Распределение Стьюдента (t - распределение)
df
| Вероятность α = St(t) = P(/T/ > tтабл.)
| 0, 9
| 0, 8
| 0, 7
| 0, 6
| 0, 5
| 0, 4
| 0, 3
| 0, 2
| 0, 1
| 0, 05
| 0, 02
| 0, 01
| 0, 001
|
| 0, 158
0, 142
0, 137
0, 134
0, 132
0, 131
0, 130
0, 130
0, 129
0, 129
0, 129
0, 128
0, 128
0, 128
0, 128
0, 128
0, 128
0, 127
0, 127
0, 127
| 0, 325
0, 289
0, 277
0, 271
0, 267
0, 265
0, 263
0, 262
0, 261
0, 260
0, 260
0, 259
0, 259
0, 258
0, 258
0, 258
0, 257
0, 257
0, 257
0, 257
| 0, 510
0, 445
0, 424
0, 414
0, 408
0, 404
0, 402
0, 399
0, 398
0, 327
0, 396
0, 395
0, 394
0, 393
0, 393
0, 392
0, 92
0, 392
0, 391
0, 391
| 0, 727
0, 617
0, 584
0, 569
0, 559
0, 553
0, 549
0, 546
0, 543
0, 542
0, 540
0, 539
0, 538
0, 537
0, 536
0, 535
0, 534
0, 534
0, 533
0, 533
| 1, 000
0, 816
0, 735
0, 741
0, 727
0, 718
0, 711
0, 706
0, 703
0, 700
0, 697
0, 695
0, 694
0, 692
0, 691
0, 690
0, 689
0, 688
0, 688
0, 687
| 1, 376
1, 061
0, 978
0, 941
0, 920
0, 906
0, 896
0, 889
0, 883
0, 879
0, 876
0, 873
0, 870
0, 868
0, 866
0, 865
0, 863
0, 862
0, 861
0, 860
| 1, 963
1, 386
1, 250
1, 190
1, 156
1, 134
1, 119
1, 108
1, 100
1, 093
1, 088
1, 083
1, 079
1, 076
1, 074
1, 071
1, 069
1, 067
1, 066
1, 064
| 3, 078
1, 886
1, 638
1, 533
1, 476
1, 440
1, 415
1, 397
1, 383
1, 372
1, 363
1, 356
1, 350
1, 345
1, 341
1, 337
1, 333
1, 330
1, 328
1, 325
| 6, 314
2, 920
2, 353
2, 132
2, 015
1, 943
1, 895
1, 860
1, 833
1, 812
1, 796
1, 782
1, 771
1, 761
1, 753
1, 746
1, 740
1, 734
1, 729
1, 725
| 12, 706
4, 303
3, 182
2, 776
2, 571
2, 447
2, 365
2, 306
2, 262
2, 228
2, 201
2, 179
2, 160
2, 145
2, 131
2, 120
2, 110
2, 101
2, 093
2, 086
| 31, 821
6, 965
4, 541
3, 747
3, 365
3, 143
2, 998
2, 896
2, 821
2, 764
2, 718
2, 681
2, 650
2, 624
2, 602
2, 583
2, 567
2, 552
2, 539
2, 528
| 63, 657
9, 925
5, 841
4, 604
4, 043
3, 707
3, 499
3, 355
3, 250
3, 169
3, 106
3, 055
3, 012
2, 977
2, 947
2, 921
2, 898
2, 878
2, 861
2, 845
| 636, 619
31, 598
12, 941
8, 610
6, 859
5, 959
5, 405
5, 041
4, 781
4, 583
4, 437
4, 318
4, 221
4, 140
4.073
4, 015
3, 965
3, 922
3, 833
3, 850
|
Продолжение приложения Б
df
| Вероятность α = St(t) = P(/T/ > tтабл.)
| 0, 9
| 0, 8
| 0, 7
| 0, 6
| 0, 5
| 0, 4
| 0, 3
| 0, 2
| 0, 1
| 0, 05
| 0, 02
| 0, 01
| 0, 001
|
∞
| 0, 127
0, 127
0, 127
0, 127
0, 127
0, 127
0, 127
0, 127
0, 127
0, 127
0, 126
0, 126
0, 126
0, 126
| 0, 257
0, 256
0, 256
0, 256
0, 256
0, 256
0, 256
0, 256
0, 256
0, 256
0, 255
0, 254
0, 254
0, 253
| 0, 391
0, 390
0, 390
0, 390
0, 390
0, 390
0, 389
0, 389
0, 389
0, 389
0, 388
0, 387
0, 386
0, 385
| 0, 532
0, 532
0, 532
0, 531
0, 531
0, 531
0, 531
0, 530
0, 530
0, 530
0, 529
0, 527
0, 526
0, 524
| 0, 686
0, 686
0, 685
0, 685
0, 684
0, 684
0, 684
0, 683
0, 683
0, 683
0, 681
0, 679
0, 677
0, 674
| 0, 859
0, 858
0, 868
0, 857
0, 856
0, 856
0, 855
0, 855
0, 854
0, 854
0, 851
0, 848
0, 845
0, 842
| 1, 063
1, 061
1, 060
1, 059
1, 058
1, 058
1, 057
1, 056
1, 055
1, 055
1, 050
1, 046
1, 041
1, 036
| Ё, 323
1, 321
1, 319
1, 318
1, 316
1, 315
1, 314
1, 313
1, 311
1, 310
1, 303
1, 296
1, 289
1, 282
| 1, 721
1, 717
1, 714
1, 711
1, 708
1, 706
1, 703
1, 701
1, 699
1, 697
1, 684
1, 671
1, 658
1, 645
| 2, 080
2, 074
2, 069
2, 064
2, 060
2, 056
2, 052
2, 048
2, 045
2, 042
2, 021
2, 000
1, 980
1, 960
| 2, 518
2, 508
2, 500
2, 402
2, 485
2, 479
2, 473
2, 467
2, 462
2, 457
2, 423
2, 390
2, 358
2, 326
| 2, 831
2, 819
2, 807
2, 797
2, 787
2, 779
2, 771
2, 763
2, 756
2, 750
2, 704
2, 660
2, 617
2, 576
| 3, 819
3, 792
3, 767
3, 745
3, 725
3, 707
3, 690
3, 674
3, 659
3, 646
3, 551
3, 460
3, 373
3, 291
| Приложение В
Значение F-критерия Фишера при уровне значимости 0, 05
|
|
|
|
|
|
|
|
|
|
|
18, 51
10, 13
7, 71
6, 61
5, 99
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
4, 26
4, 24
4, 22
4, 21
4, 20
4, 18
4, 17
4, 08
4, 03
4, 00
3, 94
3, 84
|
19, 00
9, 55
6, 94
5, 79
5, 14
4, 74
4, 46
4, 26
4, 10
3, 98
3, 88
3, 80
3, 74
3, 68
3, 63
3, 59
3, 55
3, 52
3, 49
3, 47
3, 44
3, 42
3, 40
3, 38
3, 37
3, 35
3, 34
3, 33
3, 32
3, 23
3, 18
3, 15
3, 09
2, 99
|
19, 16
9, 28
6, 59
5, 41
4, 76
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
3, 01
2, 99
2, 98
2, 96
2, 95
2, 93
2, 92
2, 84
2, 79
2, 76
2, 70
2, 60
|
19, 25
9, 19
6, 39
5, 19
4, 53
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
2, 78
2, 76
2, 74
2, 73
2, 71
2, 70
2, 69
2, 61
2, 56
2, 52
2, 46
2, 37
|
19, 30
9, 01
6, 26
5, 05
4, 39
3, 97
3, 69
3, 48
3, 33
3, 20
3, 11
3, 02
2, 96
2, 90
2, 85
2, 81
2, 77
2, 74
2, 71
2, 68
2, 66
2, 64
2, 62
2, 60
2, 59
2, 57
2, 56
2, 54
2, 53
2, 45
2, 40
2, 37
2, 30
2, 21
|
19, 33
8, 94
6, 16
4, 95
4, 28
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
2, 51
2, 49
2, 47
2, 46
2, 44
2, 43
2, 42
2, 34
2, 29
2, 25
2, 19
2, 09
|
19, 36
8, 88
6, 09
4, 88
4, 21
3, 79
3, 50
3, 29
3, 14
3, 01
2, 92
2, 84
2, 77
2, 70
2, 66
2, 62
2, 58
2, 55
2, 52
2, 49
2, 47
2, 45
2, 43
2, 41
2, 39
2, 37
2, 36
2, 35
2, 34
2, 25
2, 20
2, 17
2, 10
2, 01
|
19, 37
8, 84
6, 04
4, 82
4, 15
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, 38
2, 36
2, 34
2, 32
2, 30
2, 29
2, 28
2, 27
2, 18
2, 13
2, 10
2, 03
1, 94
| Продолжение приложения В
|
|
|
|
|
|
|
|
|
|
|
|
9, 38
8, 81
6, 00
4, 78
4, 10
3, 68
3, 39
3, 18
3, 02
2, 90
2, 80
2, 72
2, 65
2, 59
2, 54
2, 50
2, 46
2, 43
2, 40
2, 37
2, 35
2, 32
2, 30
2, 27
2, 26
2, 25
2, 24
2, 22
2, 21
2, 12
2, 07
2, 04
1, 97
1, 88
|
19, 39
8, 78
5, 96
4, 74
4, 06
3, 63
3, 34
3, 13
2, 97
2, 86
2, 76
2, 67
2, 60
2, 55
2, 49
2, 45
2, 41
2, 38
2, 35
2, 32
2, 30
2, 28
2, 26
2, 24
2, 22
2, 20
2, 19
2, 18
2, 16
2, 07
2, 02
1, 99
1, 92
1, 83
|
19, 40
8, 76
5, 93
4, 70
4, 03
3, 60
3, 31
3, 10
2, 94
2, 82
2, 72
2, 63
2, 56
2, 51
2, 45
2, 41
2, 37
2, 34
2, 31
2, 28
2, 26
2, 24
2, 22
2, 20
2, 18
2, 16
2, 15
2, 14
2, 12
2, 04
1, 98
1, 95
1, 88
1, 79
|
19, 41
8, 74
5, 91
4, 68
4, 00
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
2, 18
2, 16
2, 15
2, 13
2, 12
2, 10
2, 09
2, 00
1, 95
1, 92
1, 85
1, 75
|
19, 42
8, 71
5, 87
4, 64
3, 96
3, 52
3, 23
3, 02
2, 86
2, 74
2, 64
2, 55
2, 48
2, 43
2, 37
2, 33
2, 29
2, 26
2, 23
2, 20
2, 18
2, 14
2, 13
2, 11
2, 10
2, 08
2, 06
2, 05
2, 04
1, 95
1, 90
1, 86
1, 79
1, 69
|
19, 43
8, 69
5, 84
4, 60
3, 92
3, 49
3, 20
2, 98
2, 82
2, 70
2, 60
2, 51
2, 44
2, 39
2, 33
2, 29
2, 25
2, 21
2, 18
2, 15
2, 13
2, 10
2, 09
2, 06
2, 05
2, 03
2, 02
2, 00
1, 99
1, 90
1, 85
1, 81
1, 75
1, 64
|
19, 44
8, 66
5, 80
4, 56
3, 87
3, 44
3, 15
2, 93
2, 77
2, 65
2, 54
2, 46
2, 39
2, 33
2, 28
2, 23
2, 19
2, 15
2, 12
2, 09
2, 07
2, 04
2, 02
2, 00
1, 99
1, 97
1, 96
1, 94
1, 93
1, 84
1, 78
1, 75
1, 68
1, 57
|
19, 46
8, 62
5, 74
4, 50
3, 81
3, 38
3, 08
2, 86
2, 70
2, 57
2, 46
2, 38
2, 31
2, 25
2, 20
2, 15
2, 11
2, 07
2, 04
2, 00
1, 98
1, 96
1, 94
1, 92
1, 90
1, 88
1, 87
1, 85
1, 84
1, 74
1, 69
1, 65
1, 57
1, 46
|
19, 50
8, 53
5, 63
4, 36
3, 67
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
1, 73
1, 71
1, 69
1, 67
1, 65
1, 64
1, 62
1, 51
1, 44
1, 39
1, 28
|
Приложение Г
Значения синусов и косинусов , при , ,
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 0, 866
| 0, 5
|
| -0, 5
| 0, 5
| 0, 866
|
| 0, 866
|
| 0, 5
| -0, 5
| -1
| -0, 5
| 0, 866
| 0, 866
|
| -0, 866
|
|
| -1
|
|
|
|
| -1
|
|
| -0, 5
| -0, 5
|
| -0, 5
| 0, 866
| -0, 866
|
| 0, 866
|
| -0, 866
| 0, 5
|
| -0, 5
| 0, 5
| -0, 866
|
| -0, 866
|
| -1
|
| -1
|
|
|
|
|
|
| -0, 866
| 0, 5
|
| -0, 5
| -0, 5
| 0, 866
| -1
| 0, 866
|
| -0, 5
| -0, 5
|
| -0, 5
| -0, 866
| 0, 866
|
| -0, 866
|
|
| -1
|
|
| -1
|
|
|
|
| 0, 5
| -0, 5
| -1
| -0, 5
| -0, 866
| -0, 866
|
| 0, 866
|
| 0, 866
| 0, 5
|
| -0, 5
| -0, 5
| -0, 866
| -1
| -0, 866
|
Приложение Д
Критические значения кумулятивного Т-критерия при
| Для проверки существенности тренда
| Для проверки гипотезы о форме тренда
|
|
| линейная форма
| парабола второго порядка
|
| 2, 62
| 2, 08
| 0, 85
| 0, 51
|
| 3, 11
| 2, 10
| 1, 01
| 0, 61
|
| 3, 59
| 2, 09
| 1, 17
| 0, 70
|
| 4, 07
| 2, 09
| 1, 32
| 0, 79
|
| 4, 55
| 2, 09
| 1, 48
| 0, 89
|
| 5, 02
| 2, 08
| 1, 63
| 0, 98
|
| 5, 49
| 2, 08
| 1, 78
| 1, 06
|
| 5, 96
| 2, 07
| 1, 93
| 1, 15
|
| 6, 42
| 2, 07
| 2, 08
| 1, 23
|
| 6, 89
| 2, 06
| 2, 23
| 1, 33
|
| 7, 36
| 2, 06
| 2, 38
| 1, 42
|
| 7, 82
| 2, 06
| 2, 58
| 1, 51
|
| 8, 29
| 2, 05
| 2, 68
| 1, 59
|
| 8, 76
| 2, 05
| 2, 83
| 1, 68
|
| 9, 22
| 2, 04
| 2, 98
| 1, 77
|
| 10, 2
| 2, 04
| 3, 28
| 1, 94
|
Учебное издание
Ирина Викторовна Шокина
Анализ временных рядов и прогнозирование
Практикум
Редактор Г.С. Одинцова
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