Apendice

Tablas estadisticas

Tabla 0.1

Areas debajo de la distribuci6n normal estandarizada

Tabla D.2

Puntos porcentuales de la distribuci6n t

Tabla 0.3

Puntos porcentuales superiores de la distribuci6n F

Tabla DA

Puntos porcentuales superiores de la distribuci6n X2

Tabla D.5A

Estadistico d de Durbin-Watson: Puntos de significancia de dL y du en el nivel de

significancia de 0.05
Estadistico d de Durbin-Watson: Puntos de significancia de dL y du en el nivel de
significancia de 0.01

Tabla D.6

Valores criticos de las rachas en la prueba de rachas

Tabla D.7

Valores criticos Dickey-Fuller t (= r) a 1% y 5%, asi como valores F para pruebas de raiz unitaria

TABLA 0.1
Areas debajo de la
distribuci6n normal
estandarizada

Ejemplo

Pr(O~ Z ~ 1.96)
Pr(Z :::1.96)

0.4750

0.5 - 0.4750

0.025

1.96

.00

.01

.02

.03

.04

.05

.06

.07

0.0
0.1
0.2
0.3
0.4
0.5

.0000
.0398
.0793
.1179
.1554
.1915

.0040
.0438
.0832
.1217
.1591
.1950

.0080
.0478
.0871
.1255
.1628
.1985

.0120
.0517
.0910
.1293
.1664
.2019

.0160
.0557
.0948
.1331
.1700
.2054

.0199
.0596
.0987
.1368
.1736
.2088

.0239
.0636
.1026
.1406
.1772
.2123

.0279
.0675
.1064
.1443
.1808
.2157

0.6
0.7
0.8
0.9
1.0

.2257
.2580
.2881
.3159
.3413

.2291
.2611
.2910
.3186
.3438

.2324
.2642
.2939
.3212
.3461

.2357
.2673
.2967
.3238
.3485

.2389
.2704
.2995
.3264
.3508

.2422
.2734
.3023
.3289
.3531

.2454
.2764
.3051
.3315
.3554

.2486
.2794
.3078
.3340
.3577

.25il
.2823
.310
.3365
.3599

1.1
1.2
1.3
1.4
1.5

.3643
.3849
.4032
.4192
.4332

.3665
.3869
.4049
.4207
.4345

.3686
.3888
.4066
.4222
.4357

.3708
.3907
.4082
.4236
.4370

.3729
.3925
.4099
.4251
.4382

.3749
.3944
.4115
.4265
.4394

.3770
.3962
.4131
.4279
.4406

.3790
.3980
.4147
.4292
.4418

.3810
.3997
.4162
.4306
.4429

1.6
1.7
1.8
1.9
2.0

.4452
.4454
.4641
.4713
.4772

.4463
.4564
.4649
.4719
.4778

.4474
.4573
.4656
.4726
.4783

.4484
.4582
.4664
.4732
.4788

.4495
.4591
.4671
.4738
.4793

.4505
.4599
.4678
.4744
.4798

.4515
.4608
.4686
.4750
.4803

.4525
.4616
.4693
.4756
.4808

.4535
.4625
.4699
.4761
.4812

2.1
2.2
2.3
2.4
2.5

.4821
.4861
.4893
.4918
.4938

.4826
.4864
.4896
.4920
.4940

.4830
.4868
.4898
.4922
.4941

.4834
.4871
.4901
.4925
.4943

.4838
.4875
.4904
.4927
.4945

.4842
.4878
.4906
.4929
.4946

.4846
.4881
.4909
.4931
.4948

.4850
.4884
.4911
.4932
.4949

.4854
.4887
.4913
.4934
.4951

2.6
2.7
2.8
2.9
3.0

.4953
.4965
.4974
.4981
.4987

.4955
.4966
.4975
.4982
.4987

.4956
.4967
.4976
.4982
.4987

.4957
.4968
.4977
.4983
.4988

.4959
.4969
.4977
.4984
.4988

.4960
.4970
.4978
.4984
.4989

.4961
.4971
.4979
.4985
.4989

.4962
.4972
.4979
.4985
.4989

.4963
.4973
.4980
.4986
.4990

Nota: Esta tabla da el area en la cola dellado

simetrica alrededor de Z

= 0, el area

derecho. Por ejemplo, P( -1.96:::

derecho de la distribuci6n

en la cola dellado

Z::: 0)

= 0.4750.

:;>-:-,;-=

.-

~,.-~--'--

---

.--.-~

~;-.-~;:--

.--:;-

=:

.~~==.-:<:'_-

.-::.::-

.-;:
r--

-::;.:

.-~ .....=
~

(es decir, Z::: 0). Pew como la distribuci6n"

izquierdo es la misma que el area en 1a cola correspondiente

Por consiguiente,

---

P( -1.96:::

Z::: 1.96)

= 2(0.4750) = 0.95.

&:

'"

TABLA D.2
Puntos porcentuales de
la distribuci6n t

Ejemplo

Fuente: De E. S. Pearson y H. O.
Hartley (eds.), Biometrika Tables
for Statisticians, vol. I, 3a. ed.,

Pr(ltl > 1.725)

tabla 12, Cambridge

Pr(t>

2.086)

= 0.025

Pr(t>

1.725)

0.05

para 91 = 20

= 0.10

University

Press, Nueva York, 1966. Se reproduce con autorizaci6n de 10s

editores y los fideicomisarios
Biometrika.

0.25
0.50

0.10
0.20

0.05
0.10

1
2
3
4

1.000
0.816
0.765
0.741

3.078
1.886
1.638
1.533

6.314
2.920
2.353
2.132

5
6
7
8
9

0.727
0.718
0.711
0.706
0.703

1.476
1.440
1.415
1.397
1.383

10
11
12
13
14

0.700
0.697
0.695
0.694
0.692

15
16
17
18
19

0.025
0.05

0.01
0.02

0.005
0.010

0.001
0.002

12.706
4.303
3.182
2.776

31.821
6.965
4.541
3.747

63.657
9.925
5.841
4.604

318.31
22.327
10.214
7.173

2.015
1.943
1.895
1.860
1.833

2.571
2.447
2.365
2.306
2.262

3.365
3.143
2.998
2.896
2.821

4.032
3.707
3.499
3.355
3.250

5.893
5.208
4.785
4.501
4.297

1.372
1.363
1.356
1.350
1.345

1.812
1.796
1.782
1.771
1.761

2.228
2.201
2.179
2.160
2.145

2.764
2.718
2.681
2.650
2.624

3.169
3.106
3.055
3.012
2.977

4.144
4.025
3.930
3.852
3.787

0.691
0.690
0.689
0.688
0.688

1.341
1.337
1.333
1.330
1.328

1.753
1.746
1.740
1.734
1.729

2.131
2.120
2.110
2.101
2.093

2.602
2.583
2.567
2.552
2.539

2.947
2.921
2.898
2.878
2.861

3.733
3.686
3.646
3.610
3.579

20
21
22
23
24

0.687
0.686
0.686
0.685
0.685

1.325
1.323
1.321
1.319
1.318

1.725
1.721
1.717
1.714
1.711

2.086
2.080
2.074
2.069
2.064

2.528
2.518
2.508
2.500
2.492

2.845
2.831
2.819
2.807
2.797

3.552
3.527
3.505
3.485
3.467

25
26
27
28
29

0.684
0.684
0.684
0.683
0.683

1.316
1.315
1.314
1.313
1.311

1.708
1.706
1.703
1.701
1.699

2.060
2.056
2.052
2.048
2.045

2.485
2.479
2.473
2.467
2.462

2.787
2.779
2.771
2.763
2.756

3.450
3.435
3.421
3.408
3.396

30
40
60
120

0.683
0.681
0.679
0.677
0.674

1.310
1.303
1.296
1.289
1.282

1.697
1.684
1.671
1.658
1.645

2.042
2.021
2.000
1.980
1.960

2.457
2.423
2.390
2.358
2.326

2.750
2.704
2.660
2.617
2.576

3.385
3.307
3.232
3.160
3.090

de

gl

00

Nota: La probabilidad mas baja que aparece en el encabezado

es el area en ambas colas.

de cada columna es el area en una cola; la probabilidad

mas aHa

880

Apendice D

TABLA D.3

Tab/as

estadisticas

Puntos porcentuales

superiores de la distribuci6n

Ejemplo
Pr (F > 1.59)
Pr(F > 2.42)
Pr(F > 3.14)
Pr(F > 5.26)

= 0.25
= 0.10
= 0.05
= 0.01

para 91 N1
Y N2

10
1% del area

/
F
3.14

91 para
el denominador
N2

91 para el numerador
Pr

5.26

N1

10

11

12

.25
.10
.05
.25
.10
.05
.01

5.83
39.9
161

7.50
49.5
200

8.20
53.6
216

8.58
55.8
225

8.82
57.2
230

8.98
58.2
234

9.10
58.9
237

9.19
59.4
239

9.26
59.9
241

9.32
60.2
242

9.36
60.5
243

9.4'
60.7
244

2.57
8.53
18.5
98.5

3.00
9.00
19.0
99.0

3.15
9.16
19.2
99.2

3.23
9.24
19.2
99.2

3.35
9.37
19.4
99.4

3.37
9.38
19.4
99.4

3.38
9.39
19.4
99.4

3.39
9.40
19.4
99.4

3.3S
9.4'
19.4
99.4

2.28
5.46
9.55
30.8

2.36
5.39
9.28
29.5

2.39
5.34
9.12
28.7

2.43
5.27
8.89
27.7

2.44
5.25
8.85
27.5

2.44
5.24
8.81
27.3

2.44
5.23
8.79
27.2

2.45
5.22
8.76
27.1

2.45
5.22
27.1

.25
.10
.05
.01

2.02
5.54
10.1
34.1
1.81
4.54
7.71
21.2

3.31
9.33
19.3
99.3
2.42
5.28
8.94
27.9

3.34
9.35
19.4
99.4

.25
.10
.05
.01

3.28
9.29
19.3
99.3
2.41
5.31
9.01
28.2

2.00
4.32
6.94
18.0

2.05
4.19
6.59
16.7

2.08
3.94
6.00
14.7

2.08
3.92
5.96
14.5

2.08
3.91
5.94
14.4

2.08
3.9
5.9'
14.4

1.77
2.96
4.10
7.98

1.77
2.94
4.06
7.87

1.77
2.92
4.03
7.79

1.89
3.2;
4.68
9.89
1.7,
2.9
4.0
7. _

.25
.10
.05
.01

1.57
3.59
5.59
12.2

1.70
3.26
4.74
9.55

1.72
2.96
4.12
7.85

1.71
2.88
3.97
7.46

1.71
2.83
3.87
7.19

1.89
3.34
4.82
10.3
1.78
2.98
4.15
8.10
1.70
2.75
3.73
6.84

1.89
3.28
4.71
9.96

1.79
3.18
4.53
9.15

1.69
2.72
3.68
6.72

1.68
2.6
3.5,
6.4,

1.54
3.46
5.32
11.3

1.66
3.11
4.46
8.65

1.67
2.92
4.07
7.59

1.66
2.73
3.69
6.63

1.65
2.67
3.58
6.37

1.63
2.52
3.31
5.73

1.62
2.5
3.28
5.67

1.51
3.36
5.12
10.6

1.62
3.01
4.26
8.02

1.63
2.81
3.86
6.99

1.62
2.61
3.48
6.06

1.61
2.55
3.37
5.80

1.60
2.51
3.29
5.61

1.64
2.59
3.44
6.03
1.60
2.47
3.23
5.47

1.63
2.56
3.39
5.91

.25
.10
.05
.01

1.66
2.81
3.84
7.01
1.63
2.69
3.63
6.42

1.69
2.70
3.64
6.62
1.63
2.54
3.35
5.81

1.69
2.68
3.60
6.54

.25
.10
.05
.01

1.89
3.37
4.88
10.5
1.78
3.01
4.21
8.26
1.70
2.78
3.79
6.99
1.64
2.62
3.50
6.18

1.89
3.30
4.74
10.1

1.62
3.78
5.99
13.7

1.88
3.62
5.41
12.1
1.78
3.29
4.76
9.78
1.72
3.07
4.35
8.45

1.89
3.32
4.77
10.2

.25
.10
.05
.01

1.85
3.78
5.79
13.3
1.76
3.46
5.14
10.9

2.08
4.01
6.16
15.2
1.89
3.40
4.95
10.7

2.08
3.95
6.04
14.8

1.69
4.06
6.61
16.3

2.07
4.05
6.26
15.5
1.89
3.45
5.05
11.0
1.79
3.11
4.39
8.75

2.08
3.98
6.09
15.0

.25
.10
.05
.01

2.06
4.11
6.39
16.0
1.89
3.52
5.19
11.4

1.59
2.44
3.18
5.35

1.59
2.42
3.14
5.26

1.58
2.40
3.10
5.18

1.5
2.3
3.07
5. i-

1.78
3.05
4.28
8.47

8.7t!.

(contin 'c
Fuente: De E.S. Pearson y H.G. Hartley (eds.), Biometrika
Se reproduce

con autorizacion

Tables for Statisticians,

de 10s editores y los fideicomisarios

de Biometrika.

vol. I, 3a. ed., tabla 18, Cambridge

University

Press, Nueva York, 1966.

gl para el numerador

15

20

24

30

40

50

60

Nl

100

120

200

500

00

9.74
9.76
9.78
9.49
9.82
9.67
9.71
9.80
9.84
9.85
9.58
9.63
61.7
62.7
63.0
63.1
63.2
61.2
62.0
62.3
62.5
62.8
63.3
63.3
253
253
254
254
254
248
249
250
251
252
252
246
3.47
3.44
3.45
3.45
3.46
3.47
3.48
3.48
3.48
3.41
3.43
3.43
9.45
9.46
9.47
9.47
9.47
9.48
9.48
9.49
9.49
9.49
9.42
9.44
19.4
19.4
19.5
19.5
19.5
19.5
19.5
19.5
19.5
19.5
19.5
19.5
99.4
99.4
99.5
99.5
99.5
99.5
99.5
99.5
99.5
99.5
99.5
99.5
2.47
2.47
2.47
2.47
2.47
2.47
2.47
2.46
2.47
2.47
2.46
2.46
5.15
5.14
5.14
5.14
5.14
5.13
5.18
5.18
5.17
5.16
5.15
5.20
8.70
8.58
8.57
8.55
8.55
8.54
8.53
8.53
8.66
8.64
8.62
8.59
26.7
26.4
26.4
26.3
26.2
26.2
26.2
26.1
26.1
26.6
26.5
26.9

.25
.10
.05

.25
.10
.05
.01

.25
.10
.05
.01

2.08
3.78
5.66
13.6

2.08
3.77
5.65
13.5

2.08
3.76
5.64
13.5

2.08
3.76
5.63
13.5

.25
.10
.05
.01

1.87
3.14
4.43
9.20
1.74
2.76
3.74
7.06

2.08
3.78
5.66
13.6
1.87
3.13
4.41
9.13
1.74
2.75
3.71
6.99

1.87
3.12
4.40
9.11
1.74
2.74
3.70
6.97

1.87
3.12
4.39
9.08
1.74
2.73
3.69
6.93

1.87
3.10
4.36
9.02
1.74
2.72
3.67
6.88

.25
.10
.05
.01

.25
.10
.05
.01

1.66
2.52
3.32
5.86

1.65
2.51
3.30
5.82

1.65
2.50
3.27
5.75

1.65
2.49
3.27
5.74

1.65
2.48
3.25
5.70

1.59
2.34
3.01
5.03

1.58
2.32
2.97
4.96

1.58
2.32
2.97
4.95

1.58
2.31
2.95
4.91

.25
.10
.05
.01

1.54
2.22
2.80
4.52

1.54
2.21
2.79
4.48

1.53
2.19
2.76
4.42

1.53
2.18
2.75
4.40

1.53
2.17
2.73
4.36

1.65
2.47
3.23
5.65
1.58
2.29
2.93
4.86
1.53
2.16
2.71
4.31

.25
.10
.05
.01

1.59
2.35
2.02
5.07

1.87
3.11
4.37
9.04
1.74
2.73
3.68
6.90
1.65
2.48
3.24
5.67
1.58
2.30
2.94
4.88
1.53
2.17
2.72
4.33

.25
.10
.05
.01

2.08
3.87
5.86
14.2

2.08
3.84
5.80
14.0

2.08
. 3.83
5.77
13.9

2.08
3.82
5.75
13.8

2.08
3.80
5.72
13.7

2.08
3.80
5.70
13.7

2.08
3.79
5.69
13.7

1.89
3.24
4.62
9.72

1.88
3.21
4.56
9.55
1.76
2.84
3.87
7.40

1.88
3.19
4.53
9.47
1.75
2.82
3.84
7.31

1.88
3.17
4.50
9.38
1.75
2.80
3.81
7.23

1.88
3.16
4.46
9.29
1.75
2.78
3.77
7.14

1.88
3.15
4.44
9.24
1.75
2.77
3.75
7.09

1.67
2.58
3.41
6.07

1.66
2.56
3.38
5.99

1.66
2.54
3.34
5.91

1.62
2.46
3.22
5.52

1.67
2.59
3.44
6.16
1.61
2.42
3.15
5.36

1.60
2.40
3.12
5.28

1.60
2.38
3.08
5.20

1.57
2.34
3.01
4.96

1.56
2.30
2.94
4.81

1.56
2.28
2.90
4.73

1.55
2.25
2.86
4.65

1.59
2.36
3.04
5.12
1.55
2.23
2.83
4.57

1.76
2.87
3.94
7.56
1.68
2.63
3.51
6.31

Pr

gl para
el denominador
N2

TABLA D.3

Puntos porcentuales superiores de la distribucion F

Ejemplo
Pr(F > 1.59)

0.25

Pr(F > 2.42)

0.10

para 91 N,

Pr(F > 3.14)

0.05

Y N2

Pr(F > 5.26)

0.01

5% del area

10

=9

gl para
el denominador

gl para el numerador

N2

Pr

1% del area

N,

10

11

12

.25
.10
.05

5.83
39.9
161

7.50
49.5
200

8.29
53.6
216

8.58
55.8
225

8.82
57.2
230

8.98
58.2
234

9.10
58.9
237

9.19
59.4
239

9.26
59.9
241

9.32
60.2
242

9.36
60.5
243

9.41
60.7
244

.25
.10
.05
.01

2.57
8.53
18.5
98.5

3.00
9.00
19.0
99.0

3.15
9.16
19.2
99.2

3.23
9.24
19.2
99.2

3.35
9.37
19.4
99.4

3.37
9.38
19.4
99.4

3.38
9.39
19.4
99.4

3.39
9.40
19.4
99.4

3.39
9.41
19.4
99.4

2.28
5.46
9.55
30.8

2.36
5.39
9.28
29.5

2.39
5.34
9.12
28.7

2.43
5.27
8.89
27.7

2.44
5.25
8.85
27.5

2.44
5.24
8.81
27.3

2.44
5.23
8.79
27.2

2.45
5.22
8.76
27.1

2.45
5.22
8.74
27.1

.25
.10
.05
.01

2.02
5.54
10.1
34.1
1.81
4.54
7.71
21.2

3.31
9.33
19.3
99.3
2.42
5.28
8.94
27.9

3.34
9.35
19.4
99.4

.25
.10
.05
.01

3.28
9.29
19.3
99.3
2.41
5.31
9.01
28.2

2.00
4.32
6.94
18.0

2.05
4.19
6.59
16.7

2.08
3.98
6.09
15.0

2.08
3.95
6.04
14.8

2.08
3.94
6.00
14.7

2.08
3.92
5.96
14.5

2.08
3.91
5.94
14.4

2.08
3.90
5.91
14.4

1.69
4.06
6.61
16.3

1.78
3.05
4.28
8.47

1.77
2.96
4.10
7.98

1.77
2.94
4.06
7.87

1.89
3.28
4.71
9.96
1.77
2.92
4.03
7.79

1.89
3.27
4.68
9.89

1.79
3.11
4.39
8.75

.25
.10
.05
.01

1.57
3.59
5.59
12.2

1.72
3.07
4.35
8.45

1.72
2.96
4.12
7.85

1.71
2.88
3.97
7.46

1.71
2.83
3.87
7.19

1.89
3.34
4.82
10.3
1.78
2.98
4.15
8.10
1.70
2.75
3.73
6.84

1.89
3.30
4.74
10.1

1.79
3.18
4.53
9.15

1.89
3.37
4.88
10.5
1.78
3.01
4.21
8.26
1.70
2.78
3.79
6.99

1.89
3.32
4.77
10.2

1.62
3.78
5.99
13.7

1.88
3.62
5.41
12.1
1.78
3.29
4.76
9.78

1.89
3.40
4.95
10.7

.25
.10
.05
.01

1.85
3.78
5.79
13.3
1.76
3.46
5.14
10.9
1.70
3.26
4.74
9.55

2.07
4.05
6.26
15.5
1.89
3.45
5.05
11.0

2.08
4.01
6.16
15.2

.25
.10
.05
.01

2.06
4.11
6.39
16.0
1.89
3.52
5.19
11.4

1.69
2.70
3.64
6.62

.25
.10
.05
.01

1.54
3.46
5.32
11.3

1.66
3.11
4.46
8.65

1.67
2.92
4.07
7.59

1.66
2.81
3.84
7.01

1.66
2.73
3.69
6.63

1.65
2.67
3.58
6.37

1.64
2.62
3.50
6.18

.25
.10
.05
.01

1.51
3.36
5.12
10.6

1.62
3.01
4.26
8.02

1.63
2.81
3.86
6.99

1.63
2.69
3.63
6.42

1.62
2.61
3.48
6.06

1.61
2.55
3.37
5.80

1.60
2.51
3.29
5.61

1.64
2.59
3.44
6.03
1.60
2.47
3.23
5.47

1.69
2.72
3.68
6.72
1.63
2.56
3.39
5.91
1.59
2.44
3.18
5.35

Fuente: De E.S. Pearson y H.O. Hartley (eds.), Biometrika TablesJor Statisticians,

Se reproduce con autorizaci6n de los editores y los fideicomisarios de Biometrika.

vol. I, 3a. ed., tabla 18, Cambridge

1.77
2.90
4.00
7.72

1.63
2.54
3.35
5.81

1.69
2.68
3.60
6.54
1.63
2.52
3.31
5.73

1.68
2.67
3.57
6.47
1.62
2.50
3.28
5.67

1.59
2.42
3.14
5.26

1.58
2.40
3.10
5.18

1.58
2.38
3.0
5.'-

University Press, Nueva York, 1966.

(continuaci6n)

91 para el numerador
15

20

24

30

40

50

60

91 para
el denominador

Nl

100

120

200

500

00

9.49
9.71
9.74
9.76
9.78
9.58
9.63
9.67
9.80
9.82
9.84
9.85
61.2
61.7
62.7
62.0
62.3
62.5
62.8
63.0
63.1
63.2
63.3
63.3
246
248
249
250
251
252
252
253
253
254
254
254
3.41
3.43
3.43
3.44
3.45
3.45
3.46
3.47
3.47
3.48
3.48
3.48
9.46
9.47
9.47
9.47
9.48
9.42
9.44'
9.45
9.48
9.49
9.49
9.49
19.4
19.4
19.5
19.5
19.5
19.5
19.5
19.5
19.5
19.5
19.5
19.5
99.4
99.4
99.5
99.5
99.5
99.5
99.5
99.5
99.5
99.5
99.5
99.5
2.46
2.46
2.46
2.47
2.47
2.47
2.47
2.47
2.47
2.47
2.47
2.47
5.20
5.18
5.18
5.17
5.16
5.15
5.15
5.14
5.14
5.14
5.14
5.13
8.70
8.66
8.64
8.62
8.59
8.58
8.57
8.55
8.55
8.54
8.53
8.53
26.4
26.4
26.7
26.9
26.6
26.5
26.3
26.2
26.2
26.2
26.1
26.1
2.08
3.87
5.86
14.2
1.89
3.24
4.62
9.72
1.76
2.87
3.94
7.56

Pr

N2

.25
.10
.05
.25
.10
.05
.01

.25
.10
.05
.01

2.08
3.84
5.80
14.0
1.88
3.21
4.56
9.55
1.76
2.84
3.87
7.40

2.08
3.83
5.77
13.9

2.p8
3.82
5.75
13.8

2.08
3.80
5.72
13.7

2.08
3.80
5.70
13.7

2.08
3.79
5.69
13.7

2.08
3.78
5.66
13.6

2.08
3.78
5.66
13.6

2.08
3.77
5.65
13.5

2.08
3.76
5.64
13.5

2.08
3.76
5.63
13.5

.25
.10
.05
.01

1.88
3.19
4.53
9.47

1.88
3.16
4.46
9.29
1.75
2.78
3.77
7.14

1.88
3.15
4.44
9.24
1.75
2.77
3.75
7.09

1.87
3.14
4.43
9.20
1.74
2.76
3.74
7.06

1.87
3.13
4.41
9.13
1.74
2.75
3.71
6.99

1.87
3.12
4.40
9.11
1.74
2.74
3.70
6.97

1.87
3.12
4.39
9.08
1.74
2.73
3.69
6.93

1.87
3.11
4.37
9.04
1.74
2.73
3.68
6.90

1.87
3.10
4.36
9.02
1.74
2.72
3.67
6.88

.25
.10
.05
.01

1.75
2.82
3.84
7.31

1.88
3.17
4.50
9.38
1.75
2.80
3.81
7.23

.25
.10
.05
.01

1.65
2.51
3.30
5.82
1.59
2.34
3.01
5.03

1.65
2.50
3.27
5.75

1.65
2.49
3.27
5.74

1.65
2.48
3.25
5.70

1.65
2.48
3.24
5.67

1.65
2.47
3.23
5.65

.25
.10
.05
.01

1.58
2.32
2.97
4.96

1.58
2.32
2.97
4.95

1.58
2.31
2.95
4.91

1.53
2.19
2.76
4.42

1.53
2.18
2.75
4.40

1.53
2.17
2.73
4.36

1.58
2.29
2.93
4.86
1.53
2.16
2.71
4.31

.25
.10
.05
.01

1.54
2.21
2.79
4.48

1.58
2.30
2.94
4.88
1.53
2.17
2.72
4.33

.25
.10
.05
.01

1.68
2.63
3.51
6.31
1.62
2.46
3.22
5.52

1.67
2.59
3.44
6.16

1.67
2.58
3.41
6.07

1.66
2.56
3.38
5.99

1.66
2.54
3.34
5.91

1.66
2.52
3.32
5.86

1.61
2.42
3.15
5.36

1.60
2.40
3.12
5.28

1.60
2.38
3.08
5.20

1.59
2.36
3.04
5.12

1.57
2.34
3.01
4.96

1.56
2.30
2.94
4.81

1.56
2.28
2.90
4.73

1.55
2.25
2.86
4.65

1.55
2,23
2.83
4.57

1.59
2.35
2.02
5.07
1.54
2.22
2.80
4.52

(continua)

91 para
el denominador

91 para el numerador

N1

N2

Pr

10

11

12

10

.25
.10
.05
.01

1.60
2.92
4.10
7.56

1.60
2.73
3.71
6.55

1.59
2.61
3.48
5.99

1.59
2.52
3.33
5.64

1.56
2.38
3.07
5.06

1.56
2.35
3.02
4.94

1.55
2.32
2.98
4.85

1.55
2.30
2.94
4.77

1.54
2.28
2.91
4.71

11

1.58
2.86
3.98
7.21

1.58
2.66
3.59
6.22

1.57
2.54
3.36
5.67

1.56
2.45
3.20
5.32

1.58
2.46
3.22
5.39
1.55
2.39
3.09
5.07

1.57
2.41
3.14
5.20

.25
.10
.05
.01

1.54
2.34
3.01
4.89

1.53
2.30
2.95
4.74

1.53
2.27
2.90
4.63

1.52
2.25
2.85
4.54

1.52
2.23
2.82
4.46

1.51
2.21
2.79
4.40

12

.25
.10
.05
.01

1.49
3.29
4.96
10.0
1.47
3.23
4.84
9.65
1.46
3.18
4.75
9.33
1.45
3.14
4.67
9.07
1.44
3.10
4.60
8.86
1.43
3.07
4.54
8.68
1.42
3.05
4.49
8.53
1.42
3.03
4.45
8.40

1.56
2.81
3.89
6.93
1.55
2.76
3.81
6.70

1.56
2.61
3.49
5.95
1.55
2.56
3.41
5.74

1.55
2.48
3.26
5.41

1.54
2.39
3.11
5.06

1.53
2.33
3.00
4.82

1.52
2.28
2.91
4.64

1.53
2.43
3.18
5.21

1.52
2.35
3.03
4.86

1.51
2.28
2.92
4.62

1.50
2.23
2.83
4.44

1.53
2.73
3.74
6.51

1.53
2.52
3.34
5.56

1.52
2.39
3.11
5.04

1.50
2.24
2.85
4.46

1.52
2.70
3.68
6.36

1.52
2.49
3.29
5.42

1.51
2.36
3.06
4.89

1.51
2.46
3.24
5.29

1.51
2.64
3.59
6.11
1.50
2.62
3.55
6.01
1.49
2.61
3.52
5.93
1.49
2.59
3.49
5.85

1.50
2.44
3.20
5.18
1.49
2.42
3.16
5.09
1.49
2.40
3.13
5.01
1.48
2.38
3.10
4.94

1.50
2.33
3.01
4.77
1.49
2.31
2.96
4.67
1.48
2.29
2.93
4.58
1.47
2.27
2.90
4.50
1.46
2.25
2.87
4.43

1.49
2.19
2.76
4.28
1.47
2.16
2.71
4.14
1.46
2.13
2.66
4.03
1.45
2.10
2.61
3.93
1.44
2.08
2.58
3.84
1.43
2.06
2.54
3.77
1.43
2.04
2.51
3.70

1.51
2.21
2.80
4.39
1.49
2.16
2.71
4.19
1.47
2.12
2.65
4.03
1.46
2.09
2.59
3.89
1.44
2.06
2.54
3.78

1.50
2.19
2.75
4.30
1.48
2.14
2.67
4.10
1.46
2.10
2.60
3.94
1.45
2.06
2.54
3.80
1.44
2.03
2.49
3.69
1.43
2.00
2.45
3.59
1.42
1.98
2.41
3.51
1.41
1.96
2.38
3.43

1.50
2.17
2.72
4.22
1.47
2.12
2.63
4.02
1.46
2.08
2.57
3.86
1.44
2.04
2.51
3.73

1.51
2.67
3.63
6.23

1.51
2.31
2.96
4.69
1.49
2.27
2.90
4.56
1.48
2.24
2.85
4.44

1.51
2.24
2.85
4.50
1.49
2.20
2.77
4.30
1.48
2.15
2.70
4.14
1.46
2.12
2.64
4.00
1.45
2.09
2.59
3.89
1.44
2.06
2.55
3.79

1.49
2.15
2.69
4.16
1.47
2.10
2.60
3.96
1.45
2.05
2.53
3.80
1.44
2.02
2.48
3.67
1.43
1.99
2.42
3.55
1.41
1.96
2.38
3.46

1.40
1.94
2.34
3.36

1.40
1.93
2.34
3.37
1.40
1.91
2.31
3.30

1.40
1.94
2.35
3.37

1.39
1.92
2.31
3.29

1.39
1.89
2.28
3.23

- .25
13

.10
.05
.01

14

.25
.10
.05
.01

15

.25
.10
.05
.01

16

.25
.10
.05
.01

17

18

.25
.10
.05
.01
.25
.10
.05
.01

19

.25
.10
.05
.01

20

.25
.10
.05
.01

1.41
3.01
4.41
8.29
1.41
2.99
4.38
8.18
1.40
2.97
4.35
8.10

1.47
2.22
2.81
4.34
1.46
2.20
2.77
4.25
1.46
2.18
2.74
4.17
1.45
2.16
2.71
4.10

1.48
2.21
2.79
4.32
1.47
2.18
2.74
4.20
1.46
2.15
2.70
4.10
1.45
2.13
2.66
4.01
1.44
2.11
2.63
3.94
1.44
2.09
2.60
3.87

1.43
2.04
2.51
3.71
1.42
2.02
2.48
3.63
1.42
2.00
2.45
3.56

1.43
2.03
2.49
3.68
1.42
2.00
2.46
3.60
1.41
1.98
2.42
3.52
1.41
1.96
2.39
3.46

1.44
2.01
2.46
3.62
1.42
1.98
2.41
3.52
1.41
1.96
2.37
3.43

gl para el numerador

N,

20

24

30

40

50

60

100

120

200

500

Ui3
2.24
2.85
4.56

1.52
2.20
2.77
4.41

1.50
2.17
2.72
4.25
1.48
2.10
2.62
4.01
1.46
2.05
2.53
3.82
1.44
2.01
2.46
3.66
1.43
1.97
2.40
3.52
1.41
1.94
2.35
3.41

1.49
2.12
2.65
4.10
1.47
2.06
2.54
3.86
1.45
2.01
2.46
3.66
1.43
1.96
2.39
3.51
1.41
1.92
2.33
3.37
1.40
1.89
2.28
3.26

1.52
2.18
2.74
4.33
1.49
2.10
2.61
4.02
1.46
2.04
2.51
3.78
1.44
1.98
2.42
3.59
1.42
1.94
2.35
3.43

1.51
2.16
2.70
4.25
1.48
2.08
2.57
3.94
1.45
2.01
2.47
3.70

1.51
2.13
2.66
4.17
1.47
2.05
2.53
3.86
1.45
1.99
2.43
3.62
1.42
1.93
2.34
3.43

1.50
2.12
2.64
4.12
1.47
2.04
2.51
3.81
1.44
1.97
2.40
3.57
1.42
1.92
2.31
3.38
1.40
1.87
2.24
3.22

1.50
2.11
2.62
4.08
1.47
2.03
2.49
3.78

1.49
2.09
2.59
4.01
1.46
2.00
2.46
3.71

1.44
1.96
2.38
3.54
1.42
1.90
2.30
3.34
1.40
1.86
2.22
3.18

1.43
1.94
2.35
3.47

1.49
2.08
2.58
4.00
1.46
2.00
2.45
3.69
1.43
1.93
2.34
3.45

1.49
2.07
2.56
3.96
1.46
1.99
2.43
3.66
1.43
1.92
2.32
3.41

1.39
1.83
2.19
3.11

1.41
1.88
2.25
3.25
1.39
1.83
2.18
3.09

1.40
1.86
2.23
3.22
1.39
1.82
2.16
3.06

1.48
2.06
2.55
3.93
1.45
1.98
2.42
3.62
1.42
1.91
2.31
3.38
1.40
1.85
2.22
3.19

1.39
1.83
2.18
3.08

1.38
1.82
2.16
3.05

1.38
1.79
2.12
2.98

1.37
1.79
2.11
2.96

1.37
1.77
2.10
2.92

1.37
1.81
2.15
3.02

1.37
1.79
2.12
2.97

1.36
1.78
2.11
2.93

1.36
1.76
2.07
2.86

1.40
1.91
2.31
3.31

15

00

Pr

1.48
2.06
2.54
3.91
1.45
1.97
2.40
3.60
1.42
1.90
2.30
3.36
1.40
1.85
2.21
3.17
1.38
1.80
2.13
3.00

.25
.10
.05
.01

10

.25
.10
.05
.01

11

.25
.10
.05
.01

12

.25
.10
.05
.01

13

.25
.10
.05
.01

14

1.36
1.76
2.07
2.87

.25
.10
.05
.01

15

1.35
1.74
2.04
2.81

1.36
1.76
2.08
2.89
1.34
1.73
2.02
2.78

1.34
1.72
2.01
2.75

.25
.10
.05
.01

16

1.34
1.71
1.99
2.71

1.33
1.69
1.97
2.68

.25
.10
.05
.01

17

.25
.10
.05
.01

18

1.39
1.87
2.24
3.18

1.43
1.96
2.38
3.51
1.41
1.91
2.31
3.35
1.40
1.87
2.25
3.21
1.38
1.84
2.19
3.10

1.39
1.86
2.23
3.16

1.38
1.84
2.19
3.08

1.37
1.81
2.15
3.00

1.36
1.78
2.10
2.92

1.35
1.76
2.08
2.87

1.35
1.75
2.06
2.83

1.34
1.73
2.02
2.76

1.35
1.75
2.06
2.84
1.34
1.72
2.01
2.75

1.39
1.89
2.27
3.23

1.38
1.84
2.19
3.08

1.34
1.74
2.04
2.78

1.33
1.69
1.97
2.66

1.32
1.68
1.95
2.62

1.32
1.67
1.93
2.59

1.34
1.73
2.03
2.76

1.33
1.71
2.00
2.71

1.34
1.72
2.02
2.75
1.33
1.70
1.98
2.67

1.33
1.70
1.98
2.68

1.37
1.81
2.16
3.00

1.36
1.78
2.11
2.92
1.35
1.76
2.07
2.84

1.35
1.75
2.06
2.84

1.38
1.86
2.23
3.15

1.32
1.67
1.94
2.60

1.32
1.67
1.93
2.58

1.31
1.65
1.91
2.55

1.31
1.64
1.89
2.51

1.30
1.63
1.88
2.49

.25
.10
.05
.01

19

1.37
1.84
2.20
3.09

1.36
1.79
2.12
2.94

1.37
1.81
2.15
3.00
1.36
1.79
2.11
2.92
1.35
1.77
2.08
2.86

1.33
1.69
1.96
2.65
1.32
1.66
1.92
2.57

1.34
1.74
2.04
2.78

1.33
1.71
1.99
2.69

1.33
1.69
1.97
2.64

1.32
1.68
1.95
2.61

1.31
1.65
1.91
2.54

1.31
1.64
1.90
2.52

1.30
1.63
1.88
2.48

1.30
1.62
1.86
2.44

1.29
1.61
1.84
2.42

.25
.10
.05
.01

20

1.41
1.90
2.29
3.29

1.41
1.89
2.27
3.27
1.39
1.85
2.20
3.13

1.41
1.88
2.26
3.27

gl para
el denominador
N2

1.38
1.80
2.14
3.03

91 para
el denominador
N2

91 para el numerador

N]

Pr

10

11

12

22

.25
.10
.05
.01

1.47
2.35
3.05
4.82
1.46
2.33
3.01
4.72

1.39
1.93
2.34
3.35

1.39
1.90
2.30
3.26

1.39
1.94
2.36
3.36

1.38
1.91
2.30
3.26

1.38
1.88
2.25
3.17

26

1.39
1.96
2.39
3.42

1.38
1.92
2.32
3.29

1.37
1.88
2.27
3.18

1.37
1.86
2.22
3.09

1.35
1.81
2.15
2.96

28

.25
.10
.05
.01

1.38
2.89
4.20
7.64

1.41
2.04
2.51
3.67
1.41
2.01
2.47
3.59
1.40
2.00
2.45
3.53

1.38
1.88
2.26
3.18
1.37
1.85
2.21
3.09
1.36
1.84
2.18
3.02

1.37
1.86
2.23
3.12

1.38
2.91
4.23
7.72

1.44
2.13
2.66
3.99
1.43
2.10
2.62
3.90
1.42
2.08
2.59
3.82
1.41
2.06
2.56
3.75

1.41
2.01
2.46
3.59
1.40
1.98
2.42
3.50

.25
.10
.05
.01

1.39
1.94
2.36
3.36

1.34
1.79
2.12
2.90

30

1.41
2.05
2.53
3.70

1.39
1.98
2.42
3.47

1.38
1.93
2.33
3.30

1.36
1.85
2.21
3.07

40

1.36
1.87
2.25
3.12

1.35
1.83
2.18
2.99

1.34
1.79
2.12
2.89

1.33
1.76
2.08
2.80

60

1.38
2.04
2.53
3.65

1.39
2.00
2.45
3.51
1.37
1.95
2.37
3.34

1.37
1.93
2.34
3.29

.25
.10
.05
.01

1.36
2.84
4.08
7.31
1.35
2.79
4.00
7.08

1.35
1.87
2.25
3.12

1.33
1.82
2.17
2.95

1.32
1.77
2.10
2.82

1.31
1.74
2.04
2.72

1.30
1.71
1.99
2.63

1.35
1.79
2.13
2.91
1.32
1.73
2.04
2.73
1.29
1.68
1.95
2.56

1.34
1.77
2.09
2.84

.25
.10
.05
.01

120

.25
.10
.05
.01

1.34
2.75
3.92
6.85

1.45
2.49
3.32
5.39
1.44
2.44
3.23
5.18
1.42
2.39
3.15
4.98
1.40
2.35
3.07
4.79

1.36
1.84
2.19
3.03
1.35
1.82
2.16
2.98

1.35
1.81
2.15
2.96

1.38
2.88
4.17
7.56

1.38
1.90
2.29
3.23
1.37
1.88
2.27
3.17

1.37
1.87
2.24
3.12

.25
.10
.05
.01

1.45
2.22
2.82
4.31
1.44
2.19
2.78
4.22
1.44
2.17
2.74
4.14
1.43
2.16
2.71
4.07
1.42
2.14
2.69
4.02
1.40
2.09
2.61
3.83

1.40
1.97
2.40
3.45

24

1.48
2.56
3.44
5.72
1.47
2.54
3.40
5.61
1.46
2.52
3.37
5.53
1.46
2.50
3.34
5.45

1.42
2.06
2.55
3.76

.25
.10
.05
.01

1.40
2.95
4.30
7.95
1.39
2.93
4.26
7.82

1.37
1.99
2.45
3.48

1.35
1.90
2.29
3.17

1.33
1.82
2.17
2.96

1.31
1.77
2.09
2.79

1.30
1.72
2.02
2.66

1.29
1.68
1.96
2.56

1.28
1.65
1.91
2.47

1.27
1.62
1.87
2.40

1.26
1.60
1.83
2.34

200

.25
.10
.05
.01

1.33
2.73
3.89
6.76

1.39
2.33
3.04
4.71

1.39
2.13
2.68
3.95
1.38
2.11
2.65
3.88

1.36
1.97
2.42
3.41

1.34
1.88
2.26
3.11

1.32
1.80
2.14
2.89

1.31
1.75
2.06
2.73

1.29
1.70
1.98
2.60

1.28
1.66
1.93
2.50

1.27
1.63
1.88
2.41

1.26
1.60
1.84
2.34

1.25
1.57
1.80
2.27

00

.25
.10
.05
.01

1.32
2.71
3.84
6.63

1.39
2.30
3.00
4.61

1.37
2.08
2.60
3.78

1.35
1.94
2.37
3.32

1.33
1.85
2.21
3.02

1.31
1.77
2.10
2.80

1.29
1.72
2.01
2.64

1.28
1.67
1.94
2.51

1.27
1.63
1.88
2.41

1.25
1.60
1.83
2.32

1.24
1.57
1.79
2.25

1.24
1.55
1.75
2.18

1.45
2.31
2.98
4.64
1.45
2.29
2.95
4.57
1.44
2.28
2.92
4.51
1.42
2.23
2.84
4.31
1.41
2.18
2.76
4.13

1.36
1.83
2.18
3.03

1.31
1.71
2.00
2.66
1.29
1.66
1.92
2.50

gl para el numerador

15

20

N1

24

30

40

50

60

100

120

200

500

1.31
1.67
1.94
2.58

1.31
1.65
1.91
2.53

1.30
1.64
1.89
2.50

1.30
1.61
1.85
2.42

1.30
1.60
1.84
2.40

1.29
1.59
1.82
2.36

gl para
el denominador
N2

00

Pr

1.29
1.58
1.80
2.33

1.28
1.57
1.78
2.31

.25
.10
.05
.01

22

1.36
1.81
2.15
2.98
1.35
1.78
2.11
2.89

1.34
1.76
2.07
2.83

1.33
1.73
2.03
2.75

1.32
1.70
1.98
2.67

1.33
1.73
2.03
2.74

1.32
1.70
1.98
2.66

1.31
1.67
1.94
2.58

1.30
1.64
1.89
2.49

1.29
1.62
1.86
2.44

1.29
1.61
1.84
2.40

1.28
1.58
1.80
2.33

1.28
1.57
1.79
2.31

1.27
1.56
1.77
2.27

1.27
1.54
1.75
2.24

1.26
1.53
1.73
2.21

.25
.10
.05
.01

24

1.34
1.76
2.07
2.81

1.32
1.71
1.99
2.66

1.31
1.68
1.95
2.58

1.30
1.65
1.90
2.50

1.29
1.61
1.85
2.42

1.28
1.59
1.82
2.36

1.28
1.58
1.80
2.33

1.26
1.55
1.76
2.25

1.26
1.54
1.75
2.23

.25
.10
.05
.01

26

1.31
1.69
1.96
2.60

1.30
1.66
1.91
2.52

1.29
1.63
1.87
2.44

1.28
1.59
1.82
2.35

1.27
1.57
1.79
2.30

1.27
1.56
1.77
2.26

1.26
1.53
1.73
2.19

1.25
1.52
1.71
2.17

1.25
1.51
1.71
2.16
1.24
1.49
1.67
2.09

1.25
1.50
1.69
2.13

1.33
1.74
2.04
2.75

1.24
1.48
1.65
2.06

.25
.10
.05
.01

28

1.32
1.72
2.01
2.70

1.30
1.67
1.93
2.55

1.29
1.64
1.89
2.47

1.28
1.61
1.84
2.39

1.27
1.57
1.79
2.30

1.26
1.55
1.76
2.25

1.26
1.54
1.74
2.21

1.25
1.51
1.70
2.13

1.24
1.50
1.68
2.11

1.23
1.47
1.64
2.03

1.23
1.46
1.62
2.01

.25
.10
.05
.01

30

1.30
1.66
1.92
2.52

1.28
1.61
1.84
2.37

1.26
1.57
1.79
2.29

1.24
1.51
1.69
2.11

1.23
1.48
1.66
2.06

1.22
1.47
1.64
2.02

1.21
1.43
1.59
1.94

1.21
1.42
1.58
1.92

1.24
1.51
1.70
2.12

1.21
1.44
1.59
1.94

1.20
1.41
1.56
1.88

1.19
1.40
1.53
1.84

1.17
1.36
1.48
1.75

1.17
1.35
1.47
1.73

1.16
1.33
1.44
1.68

1.19
1.38
1.51
1.80
1.15
1.29
1.39
1.60

40

1.25
1.54
1.75
2.20

1.19
1.39
1.53
1.83
1.15
1.31
1.41
1.63

.25
.10
.05
.01

1.27
1.60
1.84
2.35

1.25
1.54
1.74
2.20
1.22
1.48
1.65
2.03

1.26
1.53
1.73
2.19
1.25
1.50
1.69
2.13
1.24
1.48
1.66
2.07
1.20
1.41
1.55
1.87

.25
.10
.05
.01

60

1.24
1.55
1.75
2.19

1.22
1.48
1.66
2.03

1.21
1.45
1.61
1.95

1.18
1.37
1.50
1.76

1.17
1.34
1.46
1.70

1.16
1.32
1.43
1.66

1.14
1.27
1.37
1.56

1.13
1.26
1.35
1.53

1.12
1.24
1.32
1.48

1.11
1.21
1.28
1.42

1.10
1.19
1.25
1.38

.25
.10
.05
.01

120

1.23
1.52
1.72
2.13

1.21
1.46
1.62
1.97

1.20
1.42
1.57
1.89

1.19
1.41
1.55
1.86
1.18
1.38
1.52
1.79

1.16
1.34
1.46
1.69

1.14
1.31
1.41
1.63

1.12
1.28
1.39
1.58

1.11
1.24
1.32
1.48

1.10
1.22
1.29
1.44

1.09
1.20
1.26
1.39

1.08
1.17
1.22
1.33

1.06
1.14
1.19
1.28

.25
.10
.05
.01

200

1.22
1.49
1.67
2.04

1.19
1.42
1.57
1.88

1.18
1.38
1.52
1.79

1.16
1.34
1.46
1.70

1.14
1.30
1.39
1.59

1.13
1.26
1.35
1.52

1.12
1.24
1.32
1.47

1.09
1.18
1.24
1.36

1.08
1.1:7
1.22
1.32

1.07
1.13
1.17
1.25

1.04
1.08
1.11
1.15

1.00
1.00
1.00
1.00

.25
.10
.05
.01

00

TABLA 0.4

Ejemplo

Puntos porcentuales
superiores de la distribucion X2

Pr(x2

> 10.85)

Pr(x2

> 23.83)

Pr(x2

> 31.41) = 0.05

= 0.95
= 0.25

.995

.990

.975

.950

.900

1
2
3
4

392704 x 10-10
.0100251
.0717212
.206990

157088 X 10-9
.0201007
.114832
.297110

982069 x 10-9
.0506356
.215795
.484419

393214 x 10-8
.102587
.351846
.710721

.0157908
.210720
.584375
1.063623

5
6
7
8
9

.411740
.675727
.989265
1.344419
1.734926

.554300
.872085
1.239043
1.646482
2.087912

.831211
1.237347
1.68987
2.17973
2.70039

1.145476
1.63539
2.16735
2.73264
3.32511

1.61031
2.20413
2.83311
3.48954
4.16816

10
11
12
13
14

2.15585
2.60321
3.07382
3.56503
4.07468

2.55821
3.05347
3.57056
4.10691
4.66043

3.24697
3.81575
4.40379
5.00874
5.62872

3.94030
4.57481
5.22603
5.89186
6.57063

4.86518
5.57779
6.30380
7.04150
7.78953

15
16
17
18
19

4.60094
5.14224
5.69724
6.26481
6.84398

5.22935
5.81221
6.40776
7.01491
7.63273

6.26214
6.90766
7.56418
8.23075
8.90655

7.26094
7.96164
8.67176
9.39046
10.1170

8.54675
9.31223
10.0852
10.8649
11.6509

20
21
22
23
24

7.43386
8.03366
8.64272
9.26042
9.88623

8.26040
8.89720
9.54249
10.19567
10.8564

9.59083
10.28293
10.9823
11.6885
12.4011

10.8508
11.5913
12.3380
13.0905
13.8484

12.4426
13.2396
14.0415
14.8479
15.6587

25
26
27
28
29

10.5197
11.1603
11.8076
12.4613
13.1211

11.5240
12.1981
12.8786
13.5648
14.2565

13.1197
13.8439
14.5733
15.3079
16.0471

14.6114
15.3791
16.1513
16.9279
17.7083

16.4734
17.2919
18.1138
18.9392
19.7677

30
40
50
60

13.7867
20.7065
27.9907
35.5346

14.9535
22.1643
29.7067
37.4848

16.7908
24.4331
32.3574
40.4817

18.4926
26.5093
34.7642
43.1879

20.5992
29.0505
37.6886
46.4589

70
80
90
100*

43.2752
51.1720
59.1963
67.3276

45.4418
53.5400
61.7541
70.0648

48.7576
57.1532
65.6466
74.2219

51.7393
60.3915
69.1260
77.9295

55.3290
64.2778
73.2912
82.3581
(continua)

* Para

gl mayores que 100, la expresi6n

los grados de libertad.

M - -J(2k -

I) = Z sigue la distribuci6n

normal estandarizada,

donde k representa

(con tin uaci6n)

.750

.500

.250

.100

.050

.025

.010

.005

.1015308
.575364
1.212534
1.92255

.454937
1.38629
2.36597
3.35670

1.32330
2.77259
4.10835
5.38527

2.70554
4.60517
6.25139
7.77944

3.84146
5.99147
7.81473
9.48773

5.02389
7.37776
9.34840
11.1433

6.63490
9.21034
11.3449
13.2767

7.87944
10.5966
12.8381
14.8602

2.67460
3.45460
4.25485
5.07064
5.89883

4.35146
5.34812
6.34581
7.34412
8.34283

6.62568
7.84080
9.03715
10.2188
11.3887

9.23635
10.6446
12.0170
13.3616
14.6837

11.0705
12.5916
14.0671
15.5073
16.9190

12.8325
14.4494
16.0128
17.5346
19.0228

15.0863
16.8119
18.4753
20.0902
21.6660

16.7496
18.5476
20.2777
21.9550
23.5893

6.73720
7.58412
8.43842
9.29906
10.1653

9.34182
10.3410
11.3403
12.3398
13.3393

12.5489
13.7007
14.8454
15.9839
17.1170

15.9871
17.2750
18.5494
19.8119
21.0642

18.3070
19.6751
21.0261
22.3621
23.6848

20.4831
21.9200
23.3367
24.7356
26.1190

23.2093
24.7250
26.2170
27.6883
29.1413

25.1882
26.7569
28.2995
29.8194
31.3193

11.0365
11.9122
12.7919
13.6753
14.5620

14.3389
15.3385
16.3381
17.3379
18.3376

18.2451
19.3688
20.4887
21.6049
22.7178

22.3072
23.5418
24.7690
25.9894
27.2036

24.9958
26.2962
27.5871
28.8693
30.1435

27.4884
28.8454
30.1910
31.5264
32.8523

30.5779
31.9999
33.4087
34.8053
36.1908

32.8013
34.2672
35.7185
37.1564
38.5822

15.4518
16.3444
17.2396
18.1373
19.0372

19.3374
20.3372
21.3370
22.3369
23.3367

23.8277
24.9348
26.0393
27.1413
28.2412

28.4120
29.6151
30.8133
32.0069
33.1963

31.4104
32.6705
33.9244
35.1725
36.4151

34.1696
35.4789
36.7807
38.0757
39.3641

37.5662
38.9321
40.2894
41.6384
42.9798

39.9968
41.4010
42.7956
44.1813
45.5585

19.9393
20.8434
21.7494
22.6572
23.5666

24.3366
25.3364
26.3363
27.3363
28.3362

29.3389
30.4345
31.5284
32.6205
33.7109

34.3816
35.5631
36.7412
37.9159
39.0875

37.6525
38.8852
40.1133
41.3372
42.5569

40.6465
41.9232
43.1944
44.4607
45.7222

44.3141
45.6417
46.9630
48.2782
49.5879

46.9278
48.2899
49.6449
50.9933
52.3356

24.4776
33.6603
42.9421
52.2938

29.3360
39.3354
49.3349
59.3347

34.7998
45.6160
56.3336
66.9814

40.2560
51.8050
63.1671
74.3970

43.7729
55.7585
67.5048
79.0819

46.9792
59.3417
71.4202
83.2976

50.8922
63.6907
76.1539
88.3794

53.6720
66.7659
79.4900
91.9517

61.6983
71.1445
80.6247
90.1332

69.3344
79.3343
89.3342
99.3341

77.5766
88.1303
98.6499
109.141

85.5271
96.5782
107.565
118.498

90.5312
101.879
113.145
124.342

95.0231
106.629
118.136
129.561

Fuente: Compendia

de E.S. Pearson y H.O. Hartley (eds.), Biometrika

1966. Se reproduce con autorizaci6n

Tablesfor Statisticians,

de los editores y los fideicomisarios

de Biometrika.

100.425
112.329
124.116
135.807

vol. I, 3a. ed., tabla 8, Cambridge

104.215
116.321
128.299
140.169

University Press, Nueva York,

888

Apendice D

Tab/as estadisticas

TABLA D.5A

Estadistico d de Durbin-Watson:

1<'=1
d,

1<'=2
du

du

1.896
1.777

6 0.610
7 0.700
8 0.763

1.400
1.356
1.332

0.467

9 0.824
10 0.879

1.320
1.320

0.629
0.697

11 0.927

1.324
1.331

0.658
0.812

1.340

0.861

1.350

0.905

15 1.077

1.361

0.946

16 1.106
17 1.133

1.371
1.381

18 1.158
19 1.180
20 1.201

1.391
1.401
1.411

0.982
1.015
1.046

21
22

1.221

1.420

1.239

1.429

23

1.257

1.437

24

1.273
1.288
1.302
1.316

1.446
1.454
1.461

29

1.328
1.341

1.476
1.483

30

1.352

1.489

1.270
1.284

31

1.363

1.496

32 1.373
33 1.383
34 1.393
35 1.402
36 1.411
37 1.419

1.502

12 0.971
13 1.010
14 1.045

25
26
27
28

38 1.427
39 1.435
40
45
50
55
60
65
70

1.442
1.475
1.503
1.528
1.549
1.567

1.583
75 1.598
80 1.611
85
90
95

100
150
200

1.624
1.635
1.645
1.654
1.720
1.758

1.469

0.559

1.699
1.641
1.604
1.579
1.562
1.551
1.543
1.539
1.536
1.535

d,

du

0.368
0.455

2.287

du

2.128
2.016
1.928

0.296
0.376

2.588
2.414

0.444

1.864

0.512

2.283
2.177

0.574

0.767

1.816
1.779

0.632

0.814

1.750

0.857
0.897

1.728
1.710

0.685
0.734
0.779

1.696

0.525
0.595
0.658
0.715

1.074

1.536

1.100
1.125
1.147

1.537
1.538

0.998
1.026

1.541

1.168
1.188

1.543
1.546

1.053
1.078
1.101

1.206

1.550
1.553
1.556

1.240
1.255

1.560
1.563

1.123
1.143
1.162
1.181

1.685
1.676
1.669
1.664
1.660
1.656
1.654
1.652
1.651
1.650
1.650

1.567

1.198
1.214

1.297

1.570

1.229

1.650
1.650

1.309
1.321

1.574
1.577

1.244
1.258

1.650
1.651

1.333

1.580

1.519
1.525

1.343
1.354

1.652
1.653

1.530
1.535

1.364

1.584
1.587
1.590

1.271
1.283
1.295
1.307

1.654
1.655

1.594

1.318

1.597
1.600

1.328

1.656
1.658
1.659

1.508
1.514

1.540
1.544
1.566
1.585

1.373
1.382
1.391
1.430
1.462
1.490

1.615
1.628
1.641

1.338
1.383
1.421
1.452
1.480

1.601
1.616

1.514

1.629

1.536

1.641
1.652

1.554
1.571

1.662
1.671

1.586
1.600

1.679

1.612

1.688
1.696
1.703

1.687
1.694

1.623

1.709

1.634
1.706
1.748

1.715

1.602
1.613

1.760
1.789

1.693
1.738

1.746
1.778

1.652
1.662
1.672
1.680

1<'=5

d,

0.933
0.967

1.224

1<'=4

1<'=3

d,

1.503

puntos de significancia de dL y du en el nivel de significancia de 0.05

1.666
1.674
1.681
1.689
1.696
1.703

d,

du

0.243
0.316

2.822
2.645
2.506

2.094

0.379
0.445

2.030
1.977

0.505
0.562

1.935
1.900

0.615

1<'=6

1<'=7

1<'=9

0.203
0.268

2.832

0.171

3.149

0.230

2.985

2.220

0.389
0.447

2.692
2.572
2.472

0.286
0.343

2.848
2.727

2.157
2.104

0.502
0.554

2.388
2.318

0.398
0.451

2.060
2.023

0.603
0.649

2.257
2.206

0.502
0.549

1.991

0.692
0.732

2.162
2.124

0.595

2.339

0.502

0.769

2.090
2.061

0.637
0.677
0.715

2.290
2.246

0.547
0.588

2.589
2.521
2.460
2.407

2.208

0.628

2.360

0.545

0.751

2.174

2.318

0.584

0.784

1.974

2.280
2.246
2.216

0.621
0.657
0.691
0.723

2.419

0.816
0.845

2.144
2.117
2.093

0.666
0.702

2.379
2.342
2.309

0.581
0.616

2.SG
2.47C

0.650

2.4'-

2.141

0.753
0.782

2.278
2.251

0.682
0.712

2.396
2.363

0.741
0.769

2.333
2.3

0.795

2.28'
2.25-

0.328

d,

du

0.147
0.200

3.266
3.111

0.251

2.979

2.624

0.304

2.537
2.461

0.356
0.407
0.456

2.860
2.757

du

d,

du

d,

du

0.127
0.175

3.360
3.216

0.111

3.438

0.222

3.090
2.975

0.155
0.198

3.3

2.873
2.783
2.704

0.244

3.013
2.97.!.

2.633
2.571

0.380
0.424

2.514
2.464

0.465

3.005

1.872
1.848
1.828

0.927

1.812
1.797

0.829
0.863

1.964
1.940

1.785

1.920

0.804

1.775

0.895
0.925

1.902

0.837

1.767
1.759
1.753

0.953
0.979
1.004

1.886
1.873
1.861

0.868
0.897
0.925

1.747

1.028
1.050

1.850
1.841

0.951

1.958

0.874

2.071

0.735
0.767
0.798

1.071

1.833

0.975
0.998

1.944
1.931

0.900
0.926

2.052
2.034

0.826
0.854

1.090
1.109

1.825
1.819

1.020

1.920

0.950

2.018

0.810

2.226

1.909

2.004

2.102

1.813
1.808
1.803
1.799

1.900
1.891

0.972
0.994
1.015

0.879
0.904

2.120

1.041
1.061

0.927

2.085
2.069

0.836
0.861

2.203
2.181

0.885

1.884
1.877

1.034
1.053

2.162
2.144

0.821
0.845

1.795
1.792

1.870
1.864

1.071

2.127
2.112

0.868
0.891

2.098

0.912

2.19E
2.1 r

2.085
2.072

0.932

2.16-<
2.'~9

2.022
1.986

0.952
1.038
1.110

1.212
1.260
1.301

1.959

1.170

1.939
1.923

1.222
1.266

2.0' :
1.9g.,

1.305
1.339
1.369

1.935
1.925

0.958
0.986
1.013
1.038
1.062
1.084
1.104
1.124
1.143

1.743
1.739

1.160
1.177

1.735

1.193

1.732
1.730

1.208
1.222
1.236
1.249

1.726
1.724

1.127
1.144
1.160
1.175

1.723

1.190

1.261

1.722

1.273
1.285
1.336

1.722
1.721
1.720

1.204
1.218

1.378
1.414

1.721

1.444
1.471

1.727
1.731

1.374
1.408
1.438

1.494

1.735
1.739

1.464
1.487

1.728

1.724

1.230
1.287
1.335

1.789
1.786

1.080
1.097
1.114
1.131
1.146
1.161

2.035
2.012
1.992

0.950

0.504

1.932
1.924

1.835

1.189
1.246

1.895
1.875
1.861

1.201
1.253

1.850
1.843

1.298
1.336

1.894
1.882

1.369
1.399

1.873
1.867

1.337
1.369

1.910
1.901

1.425
1.448

1.861
1.857

1.397
1.422

1.893
1.886

1.396

1.9""

1.445
1.465

1.881
1.877
1.874

1.420
1.442

1.9:'=
1.90,

1.462

1.862

1.594
1.665

1.8%
1.8r
1.8~~

1.372
1.404

1.808
1.805

1.433
1.458

1.802
1.801

1.370
1.401
1.428

1.480

1.294
1.335

0.951
0.970

1.047
1.064

2.007

1.139

1.958
1.930

0.990
1.008
1.089

2.236
2.2" f

1.859
1.854

1.334

2.029
2.017

2.560

1.029

1.767

0.908
0.930

2.670
2.6 3

1.939

1.768

2.054
2.041

0.506
0.544

2.885
2.806
2.7Y-

1.088
1.104
1.120

1.822
1.814

1.997

1.909

1.709
1.715

1.515
1.534

1.743

1.507

1.770
1.772

1.575

1.721

1.525
1.542

1.774
1.776

1.801
1.801

1.453
1.474

1.726
1.732

1.747
1.751

1.500

1.589

1.550
1.566

1.518

1.801

1.494

1.827

1.469

1.854

1.579

1.755

1.557

1.778

1.802

1.512

1.827

1.489

1.852

1.736

1.592

1.774
1.799

1.679
1.728

1.758
1.788

1.571
1.665

1.802

1.535
1.550
1.651

1.528
1.637

1.718

1.820

1.707

1.826
1.832
1.841

1.506
1.622
1.686

1.850
1.847

1.810

1.803
1.817
1.831

1.780

0.461

0.290
0.336

0.971
0.991
1.011

1.771

1.767
1.768

1.991
1.979
1.967

2.188
2.164

0.369
0.416

1.957
1.948

1.175
1.238
1.291

1.776

2.396

2.667

0.272
0.321

3.18"-

0.820
0.859
0.894

0.664
0.710
0.752
0.792

1.837
1.834
1.831
1.829

1.525
1.543
1.560

1<'= 10

du

2.390
2.296

d,

1<'=8

d,

1.697

1.852

1.156

1.484
1.608
1.675

1.863

2.0&
2.0.!.-'

1.96-<
1.9LS

(continci::

Apendice

Tab/as estadisticas

889

(continuaci6n)
1<'=12

11

d,

du

d,

du

16

0.098

17
18
19

0.138
0.177
0.220

3.503
3.378

0.087

3.265
3.159

0.123
0.160

3.557
3.441

20

0.263

3.063

21
22

0.307
0.349

2.976
2.897

23

0.391
0.431

2.826
2.761

0.470

2.702

0.508
0.544

2.649

24
25
26
27

d,

du

3.335

0.078
0.111

0.200

3.234

0.240
0.281
0.322
0.362
0.400
0.438
0.475

0.578

2.600
2.555

0.612
0.643

2.515
2.477

0.674
0.703

2.443

0.608

2.411

0.638

33
34

0.731
0.758

2.382
2.355

35

0.783

2.330

36
37

0.808
0.831
0.854

2.306
2.285
2.265

0.668
0.695
0.722
0.748

0.875

2.246

40
45

0.896
0.988

50

1.064
1.129

2.103

1.184

2.031
2.006
1.986

28
29
30
31
32

38
39

55
60
65
70
75
80
85
90
95
100
150
200

1.231
1.272
1.308
1.340
1.369

0.510
0.544
0.577

1<'=14

1<'=13

d,

du

d,

du

3.603
3.496

0.070

0.145

3.395

0.100

0.063

3.676

3.141
3.057

0.182
0.220

3.300
3.211

0.132
0.166

3.642
3.542
3.448

0.091
0.120

2.979

0.259

0.202

3.272

2.908
2.844
2.784
2.730

0.297

3.128
3.053

0.239
0.275
0.312
0.348
0.383

0.335
0.373
0.409
0.445
0.479

2.680
2.634
2.592

0.512

2.983
2.919
2.859
2.805
2.755
2.708

3.583
3.495

0.058
0.083

3.705

3.193

0.153
0.186

3.409
3.327

0.110
0.141

3.535
3.454

3.119

0.221

3.251

0.172

3.376

3.051
2.987
2.928

0.256
0.291

3.179
3.112

0.205
0.238

3.303
3.233

0.130
0.160
0.191

0.325

3.050

0.271

3.168

0.222

0.418
0.451
0.484

2.874
2.823
2.776

0.359
0.392
0.425

2.992
2.937

0.305
0.337

3.107
3.050

0.254
0.286

2.733

0.457
0.488

2.887
2.840
2.796
2.754

0.370
0.401

2.996
2.946

0.317

0.515
0.546

0.432

2.899

2.665

0.576

2.625

2.484
2.454

0.606
0.634

2.588
2.554

2.425
2.398
2.374

0.662
0.689
0.714

2.521
2.492
2.464

0.739

0.819

2.351
2.329

0.763

2.438
2.413

0.657
0.683
0.707

2.228

0.840

2.309

0.785

2.391

2.156

0.938
1.019

2.225
2.163

0.887

2.296
2.225

1.087
1.145

2.116

2.062

1.970
1.957
1.946

1.195
1.239
1.277
1.311
1.342
1.369

2.079
2.049
2.026
2.006
1.991

1.106
1.160

1.395
1.418
1.439

1.937
1.929

1.394

1.977
1.966
1.956

1.923

1.416

1.948

1.579
1.654

1.892
1.885

1.564
1.643

1.908
1.896

Nota: n = nfunero de observaciones,

2.170
2.127

1.206
1.247

2.093
2.066
2.043

1.283

2.024

1.315
1.344

2.009
1.995

1.370
1.393
1.550

1.984

1.632

1.908

1.974
1.924

1<'=17

du

0.545

0.973
1.045

I<'= 16
d,

2.553
2.517

0.772
0.796

1<'= 15

3.358

3.619

d,

du

0.052
0.076

3.731

0.101

3.572
3.494
3.420

1<'= 18

d,

du

3.678

0.044

0.094

3.604

3.349

0.120
0.149

3.531
3.460

0.065
0.087
0.112

3.283
3.219

0.178
0.208

3.392
3.327

3.160
3.103

0.238
0.269

3.266
3.208

3.650

d,

du

0.048
0.070

1<'=19

0.138
0.166
0.195

3.406

2.954

0.267

3.240

3.099
3.053

0.295
0.323
0.351

3.190
3.142
3.097

0.378
0.404

3.054
3.013

2.892
2.733

0.430

2.974

0.553

2.807

2.610

0.660
0.754

2.675

0.520

2.555
2.526
2.499

0.602
0.628

2.646
2.614

0.548
0.575

2.738
2.703

0.495

2.829
2.792

0.445
0.472

2.920

2.585

0.600

2.671

2.757

0.499

2.880
2.843

0.397
0.424

0.653

0.522
0.549

0.731

2.473

2.557
2.439

0.626
0.740

0.575

2.808

0.961

0.836
0.919

0.644
0.747

2.225

2.350
2.281

0.692
0.792

2.659

0.882

2.512
2.414

2.724
2.586

0.525

2.367
2.287

0.678
0.788

2.641

0.838
0.927
1.003

2.338

0.877

2.396

1.068
1.124

2.177

1.029
1.088

2.227

0.990

2.278

0.951

2.330

0.836
0.913

1.139
1.184

2.183
2.148
2.118

1.052
1.105
1.153

2.229
2.189
2.156

1.016
1.072
1.121

2.276
2.232
2.195

2.059

1.224

2.093

1.195

2.129

1.165

2.165

1.318

2.040
2.025

1.260
1.292

2.073
2.055

1.232
1.266

2.105
2.085

1.205
1.240

2.139
2.116

1.345
1.371

2.012
2.000

1.321

2.040

1.271

2.097

1.535

1.940
1.919

2.026
1.956
1.931

1.296
1.324

2.068

1.347
1.519

2.053
1.972

1.301
1.489

2.080
1.989

1.943

1.588

1.955

excluyendo

3.528
3.465
3.348
3.293

2.680

k' = numero de variables explicativas,

0.129
0.156

0.239

0.312
0.340
0.369

1.504
1.599

3.368

3.198
3.147

3.051
3.005
2.961

1.610

3.431

0.283

0.359
0.388
0.417

1.621

3.658
3.592

3.100

2.910
2.868

1.253
1.287

0.081
0.104

0.329

0.439
0.467

2.138
2.106
2.080

3.563
3.495

0.183
0.211

2.813
2.774

1.172
1.215

3.790
3.724

3.309
3.252

2.854

2.586

0.060

0.224
0.253

0.492

0.518

0.041

3.632

3.153

0.462

2.654
2.619

3.773
3.702

0.299

2.716

0.604
0.631

du

3.050
3.000

0.547
0.575

0.575

d,

3.753

0.349
0.379
0.409

2.692

1<'= 20

2.479

2.544
2.454

0.451
0.477
0.598
0.703
0.795

3.009
2.968
2.929

2.382

0.874

2.512
2.434

0.980
1.038
1.090

2.323

0.944
1.005

2.371
2.318

1.136
1.177

2.201

1.058
1.106
1.149

2.275
2.238
2.206

1.076
1.121

1.213

2.148
2.126

1.187

2.179
2.156

1.160
1.197

2.108

1.253
1.458
1.565

2.135

1.229

2.023
1.979

1.443
1.554

1.247
1.277
1.474
1.576

2.275
2.235
2.172

2.006
1.967

1.222

0.836
0.908
0.971
1.027

2.571
2.487
2.419
2.362
2.315
2.275
2.241
2.211
2.186
2.164
2.040
1.991

el termino constante.

Fuente: Esta tabla es una extension de la tabla original de Durbin-Watson y se reproduce de N.E. Savin y K.J. White, "The Durbin-Watson Test for Serial Correlation with Extreme Small Samples or Many Regressors", Econometrica, vol. 45, noviembre de 1977, pp. 1989-1996, con las correcciones de R.W. Farebrother,
Econometrica, vol. 48, septiembre de 1980, p. 1554. Se reproduce con autorizacion de la Sociedad Econometrica.

Si n
40 Y k'
4, dL
1.285 Y du
1.721. Si un valor d calculado es menor que 1.285, hay
evidencia de correlaci6n serial positiva de primer orden; si es mayor que 1.721, no hay evidencia
de correlaci6n serial positiva de primer orden; pero si d se encuentra entre el limite inferior y el
superior, hay evidencia inconclusa relacionada con la presencia 0 ausencia de correlaci6n serial
positiva de primer orden.

890

Apendice D

Tab/as estadisticas

TABLA D.5B

Estadistico d de Durbin-Watson:
1<'=2

1<'=1
n

d,

0.390
7 0.435
8 0.497
9 0.554
10 0.604
11 0.653
12 0.697
13 0.738
14 0.776

du

1<'=3

d,

du

0.294

1.676

0.345
0.408

puntos de significancia de dL y du en el nivel de significancia de 0.01

1<'=4

1<'=5

d,

du

d,

du

0.229
0.279

2.102
1.875
1.733

0.183
0.230

2.433

0.466

1.489
1.389
1.333

0.519

1.297

1.640

0.286

0.569
0.616

1.274
1.261

0.396
0.449

1.575

0.499

0.660
0.700
0.737

1.254

1.526
1.490
1.464

1<'=6

d,

du

2.193
2.030

0.150
0.193

2.690
2.453

0.339
0.391
0.441

1.913
1.826
1.757

0.244
0.294

2.280
2.150

0.343

0.488

1.704
1.663
1.630
1.604

1.036
1.003
0.998
1.001
1.010
1.023
1.038
1.054
1.070

18 0.902
19 0.928
20 0.952

1.118
1.132
1.147

0.805

1.252
1.255
1.259

1.252

0.835
0.863

21 0.975

1.161

22 0.997
23 1.018

1.174
1.187

24

1.037

1.199

0.960

25

1.055
1.072

1.211

0.340

0.547
0.591

du

0.090

2.667

0.122

3.182
2.981

0.078

0.391
0.437

1.967
1.900

0.303

2.244

0.226

0.161

2.817

0.107

3.287
3.101

1.847
1.803

0.269
0.313
0.355

0.200
0.241

2.681

0.480

2.153
2.078

0.142
0.179

2.944
2.811

0.068
0.094
0.127

3.374

0.349
0.393
0.435
0.476

2.530
2.416
2.319

2.925
2.813
2.714

1.584

0.522
0.561

0.890
0.914

1.277

0.803

1.567
1.554

0.598
0.633

1.284

0.831

1.408
1.407

0.748

1.543

0.667

0.938

1.291
1.298

0.858

1.407

0.777

0.882

1.407

0.981
1.001
1.019

1.305

0.906
0.928

1.409
1.411
1.413

0.805
0.831

1.534
1.528
1.523

0.698
0.728
0.756

1.518
1.515

0.783

1.037

1.325

1.119

1.244
1.254

1.054

0.832
0.855

30 1.133
31 1.147

1.263
1.273

1.070
1.085

1.332
1.339

1.513
1.512

1.635
1.626
1.618
1.611

1.160
1.172

1.282
1.291

1.100

1.352

1.299
1.307
1.315
1.323

1.114
1.128

1.358

1.184

1.153
1.165

1.330
1.337

1.176
1.187
1.198

1.086
1.102

1.222
1.233

0.772

1.140

1.312
1.319

1.345

0.949
0.969

1.415

0.855
0.878
0.900
0.921

0.996

1.510
1.511

0.936
0.954

1.594

0.876

1.591

1.512
1.513

0.971
0.988

0.896
0.914

1.058
1.072
1.085

1.514
1.515

1.004
1.019

1.517

1.034

1.584

1.518

1.048
1.111

1.584

1.245

1.423

1.201

1.474

1.324

1.403

1.285

1.245

1.491

1.356

1.427

1.247

1.548

1.383
1.407

1.449
1.468
1.485

1.284
1.317
1.346

1.506

60

1.320
1.350
1.377
1.400

1.446
1.466

1.520
1.534
1.546

1.283
1.315

1.558

1.557
1.568

1.368
1.390
1.411

95
100

1.522

1.540
1.552
1.562

150
200

1.611
1.664

1.637
1.684

1.372
1.395

1.541
1.553

1.416

1.489

1.563
1.573

1.452
1.468

1.503

1.583

1.598
1.653

1.651
1.693

1.482
1.584

1.458
1.474

1.718
1.707

1.847
1.830
1.814

1.432
1.435

1.288

1.496
1.510

0.788

0.696
0.723

0.834
0.856

50
55

1.435

1.643

1.164

1.584
1.587

1.209
1.249

1.592
1.598

1.568
1.578
1.587

1.283
1.313

1.604
1.611

1.340

1.617

1.595

1.364

1.429

1.603
1.611

1.386
1.406

1.624
1.630

1.446

1.618

1.425

1.642

1.604

1.462

1.625

1.441

1.665
1.704

1.571
1.633

1.679
1.715

1.557
1.623

1.647
1.693

1.578
1.587
1.596

1.343

1.528
1.538

1.636

1.725

2.255
2.209

1.743
1.729

1.601
1.597

1.453
1.457

0.439

0.738
0.764

0.897
0.917

1.148

2.140
2.097

1.889
1.867

1.510

1.137

0.507

0.640
0.669

1.510

1.398

2.367

0.473

0.368
0.404

0.610

0.979

1.393

2.188

1.776
1.759

0.960

1.585

0.437

0.682
0.711

1.428

1.449

2.015
1.977
1.944
1.915

1.040
1.055

1.446

0.196
0.232

0.545
0.578

0.812

1.589
1.588
1.586

2.597
2.510
2.434

1.821
1.797

1.606

1.439
1.442

0.160

0.255
0.294

0.620
0.652

0.877

1.012
1.028
1.043

2.697

2.381
2.308
2.244

0.510

1.511

1.070
1.085

0.216

0.322
0.362
0.400

1.849

0.941

45

1.422
1.441

1.645

0.282

2.169
2.110
2.059

1.881

1.421
1.425

1.098
1.156
1.205

1.501
1.515
1.528

1.658

2.238

0.587

0.515
0.552

1.418

1.098
1.112
1.124

1.500
1.515
1.529

1.691
1.673

2.015
1.963
1.918

2.566
2.467

0.396
0.436
0.474

1.006
1.023

1.364
1.370
1.376
1.382
1.388

1.484

0.808

1.767
1.737
1.712

0.988

1.344
1.376

90

d,

0.183

0.650
0.685
0.718

65
70 1.429
75 1.448
80 1.466
85 1.482

du

2.354

0.613

39 1.237
1.246

d,

0.257

1.415
1.411

40

du

2.049

1.422

35 1.195
36 1.206
37 1.217
38 1.227

d,

3.053
2.838

1.265
1.271

33
34

2.892

du

0.105
0.140

0.532
0.574

32

0.124
0.164

d,

2.665
2.490

1.446
1.432

28
29

du

1<'=10

1<'=9

0.211

0.633
0.672
0.708
0.742
0.773

1.089
1.104

d,

1<'=8

1.142

15 0.811
16 0.844
17 0.874

26
27

1<'=7

0.932
0.950
0.966
0.982
0.997
1.065

1.698
1.690
1.683
1.677
1.671
1.666
1.662
1.658
1.655
1.652
1.643

1.123
1.172

1.638

1.214
1.251

1.800
1.788

0.684
0.710
0.734

2.059

0.473

0.409

2.362

2.026
1.997

0.505
0.536
0.566

2.168
2.131

0.441

2.313

0.473

2.098

0.504

2.269
2.229

0.595

2.068
2.041

0.533
0.562

2.193
2.160
2.131
2.104

1.970
1.947
1.925
1.906
1.889
1.874

0.622
0.649

2.017

0.589

0.674

1.995

1.860

0.698
0.722

1.975
1.957

0.615
0.641

1.940
1.925
1.911

0.689
0.711
0.733

1.776
1.766

0.757
0.779

0.857
0.877

1.757
1.749

0.800
0.821

1.847
1.836

0.744
0.766

0.895
0.913

1.742

0.841
0.860

1.825
1.816
1.807

0.787
0.807
0.826

1.899
1.887

0.754
0.774

0.895
0.974
1.039

1.799
1.768

0.844
0.927

1.876

0.749

1.956

1.834

1.748

1.902
1.864

1.734
1.726

1.018
1.072

1.837

1.108

1.805
1.785
1.771

0.881
0.955

1.095
1.144

0.997
1.057

1.186
1.223
1.256

1.720

1.153
1.192

1.761
1.754

1.802
1.792

1.227
1.259
1.287

1.748
1.745

1.120
1.162
1.199

1.312
1.336

1.741
1.741

1.357
1.501
1.582

1.741
1.752
1.768

0.930
0.946
1.019

1.735
1.729
1.724
1.704
1.692

1.639
1.642

1.1 79
1.218

1.682
1.680

1.283
1.313

1.645
1.649

1.253
1.284

1.680
1.682

1.338

1.653

1.312

1.362
1.383
1.403
1.421

1.657
1.661

1.337
1.360
1.381

1.683
1.685

1.543

1.708
1.735

1.666
1.670

0.602
0.630
0.658

2.308

0.268 2.625
0.304 '2.548
0.340 2.479
0.375 2.417

0.837

0.816

1.081
1.134

1.613

1.639

0.748
0.772
0.794

0.540
0.572

0.331

3.201
3.053

1.400
1.530
1.603

1.685

1.687
1.690
1.693
1.722
1.746

0.878

1.285
1.312
1.336
1.358
1.378
1.515
1.592

1.716
1.714
1.714
1.714
1.714
1.715
1.717
1.737
1.757

1.743

0.665

1.232
1.262
1.288
1.313
1.335
1.486
1.571

2.080
2.057
2.037
2.018
2.001
1.985
1.970

1.817

1.783
1.777
1.773
1.769
1.767
1.765
1.767
1.779

(continua)

Apendice D

Tab/as estadisticas

(continuaci6n)
I(

= 11

d,

du

16
17
18

0.060
0.084
0.113

3.446

19

0.145

20
21

0.178
0.212

22

1(= 12

d,

du

3.286

0.053

3.146
3.023

0.075
0.102

3.506
3.358
3.227

0.131
0.162

0.246

2.914
2.817
2.729

0.194

23

0.281

2.651

0.227

24
25

0.315
0.348

0.260
0.292

26

0.381
0.413

2.580
2.517
2.460

0.324

2.674
2.610

2.409
2.363

0.356
0.387
0.417

2.552
2.499
2.451

27
28
29

0.444
0.474

2.321

0.447
0.475

30

0.503

2.283

31
32

0.531
0.558

2.248
2.216

33

0.585

2.187

0.503
0.530

34

0.610
0.634

2.160

0.556

2.136
2.113
2.092

0.581
0.605
0.628

2.073
2.055
2.039

35
36
37
38
39
40

0.658
0.680
0.702
0.723
0.744

2.266
2.237

du

d,

du

3.297

0.043
0.061

3.601
3.474

0.038

0.084
0.109

3.358
3.252

0.055
0.077

3.639
3.521
3.412

0.035

0.148

3.185
3.084
2.991

0.136

3.155

0.100

3.311

0.209
0.240
0.272
0.303

2.906
2.829
2.758

0.165
0.194

3.065
2.982

0.125
0.152

3.218

0.070
0.092

0.032
0.046

3.700

0.178

3.671
3.562
3.459
3.363

0.065

3.131

0.116

3.274

2.906
2.836

0.180
0.208

3.191
3.113

0.333

2.635

0.283

0.237

0.363
0.393

2.582
2.533
2.487

0.313
0.342
0.371

2.772
2.713

3.050
2.976
2.907

0.141

2.694

0.224
0.253

0.085
0.107
0.131

0.266
0.294
0.322

2.843
2.785
2.730

2.446
2.408

0.399
0.426
0.452

0.350
0.377

0.422
0.450
0.477
0.503

2.373
2.340

2.680
2.633

0.331

2.746

0.287

2.912
2.858

0.404
0.430

2.590
2.550

2.699

0.313
0.339

2.808
2.761

2.379

0.455
0.480

2.512
2.477

0.357
0.383
0.409
0.434

0.552
0.575

2.350

0.504

2.323

2.445
2.414

0.458
0.482

2.297
2.193
2.116

0.528
0.551

2.386
2.269

0.505

0.478

2.118

0.829

2.051

0.787

0.902
0.965

2.002
1.964

0.863
0.929

1.020
1.068

1.934
1.911
1.893

0.986
1.037

0.979
1.037

1.891
1.865

0.940
1.001

65
70

1.087
1.131

1.845
1.831

1.053
1.099

75
80

1.170

1.819
1.810

85

1.236

1.141
1.177
1.210

90
95
100

1.264
1.290
1.314

150

1.473

200

1.561

1.240
1.267
1.292
1.458
1.550

1.945
1.914
1.889
1.870
1.856
1.844
1.834
1.827

1.111
1.150
1.184

1.878
1.866

0.156

0.234
0.261

0.597
0.700

2.044
1.987

3.040
2.972
2.851
2.797

0.504
0.528

1.082
1.122
1.158

2.659
2.609
2.563
2.520
2.481
2.444
2.410

0.655
0.746

2.182
2.117

0.222
0.249

0.612
0.705
0.786

2.655
2.614

2.717

0.389
0.414

2.675

2.507
2.476

0.438
0.461

2.346

0.570

2.250
2.176

0.665
0.748

0.029

3.725

0.043
0.060
0.079
0.100
0.122
0.146
0.171
0.196
0.221
0.246
0.272
0.297
0.322
0.347
0.371

I(

= 19

d,

du

3.629
3.538
3.452

0.027

3.747

0.039
0.055

3.657
3.572

3.371
3.294
3.220

0.073
0.093
0.114
0.137

3.490
3.412

0.160
0.184
0.209
0.233

3.152
3.087
3.026
2.969
2.915
2.865
2.818
2.774
2.733

0.395
0.418

2.694

0.528
0.625
0.711

2.503
2.387
2.298

0.786

2.227

0.852
0.911

2.172
2.127
2.090
2.059

2.657

0.257
0.282
0.306
0.330
0.354
0.377
0.488
0.586
0.674
0.751

0.025

3.766

0.036
0.051

3.682
3.602

3.338
3.267

0.068
0.087
0.107

3.524
3.450

3.201
3.137

0.128
0.151

3.311

3.078

0.174
0.197

3.022
2.969
2.919
2.872
2.828
2.787
2.748
2.582
2.456
2.359

2.067

0.857

2.120

0.822

1.953
1.931

2.027
1.995
1.970

0.919
0.974
1.023

0.886
0.943
0.993

2.123
2.082
2.049

1.913
1.898

1.094
1.132

1.949

1.066
1.106

2.075
2.038
2.009
1.984

1.039

2.022

0.964
1.011

1.080
1.116
1.150

1.999

1.053

2.033

0.880
0.934
0.983
1.027

1.979
1.963
1.949
1.880

1.091
1.126
1.158

2.012
1.993

1.066
1.102

1.977

1.370
1.484

1.897
1.871

1.136
1.355

2.006
1.913

1.474

1.883

1.886

1.166

1.141

1.905

1.174

1.934

1.816

1.814
1.813

1.429

1.518

1.836

1.203
1.400
1.507

1.181

1.444
1.539

1.895
1.847

1.922

1.799
1.801

1.197
1.225
1.414

1.863
1.847

1.385
1.495

1.830
1.824

el termino con stante.

de la Sociedad Econometrica.

1.931
1.917

1.860

= 20
du

0.893
0.953
1.005
1.052

0.819

I(

d,

2.015
1.980

1.876
1.868

excluyendo

2.318

du

2.237
2.173

1.221

Fuente: Savin y White, op. cit., con autorizaci6n

2.566
2.424

18

0.825

1.191

Nota: n = nfunero de observaciones.

k' = numero de variables explicativas,

2.637
2.600

1(=

d,

2.059

1.856
1.848
1.841

1.528

3.032
2.970

0.364

1.215
1.244
1.270

1.248

3.098

2.576
2.540

1.965
1.948

1.821

3.245
3.169

2.909

2.232
2.210

2.282
2.256

0.167
0.194

3.597
3.501
3.410
3.325

0.277
0.304

0.623
0.645
0.744

2.310

0.050

0.182
0.208

0.601

0.871

= 17

d,

2.143
2.123

0.694
0.790

I(

du

2.164

55
60

1.783
1.791

2.296

0.119

1(=16

d,

0.673

0.835

1.790

2.407
2.367
2.330

3.357
3.420

1(= 15

du

0.651

0.913

1.793

2.822
2.744

0.047
0.067
0.092

= 14

d,

2.210
2.186

50

1.803
1.798

3.004
2.909

I(

du

0.529
0.554
0.578

45

1.205

1.972
1.925

3.109

1(=13

d,

2.283
2.221
2.172
2.131
2.097
2.068
2.044
2.023

0.221
0.244
0.268
0.291

3.379
3.246
3.184
3.126
3.071
3.019
2.969
2.923

0.315

2.879

0.338
0.448

2.838
2.661

0.548

2.526
2.421

0.637
0.716
0.786

2.338
2.272

0.849
0.905

2.217
2.172

0.955
1.000

2.135
2.104

1.041

2.077

1.079
1.113

2.054

1.340
1.462

2.034
1.931
1.896

891

892

Apendice D

Tablas

TABLA 0.6A

estadisticas

Valores criticos de rachas en la prueba de rachas

Nz
N,
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
2
2
2
2
2
2
2
2
3
3
3
3
3
3

2
2
2
3
3
3
3
3
3
3
3
4
4
4
4
4

10

11

12

13

14

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

15
2
3
3
4
5
6
6
7
7
8
8
9
9
10
10
11
11
11
12

16
2
3
4
4
5
6
6
7
8
8
9
9
10
10
11
11
11
12
12

17
2
3
4
4
5
6
7
7
8
9
9
10
10
11
11
11
12
12
13

18
2
3
4
5
5
6
7
8
8
9
9
10
10
11
11
12
12
13
13

19
2
3
4
5
6
6
7
8
8
9
10
10
11
11
12
12
13
13
13

20
2
3
4
5
6
6
7
8
9
9
10
10
11
12
12
13
13
13
14

Nota: Las tablas D.6A y D.6B dan los valores criticos de n rachas para diversos valores de N1 (simbolo +) Y N2 (simbolo -). Para una prueba de rachas de una
muestra, cualquier valor de n igual 0 menor que el que aparece en la tabla D.6A, 0 igual 0 superior al que aparece en la tabla D.6B, es significativo

en el nivel

de 0.05.
Fuente: Sidney Siegel, Nonparametric Statistics for the Behavioral Sciences, McGraw-Hill, Nueva York, 1956, tabla F, pp. 252-253. Siegel adapta las tablas de la
fuente original: Frieda S. Swed y C. Eisenhart, "Tables for Testing Randomness of Grouping in a Sequence of Alternatives", Annals of Mathematical Slatistics,
vol. 14, 1943. Se reproducen con permiso de McGraw-Hill Book Company y de Annals of Mathematical Statistics.

TABLA 0.6B

Valores criticos de rachas en la prueba de rachas

Nz
N,
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20

9
9

9
10
10
11
11

9
10
11
12
12
13
13
13
13

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

En una sucesion de 30 observaciones consistentes en 20 signos + (= N1) Y en 10 signos (= Nz), los valores crfticos delas rachas en el nivel de significancia de 0.05 son 9 y 20, como
indican las tablas p.6A y D.6B, respectivamente. Por consiguiente, si en una aplicacion se eneuentra que el numero de rachas es igual 0 menor que 9 0 igual 0 mayor que 20, se rechazaIa
hipotesis (en un nivel de significancia de 0.05) de que la secuencia observada es aleatoria.

TABLA D.7
Tamaiio de
la
25
50
100
250
500
00

Valores criticos Dickey-Fuller

tc*

tnc*
1%
-2.66
-2.62
-2.60
-2.58
-2.58
-2.58

de raiz unitaria

F:J:

Ft

tet*

5%

1%

5%

1%

5%

-1.95
-1.95
-1.95
-1.95
-1.95
-1.95

-3.75
-3.58
-3.51
-3.46
-3.44
-3.43

-3.00
-2.93
-2.89
-2.88
-2.87
-2.86

-4.38
-4.15
-4.04
-3.99
-3.98
-3.96

-3.60
-3.50
-3.45
-3.43
-3.42
-3.41

Los subindices nc, c y tc denotan, respectivamente,

dencia en la regresi6n (21.9.5).
t

t (= 'f) a 1% y 5%, asi como valores F para pruebas

10.61
9.31
8.73
8.43
8.:,4
8.27

5%

1%

5%

7.24
6.73
6.49
6.34
6.30
6.25

8.21
7.02
6.50
6.22
6.'\5
6.09

5.68
5.13
4.88
4.75
4.7'\
4.68

que no hay termino constante, que hay termino constante y que est" presente un termino constante y uno de ten-

Los valores criticos de F son para las hip6tesis conjuntas en las que los terminos constante y 8 en (21.9.5) son al mismo tiempo cera.

I Los valores criticos de F son para las hip6tesis conjuntas en las cuales 10s terminos constante. de tendencia y 8 en (21.9.5) son al mismo tiempo iguales a cera.
Fuente: Adaptado de W.A. Fuller, Introduction

to Statistical Time Series, John Wiley & Sons, Nueva York, 1976, p. 373 (para la prueba r), y D.A. Dickey y W.A. Fuller,

"Likelihood

Time Series with a Unit Root", Econometrica,

Ratio Statistics for Autoregressive

vol. 49,1981,

p. 1063.