Appendices A–E

• Phụ lục A* Cumulative Probabilities cho Standard Normal Distribution Phụ lục B Bảng Student’s t -Distribution (One-Tailed Probabilities) Phụ lục C Giá trị của _X_2 (Degrees of Freedom, Level of Significance) Phụ lục D Bảng F -Distribution Phụ lục E Critical Values cho Durbin-Watson Statistic (α = .05)

Phụ lục A Cumulative Probabilities cho Standard Normal Distribution P ( Z ≤ x) = N (x) for x ≥ 0 or P ( Z ≤ z) = N (z) for z ≥ 0

|x or z|0|0.01|0.02|0.03|0.04|0.05|0.06|0.07|0.08|0.09|

Ví dụ, để tìm z -value để lại diện tích/xác suất 2.5% ở upper tail, hãy xác định giá trị 0.9750 trong phần thân của bảng. Tìm 1.90 ở phía bên trái của hàng chứa phần tử và 0.06 ở phía trên của cột chứa phần tử để có 1.90 + 0.06 = 1.96. Bảng được tạo bằng Excel.

Quantitative Methods for Investment Analysis , Second Edition, by Richard A. DeFusco, CFA, Dennis W. McLeavey, CFA, Jerald E. Pinto, CFA, and David E. Runkle, CFA. Copyright © 2004 by CFA Institute.

Phụ lục A (tiếp theo) Cumulative Probabilities cho Standard Normal Distribution P ( Z ≤ x) = N (x) for x ≤ 0 or P ( Z ≤ z) = N (z) for z ≤ 0

|x or z|0|0.01|0.02|0.03|0.04|0.05|0.06|0.07|0.08|0.09|

Ví dụ, để tìm z -value để lại diện tích/xác suất 2.5% ở lower tail, hãy xác định giá trị 0.0250 trong phần thân của bảng. Tìm –1.90 ở phía bên trái của hàng chứa phần tử và 0.06 ở phía trên của cột chứa phần tử để có –1.90 – 0.06 = –1.96. Bảng được tạo bằng Excel.

Phụ lục B Table of the Student’s t -Distribution (One-Tailed Probabilities)

|p = 0.005 2.744 2.738|2.733 2.728 2.724 2.719 2.715 2.712 2.708 2.704 2.701 2.698 2.695 2.692 2.690 2.687 2.685 2.682 2.680 2.678 2.660 2.648 2.639 2.632 2626|. 2.621 2.617| 2.601| 2.576|the tail would 1.Table generat| |p = 0.01 2.453 2.449|2.445 2.441 2.438 2.434 2.431 2.429 2.426 2.423 2.421 2.418 2.416 2.414 2.412 2.410 2.408 2.407 2.405 2.403 2.390 2.381 2.374 2.368 2364|. 2.361 2.358| 2.345| 2.326|d probability in t(0.025) = 2.57| |p = 0.025 2.040 2.037|2.035 2.032 2.030 2.028 2.026 2.024 2.023 2.021 2.020 2.018 2.017 2.015 2.014 2.013 2.012 2.011 2.010 2.009 2.000 1.994 1.990 1.987 1984|. 1.982 1.980| 1.972| 1.960|ed test, the desire 0.025 =α/2, giving| |p = 0.05 1.696 1.694|1.692 1.691 1.690 1.688 1.687 1.686 1.685 1.684 1.683 1.682 1.681 1.680 1.679 1.679 1.678 1.677 1.677 1.676 1.671 1.667 1.664 1.662 1660|. 1.659 1.658| 1.653| 1.645|5 and a one- tail il would be_p_=| |p = 0.05 p = 0.025 p = 0.01 p = 0.005 df p = 0.10 6.314 12.706 31.821 63.657 31 1.309 2.920 4.303 6.965 9.925 32 1.309|2.353 3.182 4.541 5.841 33 1.308 2.132 2.776 3.747 4.604 34 1.307 2.015 2.571 3.365 4.032 35 1.306 1.943 2.447 3.143 3.707 36 1.306 1.895 2.365 2.998 3.499 37 1.305 1.860 2.306 2.896 3.355 38 1.304 1.833 2.262 2.821 3.250 39 1.304 1.812 2.228 2.764 3.169 40 1.303 1.796 2.201 2.718 3.106 41 1.303 1.782 2.179 2.681 3.055 42 1.302 1.771 2.160 2.650 3.012 43 1.302 1.761 2.145 2.624 2.977 44 1.301 1.753 2.131 2.602 2.947 45 1.301 1.746 2.120 2.583 2.921 46 1.300 1.740 2.110 2.567 2.898 47 1.300 1.734 2.101 2.552 2.878 48 1.299 1.729 2.093 2.539 2.861 49 1.299 1.725 2.086 2.528 2.845 50 1.299 1.721 2.080 2.518 2.831 60 1.296 1.717 2.074 2.508 2.819 70 1.294 1.714 2.069 2.500 2.807 80 1.292 1.711 2.064 2.492 2.797 90 1.291 1708 2060 2485 2787 100 1290|. . . . . 1.706 2.056 2.479 2.779 110 1.289 1.703 2.052 2.473 2.771 120 1.289| 1.701 2.048 2.467 2.763 200 1.286| 1.699 2.045 2.462 2.756 ∞ 1.282 1.697 2.042 2.457 2.750|enter the table with df and a specifi ed value for_a_, the signifi cance level. For example, with 5 df,α= 0.0 -value would be_t_(5, 0.05) = 2.015. With_α_=0.05 and a two- tailed test, the desired probability in each ta| |df p = 0.10 1 3.078 2 1.886|3 1.638 4 1.533 5 1.476 6 1.440 7 1.415 8 1.397 9 1.383 10 1.372 11 1.363 12 1.356 13 1.350 14 1.345 15 1.341 16 1.337 17 1.333 18 1.330 19 1.328 20 1.325 21 1.323 22 1.321 23 1.319 24 1.318 25 1316| . 26 1.315 27 1.314| 28 1.313| 29 1.311 30 1.310|To fi nd a critical_t_-value, i p= 0.05 and the critical_t_ using Excel.|

• Phụ lục C Values of* χ****2 (Degrees of Freedom, Level of Significance)

|Degrees of||||Probabili|ty in Right|Tail|||| |Freedom|0.99|0.975|0.95|0.9|0.1|0.05|0.025|0.01|0.005|

Với right tail probability bằng 0.05 và df = 5, giá trị là χ2(5, 0.05) = 11.070. Quantitative Methods for Investment Analysis, Second Edition, by Richard A. DeFusco, CFA, Dennis W. McLeavey, CFA, Jerald E. Pinto, CFA, and David E. Runkle, CFA. Copyright © 2004 by CFA Institute.

Phụ lục D Table of the F -Distribution

|∞|254 195|. 853|. 5.63|4.37|367|. 3.23 2.93|2.71 2.54|2.40|2.30 |2.21|2.13 2.07|2.01|1.96|1.92|1.88 1.84|1.81|1.78|1.76|173|. 1.71|1.62|1.51|1.39|1.25|1.00| |120|253 195|. 855|. 5.66|4.40|370|. 3.27 2.97|2.75 2.58|2.45|2.34 |2.25|2.18 2.11|2.06|2.01|1.97|1.93 1.90|1.87|1.84|1.81|179|. 1.77|1.68|1.58|1.47|1.35|1.22| |60|252 195|. 857|. 5.69|4.43|374|. 3.30 3.01|2.79 2.62|2.49|2.38 |2.30|2.22 2.16|2.11|2.06|2.02|1.98 1.95|1.92|1.89|1.86|184|. 1.82|1.74|1.64|1.53|1.43|1.32| |r: df2 40|251 195|. 859|. 5.72|4.46|377|. 3.34 3.04|2.83 2.66|2.53|2.43 |2.34|2.27 2.20|2.15|2.10|2.06|2.03 1.99|1.96|1.94|1.91|189|. 1.87|1.79|1.69|1.59|1.50|1.39| |minato 30|250 195|. 862|. 5.75|4.50|381|. 3.38 3.08|2.86 2.70|2.57|2.47 |2.38|2.31 2.25|2.19|2.15|2.11|2.07 2.04|2.01|1.98|1.96|194|. 1.92|1.84|1.74|1.65|1.55|1.46| |d Deno 25|249 195|. 863|. 5.77|4.52|383|. 3.40 3.11|2.89 2.73|2.60|2.50 |2.41|2.34 2.28|2.23|2.18|2.14|2.11 2.07|2.05|2.02|2.00|197|. 1.96|1.88|1.78|1.69|1.60|1.51| |df1 an 24|249 195|. 864|. 5.77|4.53|384|. 3.41 3.12|2.90 2.74|2.61|2.51 |2.42|2.35 2.29|2.24|2.19|2.15|2.11 2.08|2.05|2.03|2.01|198|. 1.96|1.89|1.79|1.70|1.61|1.52| |erator: 23|249 195|. 864|. 5.78|4.53|385|. 3.42 3.12|2.91 2.75|2.62|2.51 |2.43|2.36 2.30|2.24|2.20|2.16|2.12 2.09|2.06|2.04|2.01|199|. 1.97|1.90|1.80|1.71|1.62|1.53| |Num 22|249 195|. 865|. 5.79|4.54|386|. 3.43 3.13|2.92 2.75|2.63|2.52 |2.44|2.37 2.31|2.25|2.21|2.17|2.13 2.10|2.07|2.05|2.02|200|. 1.98|1.91|1.81|1.72|1.63|1.54| |21|248 194|. 865|. 5.79|4.55|386|. 3.43 3.14|2.93 2.76|2.64|2.53 |2.45|2.38 2.32|2.26|2.22|2.18|2.14 2.11|2.08|2.06|2.04|201|. 2.00|1.92|1.83|1.73|1.64|1.56| |20|248 194|. 866|. 5.80|4.56|387|. 3.44 3.15|2.94 2.77|2.65|2.54 |2.46|2.39 2.33|2.28|2.23|2.19|2.16 2.12|2.10|2.07|2.05|203|. 2.01|1.93|1.84|1.75|1.66|1.57| |15|246 194|. 870|. 5.86|4.62|394|. 3.51 3.22|3.01 2.85|2.72|2.62 |2.53|2.46 2.40|2.35|2.31|2.27|2.23 2.20|2.18|2.15|2.13|211|. 2.09|2.01|1.92|1.84|1.75|1.67| |12|244 194|. 874|. 5.91|4.68|400|. 3.57 3.28|3.07 2.91|2.79|2.69 |2.60|2.53 2.48|2.42|2.38|2.34|2.31 2.28|2.25|2.23|2.20|218|. 2.16|2.09|2.00|1.92|1.83|1.75| |11|243 194|. 876|. 5.94|4.70|403|. 3.60 3.31|3.10 2.94|2.82|2.72 |2.63|2.57 2.51|2.46|2.41|2.37|2.34 2.31|2.28|2.26|2.24|222|. 2.20|2.13|2.04|1.95|1.87|1.79| |10|242 194|. 879|. 5.96|4.74|406|. 3.64 3.35|3.14 2.98|2.85|2.75 |2.67|2.60 2.54|2.49|2.45|2.41|2.38 2.35|2.32|2.30|2.27|225|. 2.24|2.16|2.08|1.99|1.91|1.83| |9|241 194|. 881|. 6.00|4.77|410|. 3.68 3.39|3.18 3.02|2.90|2.80 |2.71|2.65 2.59|2.54|2.49|2.46|2.42 2.39|2.37|2.34|2.32|230|. 2.28|2.21|2.12|2.04|1.96|1.88| |.05 8|239 194|. 885|. 6.04|4.82|415|. 3.73 3.44|3.23 3.07|2.95|2.85 |2.77|2.70 2.64|2.59|2.55|2.51|2.48 2.45|2.42|2.40|2.37|236|. 2.34|2.27|2.18|2.10|2.02|1.94| |ual to 0 7|237 194|. 889|. 6.09|4.88|421|. 3.79 3.50|3.29 3.14|3.01|2.91 |2.83|2.76 2.71|2.66|2.61|2.58|2.54 2.51|2.49|2.46|2.44|242|. 2.40|2.33|2.25|2.17|2.09|2.01| |rea eq 6|234 193|. 894|. 6.16|4.95|428|. 3.87 3.58|3.37 3.22|3.09|3.00 |2.92|2.85 2.79|2.74|2.70|2.66|2.63 2.60|2.57|2.55|2.53|251|. 2.49|2.42|2.34|2.25|2.18|2.10| |d tail a 5|230 193|. 901|. 6.26|5.05|439|. 3.97 3.69|3.48 3.33|3.20|3.11 |3.03|2.96 2.90|2.85|2.81|2.77|2.74 2.71|2.68|2.66|2.64|262|. 2.60|2.53|2.45|2.37|2.29|2.21| |ht- han 4|225 192|. 912|. 6.39|5.19|453|. 4.12 3.84|3.63 3.48|3.36|3.26 |3.18|3.11 3.06|3.01|2.96|2.93|2.90 2.87|2.84|2.82|2.80|278|. 2.76|2.69|2.61|2.53|2.45|2.37| |for rig 3|216 192|. 928|. 6.59|5.41|476|. 4.35 4.07|3.86 3.71|3.59|3.49 |3.41|3.34 3.29|3.24|3.20|3.16|3.13 3.10|3.07|3.05|3.03|301|. 2.99|2.92|2.84|2.76|2.68|2.60| |values 2|200 190|. 955|. 6.94|5.79|514|. 4.74 4.46|4.26 4.10|3.98|3.89 |3.81|3.74 3.68|3.63|3.59|3.55|3.52 3.49|3.47|3.44|3.42|340|. 3.39|3.32|3.23|3.15|3.07|3.00| |Critical df1:1|161 185|. 101|. 7.71|6.61|599|. 5.59 5.32|5.12 4.96|4.84|4.75 |4.67|4.60 4.54|4.49|4.45|4.41|4.38 4.35|4.32|4.30|4.28|426|. 4.24|4.17|4.08|4.00|3.92|3.84| |Panel A.|df2: 1 2| 3| 4|5|6| 7 8|9 10|11|12 |13|14 15|16|17|18|19 20|21|22|23|24| 25|30|40|60|120|Infi nity|

Phụ lục D (continued) Table of the F -Distribution

|∞|1018|39.50|13.90|826|. 6.02|4.85|4.14|3.67 |3.33| 3.08|2.88|2.72 |2.60|2.49 2.40|2.32|2.25|2.19 2.13|2.09|2.04|2.00|1.97|194|. 1.91|1.79 |1.64|1.48| 1.31|1.00| |120|1014|39.49|13.95|831|. 6.07|4.90|4.20|3.73 |3.39| 3.14|2.94|2.79 |2.66|2.55 2.46|2.38|2.32|2.26 2.20|2.16|2.11|2.08|2.04|201|. 1.98|1.87 |1.72|1.58| 1.43|1.27| |60|1010|39.48|13.99|836|. 6.12|4.96|4.25|3.78 |3.45| 3.20|3.00|2.85 |2.72|2.61 2.52|2.45|2.38|2.32 2.27|2.22|2.18|2.14|2.11|208|. 2.05|1.94 |1.80|1.67| 1.53|1.39| |r: df2 40|1006|39.47|14.04|841|. 6.18|5.01|4.31|3.84 |3.51| 3.26|3.06|2.91 |2.78|2.67 2.59|2.51|2.44|2.38 2.33|2.29|2.25|2.21|2.18|215|. 2.12|2.01 |1.88|1.74| 1.61|1.48| |minato 30|1001|39.46|14.08|846|. 6.23|5.07|4.36|3.89 |3.56| 3.31|3.12|2.96 |2.84|2.73 2.64|2.57|2.50|2.44 2.39|2.35|2.31|2.27|2.24|221|. 2.18|2.07 |1.94|1.82| 1.69|1.57| |d Deno 25|998|39.46|14.12|850|. 6.27|5.11|4.40|3.94 |3.60| 3.35|3.16|3.01 |2.88|2.78 2.69|2.61|2.55|2.49 2.44|2.40|2.36|2.32|2.29|226|. 2.23|2.12 |1.99|1.87| 1.75|1.63| |df1 an 24|997|39.46|14.12|851|. 6.28|5.12|4.41|3.95 |3.61| 3.37|3.17|3.02 |2.89|2.79 2.70|2.63|2.56|2.50 2.45|2.41|2.37|2.33|2.30|227|. 2.24|2.14 |2.01|1.88| 1.76|1.64| |erator: 23|996|39.45|14.13|852|. 6.29|5.13|4.43|3.96 |3.63| 3.38|3.18|3.03 |2.91|2.80 2.71|2.64|2.57|2.52 2.46|2.42|2.38|2.34|2.31|228|. 2.26|2.15 |2.02|1.90| 1.77|1.66| |Num 22|995|39.45|14.14|853|. 6.30|5.14|4.44|3.97 |3.64| 3.39|3.20|3.04 |2.92|2.81 2.73|2.65|2.59|2.53 2.48|2.43|2.39|2.36|2.33|230|. 2.27|2.16 |2.03|1.91| 1.79|1.67| |21|994|39.45|14.16|855|. 6.31|5.15|4.45|3.98 |3.65| 3.40|3.21|3.06 |2.93|2.83 2.74|2.67|2.60|2.54 2.49|2.45|2.41|2.37|2.34|231|. 2.28|2.18 |2.05|1.93| 1.81|1.69| |20|993|39.45|14.17|856|. 6.33|5.17|4.47|4.00 |3.67| 3.42|3.23|3.07 |2.95|2.84 2.76|2.68|2.62|2.56 2.51|2.46|2.42|2.39|2.36|233|. 2.30|2.20 |2.07|1.94| 1.82|1.71| |15|985|39.43|14.25|866|. 6.43|5.27|4.57|4.10 |3.77| 3.52|3.33|3.18 |3.05|2.95 2.86|2.79|2.72|2.67 2.62|2.57|2.53|2.50|2.47|244|. 2.41|2.31 |2.18|2.06| 1.94|1.83| |12|977|39.41|14.34|875|. 6.52|5.37|4.67|4.20 |3.87| 3.62|3.43|3.28 |3.15|3.05 2.96|2.89|2.82|2.77 2.72|2.68|2.64|2.60|2.57|254|. 2.51|2.41 |2.29|2.17| 2.05|1.94| |11|973|39.41|14.37|879|. 6.57|5.41|4.71|4.24 |3.91| 3.66|3.47|3.32 |3.20|3.09 3.01|2.93|2.87|2.81 2.76|2.72|2.68|2.65|2.62|259|. 2.56|2.46 |2.33|2.22| 2.10|1.99| |10|969|39.40|14.42|884|. 6.62|5.46|4.76|4.30 |3.96| 3.72|3.53|3.37 |3.25|3.15 3.06|2.99|2.92|2.87 2.82|2.77|2.73|2.70|2.67|264|. 2.61|2.51 |2.39|2.27| 2.16|2.05| |9|963|39.39|14.47|890|. 6.68|5.52|4.82|4.36 |4.03| 3.78|3.59|3.44 |3.31|3.21 3.12|3.05|2.98|2.93 2.88|2.84|2.80|2.76|2.73|270|. 2.68|2.57 |2.45|2.33| 2.22|2.11| |25 8|957|39.37|14.54|898|. 6.76|5.60|4.90|4.43 |4.10| 3.85|3.66|3.51 |3.39|3.29 3.20|3.12|3.06|3.01 2.96|2.91|2.87|2.84|2.81|278|. 2.75|2.65 |2.53|2.41| 2.30|2.19| |l to 0.0 7|948|39.36|14.62|907|. 6.85|5.70|4.99|4.53 |4.20| 3.95|3.76|3.61 |3.48|3.38 3.29|3.22|3.16|3.10 3.05|3.01|2.97|2.93|2.90|287|. 2.85|2.75 |2.62|2.51| 2.39|2.29| |a equa 6|937|39.33|14.73|920|. 6.98|5.82|5.12|4.65 |4.32| 4.07|3.88|3.73 |3.60|3.50 3.41|3.34|3.28|3.22 3.17|3.13|3.09|3.05|3.02|299|. 2.97|2.87 |2.74|2.63| 2.52|2.41| |tail are 5|922|39.30|14.88|936|. 7.15|5.99|5.29|4.82 |4.48| 4.24|4.04|3.89 |3.77|3.66 3.58|3.50|3.44|3.38 3.33|3.29|3.25|3.22|3.18|315|. 3.13|3.03 |2.90|2.79| 2.67|2.57| |t- hand 4|900|39.25|15.10|960|. 7.39|6.23|5.52|5.05 |4.72| 4.47|4.28|4.12 |4.00|3.89 3.80|3.73|3.66|3.61 3.56|3.51|3.48|3.44|3.41|338|. 3.35|3.25 |3.13|3.01| 2.89|2.79| |or righ 3|864|39.17|15.44|998|. 7.76|6.60|5.89|5.42 |5.08| 4.83|4.63|4.47 |4.35|4.24 4.15|4.08|4.01|3.95 3.90|3.86|3.82|3.78|3.75|372|. 3.69|3.59 |3.46|3.34| 3.23|3.12| |alues f 2|799|39.00 |16.04 |1065|. 8.43|7.26|6.54|6.06 |5.71| 5.46|5.26|5.10 |4.97|4.86 4.77|4.69|4.62|4.56 4.51|4.46|4.42|4.38|4.35|432|. 4.29|4.18 |4.05|3.93| 3.80|3.69| |Critical v df1: 1|648|38.51|17.44|1222|. 10.01|8.81|8.07|7.57 |7.21| 6.94|6.72|6.55 |6.41|6.30 6.20|6.12|6.04|5.98 5.92|5.87|5.83|5.79|5.75|572|. 5.69|5.57 |5.42|5.29| 5.15|5.02| |Panel B.|df2: 1|2|3|4| 5|6|7|8 |9|10|11|12 |13|14 15|16|17|18 19|20|21|22|23|24| 25|30 |40|60| 120|Infi nity|

Phụ lục D (continued) Table of the F -Distribution

|∞|6366|995|. 26.1|135|. 9.02|6.88|565|. 4.86|4.31| 3.91|3.60|3.36|3.17 |3.00|2.87|2.75|2.65|2.57 2.49|2.42|2.36|231|. 2.26|221|. 2.17|2.01 |1.80| 1.60|1.38 1.00| |120|6339|995|. 26.2|136|. 9.11|6.97|574|. 4.95|4.40| 4.00|3.69|3.45|3.25 |3.09|2.96|2.84|2.75|2.66 2.58|2.52|2.46|240|. 2.35|231|. 2.27|2.11 |1.92| 1.73|1.53 1.32| |60|6313|995|. 26.3|137|. 9.20|7.06|582|. 5.03|4.48| 4.08|3.78|3.54|3.34 |3.18|3.05|2.93|2.83|2.75 2.67|2.61|2.55|250|. 2.45|240|. 2.36|2.21 |2.02| 1.84|1.66 1.47| |or: df2 40|6287|995|. 26.4|137|. 9.29|7.14|591|. 5.12|4.57| 4.17|3.86|3.62|3.43 |3.27|3.13|3.02|2.92|2.84 2.76|2.69|2.64|258|. 2.54|249|. 2.45|2.30 |2.11| 1.94| 1.76 1.59| |minat 30|6261|995|. 26.5|138|. 9.38|7.23|599|. 5.20|4.65| 4.25|3.94|3.70|3.51 |3.35|3.21|3.10|3.00|2.92 2.84|2.78|2.72|267|. 2.62|258|. 2.53|2.39 |2.20| 2.03|1.86 1.70| |d Deno 25|6240|995|. 26.6|139|. 9.45|7.30|606|. 5.26|4.71| 4.31|4.01|3.76|3.57 |3.41|3.28|3.16|3.07|2.98 2.91|2.84|2.79|273|. 2.69|264|. 2.60|2.45 |2.27| 2.10|1.93 1.77| |: df1 an 24|6235|995|. 26.6|139|. 9.47|7.31|607|. 5.28|4.73| 4.33|4.02|3.78|3.59 |3.43|3.29|3.18|3.08|3.00 2.92|2.86|2.80|275|. 2.70|266|. 2.62|2.47 |2.29| 2.12|1.95 1.79| |merator 23|6229|995|. 26.6|139|. 9.49|7.33|609|. 5.30|4.75| 4.34|4.04|3.80|3.60 |3.44|3.31|3.20|3.10|3.02 2.94|2.88|2.82|277|. 2.72|268|. 2.64|2.49 |2.31| 2.13|1.97 1.81| |Nu 22|6223|995|. 26.6|140|. 9.51|7.35|611|. 5.32|4.77| 4.36|4.06|3.82|3.62 |3.46|3.33|3.22|3.12|3.03 2.96|2.90|2.84|278|. 2.74|270|. 2.66|2.51 |2.33| 2.15|1.99 1.83| |21|6216|995|. 26.7|140|. 9.53|7.37|613|. 5.34|4.79| 4.38|4.08|3.84|3.64 |3.48|3.35|3.24|3.14|3.05 2.98|2.92|2.86|281|. 2.76|272|. 2.68|2.53 |2.35| 2.17|2.01 1.85| |20|6209|994|. 26.7|140|. 9.55|7.40|616|. 5.36|4.81| 4.41|4.10|3.86|3.66 |3.51|3.37|3.26|3.16|3.08 3.00|2.94|2.88|283|. 2.78|274|. 2.70|2.55 |2.37| 2.20|2.03 1.88| |15|6157|994|. 26.9|142|. 9.72|7.56|631|. 5.52|4.96| 4.56|4.25|4.01|3.82 |3.66|3.52|3.41|3.31|3.23 3.15|3.09|3.03|298|. 2.93|289|. 2.85|2.70 |2.52| 2.35|2.19 2.04| |12|6106|994|. 27.1|144|. 9.89|7.72|647|. 5.67|5.11| 4.71|4.40|4.16|3.96 |3.80|3.67|3.55|3.46|3.37 3.30|3.23|3.17|312|. 3.07|303|. 2.99|2.84 |2.66| 2.50|2.34 2.18| |11|6083|994|. 27.1|145|. 10.0|7.79|654|. 5.73|5.18| 4.77|4.46|4.22|4.02 |3.86|3.73|3.62|3.52|3.43 3.36|3.29|3.24|318|. 3.14|309|. 3.06|2.91 |2.73| 2.56|2.40 2.25| |10|6056|994|. 27.2|145|. 10.1|7.87|662|. 5.81|5.26| 4.85|4.54|4.30|4.10 |3.94|3.80|3.69|3.59|3.51 3.43|3.37|3.31|326|. 3.21|317|. 3.13|2.98 |2.80| 2.63|2.47 2.32| |9|6023|994|. 27.3|147|. 10.2|7.98|672|. 5.91|5.35| 4.94|4.63|4.39|4.19 |4.03|3.89|3.78|3.68|3.60 3.52|3.46|3.40|335|. 3.30|326|. 3.22|3.07 |2.89| 2.72|2.56 2.41| |1 8|5982|994|. 27.5|148|. 10.3|8.10|684|. 6.03|5.47| 5.06|4.74|4.50|4.30 |4.14|4.00|3.89|3.79|3.71 3.63|3.56|3.51|345|. 3.41|336|. 3.32|3.17 |2.99| 2.82|2.66 2.51| |l to 0.0 7|5928|994|. 27.7|150|. 10.5|8.26|699|. 6.18|5.61| 5.20|4.89|4.64|4.44 |4.28|4.14|4.03|3.93|3.84 3.77|3.70|3.64|359|. 3.54|350|. 3.46|3.30 |3.12| 2.95| 2.79 2.64| |ea equa 6|5859|993|. 27.9|152|. 10.7|8.47|719|. 6.37|5.80| 5.39|5.07|4.82|4.62 |4.46|4.32|4.20|4.10|4.01 3.94|3.87|3.81|376|. 3.71|367|. 3.63|3.47 |3.29| 3.12|2.96 2.80| |tail ar 5|5764|993|. 28.2|155|. 11.0|8.75|746|. 6.63|6.06| 5.64|5.32|5.06|4.86 |4.70|4.56|4.44|4.34|4.25 4.17|4.10|4.04|399|. 3.94|390|. 3.86|3.70 |3.51| 3.34|3.17 3.02| |t- hand 4|5625|992|. 28.7|160|. 11.4|9.15|785|. 7.01|6.42| 5.99|5.67|5.41|5.21 |5.04|4.89|4.77|4.67|4.58 4.50|4.43|4.37|431|. 4.26|422|. 4.18|4.02 |3.83| 3.65|3.48 3.32| |for righ 3|5403|992|. 29.5|167|. 12.1|9.78|845|. 7.59|6.99| 6.55|6.22|5.95|5.74 |5.56|5.42|5.29|5.19|5.09 5.01|4.94|4.87|482|. 4.76|472|. 4.68|4.51 |4.31| 4.13|3.95 3.78| |values 2|5000|990|. 30.8|180|. 13.3|10.9|955|. 8.65|8.02| 7.56|7.21|6.93|6.70 |6.51|6.36|6.23|6.11|6.01 5.93|5.85|5.78|572|. 5.66|561|. 5.57|5.39 |5.18| 4.98| 4.79 4.61| |Critical df1: 1|4052|985|. 34.1|212|. 16.3|13.7|122|. 11.3|10.6| 10.0|9.65|9.33|9.07 |8.86|8.68|8.53|8.40|8.29 8.19|8.10|8.02|795|. 7.88|782|. 7.77|7.56 |7.31| 7.08|6.85 6.63| |Panel C.|df2: 1|2| 3|4| 5|6|7| 8|9|10|11|12|13 |14|15|16|17|18 19|20|21|22| 23|24| 25|30 |40| 60|120 Infi nity|

Phụ lục D (continued) Table of the F -Distribution

|∞|25464 200 41.83 19.32 12.14|8.88 7.08 5.95 5.19|4.64|4.23 3.90 3.65 3.44 3.26|3.11 2.98 2.87 2.78 2.69|2.61 2.55|2.48 2.43 2.38|2.18|193|. 1.69 1.43 |1.00|| |120|25359 199.5 41.99 19.47 12.27|9.00 7.19 6.06 5.30|4.75|4.34 4.01 3.76 3.55 3.37|3.22 3.10 2.99 2.89 2.81|2.73 2.66|2.60 2.55 2.50|2.30|206|. 1.83 1.61 |1.36|| |60|25253 199.5 42.15 19.61 12.40|9.12 7.31 6.18 5.41|4.86|4.45 4.12 3.87 3.66 3.48|3.33 3.21 3.10 3.00 2.92|2.84 2.77|2.71 2.66 2.61|2.42|218|. 1.96 1.75 |1.53|| |or: df2 40|25146 199.5 42.31 19.75 12.53|9.24 7.42 6.29 5.52|4.97|4.55 4.23 3.97 3.76 3.59|3.44 3.31 3.20 3.11 3.02|2.95 2.88|2.82 2.77 2.72|2.52|230|. 2.08 1.87 |1.67|by| |ominat 30|25044 199.5 42.47 19.89 12.66|9.36 7.53 6.40 5.62|5.07|4.65 4.33 4.07 3.86 3.69|3.54 3.41 3.30 3.21 3.12|3.05 2.98|2.92 2.87 2.82|2.63|240|. 2.19 1.98 |1.79|t © 2004| |nd Den 25|24959 199.4 42.59 20.00 12.76|9.45 7.62 6.48 5.71|5.15|4.74 4.41 4.15 3.94 3.77|3.62 3.49 3.38 3.29 3.20|3.13 3.06|3.00 2.95 2.90|2.71|248|. 2.27 2.07 |1.88|Copyrigh| |r: df1 a 24|24940 199.4 42.62 20.03 12.78|9.47 7.64 6.50 5.73|5.17|4.76 4.43 4.17 3.96 3.79|3.64 3.51 3.40 3.31 3.22|3.15 3.08|3.02 2.97 2.92|2.73|250|. 2.29 2.09 |1.90|e, CFA.| |umerato 23|24915 199.4 42.66 20.06 12.81|9.50 7.67 6.53 5.75|5.20|4.78 4.45 4.19 3.98 3.81|3.66 3.53 3.42 3.33 3.24|3.17 3.10|3.04 2.99 2.94|2.75|252|. 2.31 2.11 |1.92|E. Runkl| |N 22|24892 199.4 42.69 20.09 12.84|9.53 7.69 6.55 5.78|5.22|4.80 4.48 4.22 4.01 3.83|3.68 3.56 3.45 3.35 3.27|3.19 3.12|3.06 3.01 2.96|2.77|255|. 2.33 2.13 |1.95|nd David| |21|24863 199.4 42.73 20.13 12.87|9.56 7.72 6.58 5.80|5.25|4.83 4.50 4.24 4.03 3.86|3.71 3.58 3.47 3.37 3.29|3.22 3.15|3.09 3.04 2.99|2.80|257|. 2.36 2.16 |1.97|to 0.05. o, CFA, a| |20|24836 199.4 42.78 20.17 12.90|9.59 7.75 6.61 5.83|5.27|4.86 4.53 4.27 4.06 3.88|3.73 3.61 3.50 3.40 3.32|3.24 3.18|3.12 3.06 3.01|2.82|260|. 2.39 2.19 |2.00|rea equal d E. Pint| |15|24630 199.4 43.08 20.44 13.15|9.81 7.97 6.81 6.03|5.47|5.05 4.72 4.46 4.25 4.07|3.92 3.79 3.68 3.59 3.50|3.43 3.36|3.30 3.25 3.20|3.01|278|. 2.57 2.37 |2.19|and tail a FA, Jeral| |12|24426 199.4 43.39 20.70 13.38|10.03 8.18 7.01 6.23|5.66|5.24 4.91 4.64 4.43 4.25|4.10 3.97 3.86 3.76 3.68|3.60 3.54|3.47 3.42 3.37|3.18|295|. 2.74 2.54 |2.36|right- h eavey, C| |11|24334 199.4 43.52 20.82 13.49|10.13 8.27 7.10 6.31|5.75|5.32 4.99 4.72 4.51 4.33|4.18 4.05 3.94 3.84 3.76|3.68 3.61|3.55 3.50 3.45|3.25|303|. 2.82 2.62 |2.43|10.1 for a s W. McL| |10|24222 199.4 43.68 20.97 13.62|10.25 8.38 7.21 6.42|5.85|5.42 5.09 4.82 4.60 4.42|4.27 4.14 4.03 3.93 3.85|3.77 3.70|3.64 3.59 3.54|3.34|312|. 2.90 2.71 |2.52|-value is A, Denni| |9|24091 199.4 43.88 21.14 13.77|10.39 8.51 7.34 6.54|5.97|5.54 5.20 4.94 4.72 4.54|4.38 4.25 4.14 4.04 3.96|3.88 3.81|3.75 3.69 3.64|3.45|322|. 3.01 2.81 |2.62|critical_F_ usco, CF| |8|23925 199.4 44.13 21.35 13.96|10.57 8.68 7.50 6.69|6.12|5.68 5.35 5.08 4.86 4.67|4.52 4.39 4.28 4.18 4.09|4.01 3.94|3.88 3.83 3.78|3.58|335|. 3.13 2.93 |2.74|ator, the d A. DeF| |0.005 7|23715 199.4 44.43 21.62 14.20|10.79 8.89 7.69 6.88|6.30|5.86 5.52 5.25 5.03 4.85|4.69 4.56 4.44 4.34 4.26|4.18 4.11|4.05 3.99 3.94|3.74|351|. 3.29 3.09 |2.90|denomin by Richar| |equal to 6|23437 199.3 44.84 21.98 14.51|11.07 9.16 7.95 7.13|6.54|6.10 5.76 5.48 5.26 5.07|4.91 4.78 4.66 4.56 4.47|4.39 4.32|4.26 4.20 4.15|3.95|371|. 3.49 3.28 |3.09|df in the Edition,| |ail area 5|23056 199.3 45.39 22.46 14.94|11.46 9.52 8.30 7.47|6.87|6.42 6.07 5.79 5.56 5.37|5.21 5.07 4.96 4.85 4.76|4.68 4.61|4.54 4.49 4.43|4.23|399|. 3.76 3.55 |3.35|or and 3 , Second| |hand t 4|22500 199.2 46.20 23.15 15.56|12.03 10.05 8.81 7.96|7.34|6.88 6.52 6.23 6.00 5.80|5.64 5.50 5.37 5.27 5.17|5.09 5.02|4.95 4.89 4.84|4.62|437|. 4.14 3.92 |3.72|numerat Analysis| |or right- 3|21615 199.2 47.47 24.26 16.53|12.92 10.88 9.60 8.72|8.08|7.60 7.23 6.93 6.68 6.48|6.30 6.16 6.03 5.92 5.82|5.73 5.65|5.58 5.52 5.46|5.24|498|. 4.73 4.50 |4.28|f) in the vestment| |alues f 2|20000 199.0 49.80 26.28 18.31|14.54 12.40 11.04 10.11|9.43|8.91 8.51 8.19 7.92 7.70|7.51 7.35 7.21 7.09 6.99|6.89 6.81|6.73 6.66 6.60|6.35|607|. 5.79 5.54 |5.30|eedom (d ods for In| |Critical v df1: 1|16211 198.5 55.55 31.33 22.78|18.63 16.24 14.69 13.61|12.83|12.23 11.75 11.37 11.06 10.80|10.58 10.38 10.22 10.07 9.94|9.83 9.73|9.63 9.55 9.48|9.18|883|. 8.49 8.18 |7.88|gree of fr ive Meth| |Panel D.|df2: 1 2 3 4 5|6 7 8 9|10|11 12 13 14 15|16 17 18 19 20|21 22|23 24 25|30|40| 60 120 fi|Ini nity|With 1 de Quantitat|

Phụ lục E Critical Values cho Durbin-Watson Statistic (α = .05)

||K =|1|K |= 2|K |= 3|K |= 4|K|= 5| |n|dl|du|dl|du|dl|du|dl|du|dl|du|

_(_Lưu ý: ) K = số slope coefficients trong model.

Source: From J. Durbin and G. S. Watson, “Testing for Serial Correlation in Least Squares Regression, II.” Biometrika 38 (1951