F-Stat: Significance

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Apple Tan
Posts: 29
Joined: Sun Apr 12, 2015 5:18 pm

F-Stat: Significance

Postby Apple Tan » Mon Jun 01, 2015 8:54 pm


Please see attachment.

How do I tell if the F-stat is significant at 1%, 5%, or 10% level?
Or not significant?

Thank you
Untitled2.jpg (66.64 KiB) Viewed 1287 times

Posts: 10
Joined: Sun Jun 14, 2015 12:57 pm

Re: F-Stat: Significance

Postby siq » Mon Jun 15, 2015 4:55 am

Lower and upper critical values for 1%, 5% and 10% significance level are 3.65-4.66, 2.79-3.67 and 2.37-3.20, respectively. this is the values in pearson table ..u need to look whether ur value lie between these range or not ..cheku ur values with 4 lags n if u get results less than 4.0 this is not signifcnt if a single lag show greter than 4 u can say it is signifcnt,.

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