715 1.571 — — — 2.895 0.794 0.078 0.436 0.816 1.368 0.970 1.5B DURBIN–WATSON d STATISTIC: SIGNIFICANCE POINTS OF dL AND dU AT 0.676 1.409 1.400 1.855 0.055 1.474 1.698 0.587 1.534 1.505 0.766 0.860 1.425 1.803 1.315 1.193 0.265 1.255 1.882 0.510 0.001 1.393 0.241 0.422 1.635 1.773 0.120 1.714 1.704 1.468 1.039 1.172 1.222 1.764 0.765 1.059 2.299 1.620 0.040 1.090 0.591 0.914 0.001 1.019 1.362 1.874 0.411 1.288 1.515 1.707 1.453 2.925 1.313 0.500 1.144 1.160 0.985 1.757 1.575 1.252 1.078 2.458 1.745 1.734 0.633 0.344 1.403 1.700 0.350 1.749 0.376 1.647 1.814 1.855 0.981 2.142 0.187 1.313 2.831 0.604 0.566 0.457 1.201 1.651 — — 0.723 0.761 1.708 0.543 1.108 1.153 1.312 1.486 — — — — — — — — — 3.955 1.282 0.441 0.268 0.317 1.554 0.737 0.743 1.476 0.568 1.449 1.362 0.211 1.285 1.528 1.667 0.748 0.807 1.913 0.738 0.119 1.844 0.552 0.104 2.515 0.395 1.554 1.072 1.584 1.375 0.837 1.591 1.655 1.522 1.896 0.501 — — — — — — — — 3.018 1.496 1.253 1.294 0.956 1.054 1.715 1.618 1.283 1.704 1.368 1.058 1.257 0.714 2.626 1.114 1.928 0.812 0.161 1.749 1. 2004 Appendix D: Statistical Tables STATISTICAL TABLES TABLE D.587 1.826 0.038 1.187 1.582 1.446 1.752 — — — — — — — — — 0.548 2.132 1.237 1.263 1.179 1.446 1.504 0.682 1.019 1.685 1.474 1.737 — — — — — — — — 0.432 1.679 — — — — 0.313 1.490 1.673 1.216 0.860 0.578 1.988 1.462 1.354 2.377 1.800 1.255 2.692 1.971 0.974 1.925 1.595 0.800 0.982 0.963 1.684 0.568 1.284 1.490 2.421 1.602 0.319 1.072 1.312 1.320 1.578 0.510 1.345 1.128 1.725 1.545 0.768 1.726 1.006 1.432 1.981 1.988 1.653 1.748 1.407 1.340 0.997 1.826 1.844 0.164 1.944 1.578 1.001 1.767 1.887 1.743 1.881 0.658 1.160 1.346 1.230 0.967 1.777 0.530 2.474 0.834 1.448 1.864 1.657 1.337 1.511 1.435 0.364 1.227 1.282 1.902 0.918 1.592 1.085 1.279 0.877 0.975 1.437 0.540 1.941 0.892 2.183 0.095 1.674 0.161 0.813 2.100 1.245 1.966 0.998 1.340 1.352 1.303 0.639 1.409 0.482 1.969 0.112 1.690 1.616 0.160 2.179 0.691 1.589 1.070 1.595 1.396 0.728 0.649 0.284 1.206 1.704 1.890 0.070 1.598 1.229 0.081 1.847 1.407 1.900 0.378 1.748 1.975 0.176 1.512 1.949 0.085 1.571 1.567 1.468 1.917 0.515 1.358 1.837 0.997 1.442 1.835 0.754 1.613 0.841 0.102 1.018 2.667 2.711 0.247 1.640 1.435 1.010 1.416 1.643 1.957 1.742 1.660 0.467 2.499 0.517 1.970 1.506 1.370 1.165 1.792 1.418 1.Gujarati: Basic Econometrics.665 2.741 1.680 1.766 1.441 0.874 1.811 2.140 1.055 1.808 0.783 1.867 1.172 1.553 1.735 1.510 1.184 1.606 1.019 1.168 2.403 1.406 1.383 1.252 1.899 1.449 0.053 2.683 1.287 1.226 0.685 0.682 1.636 1.714 1.259 1.543 — — — — — 2.670 1.649 1.015 1.519 0.085 1.473 0.680 1.748 0.367 2.557 1.259 1.776 1.788 1.294 0.708 — — — — — — 0.017 1.131 2.003 0.757 1.878 0.111 1.847 1.312 1.669 0.779 .201 3.742 0.245 1.615 0.604 1.611 1.889 1.285 1.452 1.586 1.400 0.439 1.383 1.333 1.979 0.697 0.261 1.391 0.639 1.325 1.037 1.687 1.836 1.122 0.734 1.453 1.592 1.028 1.142 1.911 1.685 1.759 1.004 1.464 1.714 1.658 0.404 0.023 1.251 1.652 1.816 0.562 1.604 1.799 1.229 2.838 2.489 1.413 1.134 1.996 1.396 0.664 1.661 1.717 1.936 0.805 0.797 1.193 2.906 1.603 1.433 2.598 0.950 0.653 1.386 1.776 1.536 0.684 1.381 2.288 1.534 1.821 0.034 1.101 2.548 1.102 1.086 1.696 0.227 1.104 1.308 2.954 0.637 — 0.779 0.682 0.932 0.671 1.408 0.523 1.441 1.376 1.633 0.805 0.305 1.435 0.643 1.720 1.238 2.584 1. Fourth Edition 972 APPENDIX D: Back Matter © The McGraw−Hill Companies.681 2.466 0.613 1.188 2.767 1.832 0.588 1.488 0.162 1.037 2.269 0.642 1.633 1.658 1.421 1.107 0.803 0.666 1.193 2.561 0.653 0.938 0.507 0.089 1.391 0.783 0.337 1.407 1.622 0.652 0.522 0.881 1.960 0.110 2.714 1.528 1.323 1.131 2.446 1.254 1.876 0.624 1.209 2.332 1.530 — — — — — — 3.611 1.415 1.510 1.857 0.307 1.098 1.876 1.232 1.030 1.255 0.518 1.254 1.772 0.776 0.473 0.940 1.294 0.150 2.137 1.513 1.429 1.217 1.944 2.849 1.422 1.411 1.584 — — 2.153 1.256 1.584 1.900 1.473 0.304 0.324 1.417 2.223 1.617 1.065 1.070 1.722 — — — — — — — 0.356 1.601 1.645 1.315 1.057 2.262 1.737 1.390 1.041 2.068 0.773 1.284 1.858 0.415 1.393 1.330 1.280 2.611 1.540 0.147 1.446 1.408 1.169 2.927 0.059 2.515 1.479 2.663 1.735 1.340 0.569 0.209 1.541 1.777 1.532 0.345 0.198 1.054 1.594 1.529 1.597 2.133 1.807 0.947 1.698 1.811 0.200 0.287 3.510 2.049 1.625 2.997 1.604 1.336 1.875 1.856 0.286 0.484 1.390 0.511 1.690 2.672 0.897 0.273 1.372 1.244 0.665 — — — 0.313 1.902 1.199 1.249 1.156 1.666 1.407 1.877 0.174 1.513 1.587 1.712 1.995 1.298 1.754 0.501 1.697 2.183 0.566 2.319 2.769 1.538 1.821 1.148 1.788 0.012 1.585 1.343 1.244 2.153 2.831 0.834 0.339 1.080 2.716 1.533 0.785 1.741 1.515 1.587 0.756 0.127 0.847 1.339 0.164 0.015 1.437 0.603 1.630 1.640 0.772 0.895 0.072 1.466 1.434 2.562 0.186 1.526 1.596 1.

381 0.526 2.065 0.232 2.744 2.350 2.038 2.371 3.786 0.452 0.053 0.582 2.210 2.746 0.898 1.141 1.051 0.748 0.053 1.248 1.222 0.476 2.321 2.267 1.597 0.067 0.104 2.363 2.315 0.389 0.173 2.077 0.184 0.758 2.934 0.633 2.945 1.164 2.050 0.447 0.552 2.803 1.902 0.576 2.417 0.209 0.272 0.002 1.075 0.948 1.393 0.843 2.444 1.313 0.847 1.520 2.409 0.136 1.246 3.528 0.244 1.552 0.880 1.503 0.790 0.661 2.657 2.983 1.075 2.330 0.955 1.452 3.087 0.318 2.637 2.408 2.504 0.311 3.605 0.886 0.208 0.248 2.217 2.037 1.236 1.503 0.825 0.906 2.127 2.969 2.092 2.597 3.819 1.919 0.158 1.856 1.711 0.303 0.558 0.548 0.039 1.027 1.871 0.934 1.585 0.194 0.422 0.113 0.487 2.221 0.012 1.314 1.186 2.459 3.060 0..342 0.984 1.022 1.925 1.019 2.039 1.240 1.444 2.227 2.801 — — 0.131 2.673 0.586 0.283 2.061 0.909 2.037 1.580 2.025 0.429 1.634 0.808 2.113 3.036 0.066 1.091 1.963 1. by permission of the Econometric Society.821 1.253 0.338 0.043 0.172 2.131 0.367 2.852 0.657 3.282 2.209 0.518 — — — — 3.184 3.221 0.550 2.860 — — — — — — — 0.043 0.772 2.132 1.876 1.889 1.912 2.700 0.976 2.182 0.094 1.637 0.863 1.407 2.245 3.675 2.267 3.281 0.659 2.297 3.829 0.151 0.146 3.122 1.868 1.531 0.282 0.838 2.949 1.100 0.079 1.176 2.221 1.350 0.001 1.102 1.053 1.554 0.651 0.761 2.455 0.049 2.914 1.845 1.797 2.906 2.005 1.816 1.851 2.550 — 3.590 2.240 0.051 2.385 1.322 0.969 2.893 0.225 1.733 2.150 1.413 0.682 3.866 1.171 0.400 1.814 1.931 1.325 3.986 1.680 2.237 0.215 1.137 0.274 3.116 1.790 1.410 2.087 3.059 2.404 0.870 1.501 3.507 — — — — — 3.298 2.370 1.338 3.041 1.371 0.977 1.256 2.358 3.694 2.575 0.073 0.645 0.680 0.297 2.897 1.448 0.896 Note: n = number of observations k  = number of explanatory variables excluding the constant term.473 1.414 0.717 2.205 1.257 0.991 2.610 2.055 2.197 0. op. Source: Savin and White.022 2.923 2.092 0.079 0.524 3.009 1.972 2.528 0.020 1.106 1.395 0.602 3.120 2.456 2.187 2.068 0.883 — — — — — — — — — 0.813 — — — 0.220 3.614 2.065 2.844 1.294 3.913 1.050 2.420 3.943 0.674 0.098 3.379 3.027 1.505 0.578 0.004 2.359 2.165 0.566 2.931 1.210 2.999 1.113 2.970 1.046 0.556 0.834 1.268 0.702 0.830 1.528 0.828 2.348 0.040 2.340 2.167 0.629 3.462 — — — — — — — — — 3.354 0.122 0.184 1.446 3.193 2.126 1.507 2.409 2.919 2.221 2.099 1.424 2.068 2.430 0.540 2.055 0.000 1.174 1.208 0.347 0.304 0.152 3.891 1.055 0.970 2.495 — — — — — — 3.340 1.475 0. .746 2.913 0.197 1.160 2.819 0.713 2.283 2.480 0.260 0.071 3.216 2. cit.671 3.995 1.561 3.032 0.323 2.015 1.725 3.044 2.272 0.461 0.068 1.635 2.027 0.506 3.100 0.503 2.201 3.872 2.787 2.283 0.674 2.639 3.310 2.982 2.504 0.490 3.665 0.324 0.458 1.450 3.856 1.311 3.810 1.266 0.822 2.084 2.191 1.377 0.865 1.836 — — — — — 0.141 0.723 0.895 1.291 0.131 3.029 0.169 3.410 3.166 1. Fourth Edition Back Matter © The McGraw−Hill Companies.909 2.270 1.612 0.364 0.145 0.185 3.128 0. 2004 Appendix D: Statistical Tables APPENDIX D: k  = 11 k  = 12 k  = 13 k  = 14 k  = 15 k  = 16 k  = 17 STATISTICAL TABLES k  = 18 k  = 19 973 k  = 20 n dL dU dL dU dL dU dL dU dL dU dL dU dL dU dL dU dL dU dL dU 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 45 50 55 60 65 70 75 80 85 90 95 100 150 200 0.521 3.865 2.387 2.054 2.224 0.880 0.601 3.126 3.581 0.292 1.111 1.964 1.751 0.160 0.387 0.006 1.824 — — — — 0.158 1.113 1.363 3.914 2.261 0.651 2.499 2.786 0.272 2.474 0.077 2.929 0.294 0.414 2.131 0.907 2.729 2.249 0.107 0.533 2.194 0.905 1.178 0.917 1.181 1.082 2.136 2.Gujarati: Basic Econometrics.949 1.799 1.116 2.848 1.922 1.562 3.085 0.170 1.793 1.093 0.836 2.444 0.694 2.177 1.421 2.383 0.481 2.180 0.233 0.023 2.143 2.252 3.191 3.822 0.886 1.084 0.379 2.023 1.418 0.212 0.744 0.119 0.847 — — — — — — 0.097 2.032 2.628 0.818 2.246 0.987 1.700 3.092 0.841 1.488 0.148 0.137 3.371 0.377 0.934 1.290 1.658 0.039 0.601 0.237 2.162 0.174 0.073 2.286 3.244 0.482 0.445 2.116 0.969 2.182 2.172 2.203 1.044 1.426 0.306 0.572 3.264 1.047 0.913 1.234 0.356 0.038 0.011 1.358 3.357 3.070 0.194 0.965 1.269 2.878 1.172 2.972 1.331 0.059 2.033 2.313 0.078 3.399 0.484 — — — — — — — 3.730 2.266 2.953 1.210 1.026 2.582 2.538 3.512 2.716 0.744 0.953 1.123 2.857 0.131 1.911 0.246 0.477 0.292 0.787 0.082 1.766 3.993 1.118 2.831 1.774 2.084 0.477 2.117 2.155 3.102 0.655 2.333 0.528 — — — 3.357 0.178 0.109 0.931 1.150 1.530 0.446 2.623 0.135 2.156 0.785 2.563 2.412 3.625 0.827 1.964 1.450 0.146 0.609 2.218 3.080 1.905 0.287 0.414 1.346 2.141 1.965 1.066 1.474 — — — — — — — — 3.330 2.600 2.125 0.699 2.109 3.747 3.067 2.114 0.503 0.979 1.871 — — — — — — — — 0.705 0.296 2.570 0.087 1.478 0.539 — — 3.863 0.412 3.322 0.791 — 0.858 2.748 2.694 0.052 1.434 0.250 2.196 0.979 1.107 0.529 0.136 0.034 1.817 2.980 1.460 2.993 1.940 1.517 2.277 0.458 0.610 0.551 0.237 2.829 2.023 2.060 0.786 0.315 0.355 1.655 0.974 1.911 1.438 0.338 2.915 2.090 2.363 0.386 2.373 2.227 3.152 0.451 2.339 0.297 0.123 2.227 0.879 2.835 0.798 1.849 0.893 1.783 1.035 0.474 3.

McGraw-Hill Book Company.6B give the critical values of runs n for various values of N1 (+ symbol) and N2 (− symbol). table F. 252–253. New York. For the one-sample runs test. pp. “Tables for Testing Randomness of Grouping in a Sequence of Alternatives. Fourth Edition 974 APPENDIX D: TABLE D.Gujarati: Basic Econometrics. Source: Sidney Siegel.6A and D. The tables have been adapted by Siegel from the original source: Frieda S. 1956.6A or equal to or larger than that shown in Table D.6A Back Matter © The McGraw−Hill Companies. 14.05 level. 2004 Appendix D: Statistical Tables STATISTICAL TABLES CRITICAL VALUES OF RUNS IN THE RUNS TEST N2 N1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 2 2 2 2 2 2 2 2 2 2 3 2 2 2 2 2 2 2 2 2 3 3 3 3 3 3 4 2 2 2 3 3 3 3 3 3 3 3 4 4 4 4 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 2 2 3 3 3 3 3 4 4 4 4 4 4 4 5 5 5 2 2 3 3 3 3 4 4 4 4 5 5 5 5 5 5 6 6 2 2 3 3 3 4 4 5 5 5 5 5 6 6 6 6 6 6 2 3 3 3 4 4 5 5 5 6 6 6 6 6 7 7 7 7 2 3 3 4 4 5 5 5 6 6 6 7 7 7 7 8 8 8 2 3 3 4 5 5 5 6 6 7 7 7 7 8 8 8 8 9 2 3 4 4 5 5 6 6 7 7 7 8 8 8 9 9 9 9 2 2 3 4 4 5 6 6 7 7 7 8 8 8 9 9 9 10 10 2 2 3 4 5 5 6 6 7 7 8 8 9 9 9 10 10 10 10 2 2 3 4 5 5 6 7 7 8 8 9 9 9 10 10 10 11 11 2 3 3 4 5 6 6 7 7 8 8 9 9 10 10 11 11 11 12 2 3 4 4 5 6 6 7 8 8 9 9 10 10 11 11 11 12 12 2 3 4 4 5 6 7 7 8 9 9 10 10 11 11 11 12 12 13 2 3 4 5 5 6 7 8 8 9 9 10 10 11 11 12 12 13 13 2 3 4 5 6 6 7 8 8 9 10 10 11 11 12 12 13 13 13 2 3 4 5 6 6 7 8 9 9 10 10 11 12 12 13 13 13 14 Note: Tables D.” Annals of Mathematical Statistics.6B is significant at the 0. . 1943. vol. Used by permission of McGraw-Hill Book Company and Annals of Mathematical Statistics. Nonparametric Statistics for the Behavioral Sciences. any value of n that is equal to or smaller than that shown in Table D. Swed and C. Eisenhart.

38 −4. that there is no constant. † The critical F values are for the joint hypothesis that the constant and δ terms in (21.75 −3.62 −2. 1981.58 −1.51 −3.15 6. 2004 Appendix D: Statistical Tables APPENDIX D: TABLE D. respectively.9. ‡ The critical F values are for the joint hypothesis that the constant.88 4.46 −3. p.9. 49. Fuller. New York.95 −1. A. Fuller.13 4. 1976.43 −3. Fourth Edition Back Matter © The McGraw−Hill Companies.41 10. Source: Adapted from W. John Wiley & Sons. and ct denote.5) are simultaneously equal to zero. “Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root.43 8.99 −3.95 −1.86 −4.93 −2. and D.21 7. vol.9.34 6.45 −3.68 5.5) are simultaneously equal to zero.89 −2.68 *Subscripts nc.95 −1.73 8.6B STATISTICAL TABLES 975 CRITICAL VALUES OF RUNS IN THE RUNS TEST N2 N1 2 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 3 4 9 9 5 6 9 10 10 11 11 9 10 11 12 12 13 13 13 13 7 8 9 10 11 12 13 14 15 16 17 18 19 20 11 12 13 13 14 14 14 14 15 15 15 11 12 13 14 14 15 15 16 16 16 16 17 17 17 17 17 13 14 14 15 16 16 16 17 17 18 18 18 18 18 18 13 14 15 16 16 17 17 18 18 18 19 19 19 20 20 13 14 15 16 17 17 18 19 19 19 20 20 20 21 21 13 14 16 16 17 18 19 19 20 20 21 21 21 22 22 15 16 17 18 19 19 20 20 21 21 22 22 23 23 15 16 17 18 19 20 20 21 22 22 23 23 23 24 15 16 18 18 19 20 21 22 22 23 23 24 24 25 17 18 19 20 21 21 22 23 23 24 25 25 25 17 18 19 20 21 22 23 23 24 25 25 26 26 17 18 19 20 21 22 23 24 25 25 26 26 27 17 18 20 21 22 23 23 24 25 26 26 27 27 17 18 20 21 22 23 24 25 25 26 27 27 28 EXAMPLE In a sequence of 30 observations consisting of 20 + signs ( = N1 ) and 10 − signs ( = N 2 ).75 4.71 4.02 6. as shown by Tables D.95 −1.04 −3. Therefore.95 −1.A. and δ terms in (21.34 8. the critical values of runs at the 0. and a constant and trend term in the regression (21.05 level of significance are 9 and 20. respectively.60 −3. Introduction to Statistical Time Series. one can reject (at the 0.60 −2.5). if in an application it is found that the number of runs is equal to or less than 9 or equal to or greater than 20.6A and D.31 8.43 −3.09 5.25 8. a constant. .00 −2.05 level of significance) the hypothesis that the observed sequence is random. c.58 −3.7 1% AND 5% CRITICAL DICKEY–FULLER t ( = τ ) AND F VALUES FOR UNIT ROOT TESTS t nc* t c* F† t ct* F‡ Sample size 1% 5% 1% 5% 1% 5% 1% 5% 1% 5% 25 50 100 250 500 ∞ −2. TABLE D.50 −3. trend.24 6.87 −2.6B.58 −2. 373 (for the τ test).95 −3. Dickey and W.27 7.42 −3.88 −2.61 9.98 −3.30 6.44 −3.96 −3. A. 1063.49 6.” Econometrica.15 −4. p.Gujarati: Basic Econometrics.66 −2.58 −2.22 6.73 6.50 6.

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