Econometrics For Dummies

Appendix

Statistical Tables

This appendix includes tables that are commonly used for various hypothesis tests in econometric analysis. Hypothesis test results rely on a comparison of an appropriate test statistic with the critical value from a statistical table.

The Standard Normal Distribution

The standard normal table shows the right-tail probability (density) at various points along the standard normal distribution.

t-Distribution

The t table shows the value associated with each one-tail and two-tail probability (α) for various degrees of freedom (df).

Chi-Squared Distribution

The chi-squared table shows the value associated with each right-tail probability (α) for various degrees of freedom (df).

F-Distribution

The F table shows the right-tail critical F-values at the 5 percent level of significance for a specific number of degrees of freedom in the numerator (dfn) and denominator (dfd). Note: This table is a highly abridged version of an F table; your econometrics textbook should have a more complete version.

Durbin-Watson d-Statistic

The Durbin-Watson d table shows the ...