DW检验表
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任务名称:dw检验临界值表400个一、引言随着数据挖掘技术的广泛应用,对于模型的准确性和可靠性要求也越来越高。
在进行数据挖掘模型的评估和选择时,我们需要借助统计方法来检验模型的统计显著性和效果。
其中,dw检验作为一种常用的统计检验方法,用于验证模型预测误差中是否存在自相关性。
本文将对dw检验的临界值表进行探讨,并阐述其在数据挖掘中的应用。
二、dw检验概述dw(Durbin-Watson)检验是由伦斯·R·弗里德曼(Leslie G. Friedman)和福利·A·沃特森(Welfare Atkinson Watson)于1978年提出的一种检验自相关性的方法。
它是基于简单回归模型的残差项的自相关性来进行检验的,适用于线性回归模型、时间序列分析等领域。
三、dw检验的原理在进行dw检验时,我们首先需要通过建立合适的回归模型来得到残差项。
然后,我们计算残差项之间的差值,并对差值进行平方处理。
最后,将这些平方值进行求和,得到dw检验的统计量。
该统计量的取值范围为0至4之间,其中0表示存在正自相关性,4表示存在负自相关性,2表示不存在自相关性。
四、dw检验的临界值表为了对dw检验统计量进行判断和解读,我们需要使用临界值表来进行比较。
通常,我们采用400个数据点的标准dw检验临界值表,该表中包含了不同显著性水平下的临界值。
这些临界值以参照不同的样本量和自变量个数而定。
以下是一部分标准dw检验临界值表:自由度1%显著性水平值5%显著性水平值10%显著性水平值1 0.323 0.457 0.5152 0.392 0.423 0.4793 0.446 0.394 0.448自由度1%显著性水平值5%显著性水平值10%显著性水平值4 0.486 0.372 0.424通过与临界值表中的数值进行比较,我们可以得出dw检验统计量的显著性判断结果。
当统计量小于临界值时,则可认为模型存在自相关性;当统计量大于临界值时,则认为模型不存在自相关性。
dw检验表n=199,k=5
题目: DW检验表n=199,k=5
正文:
DW检验是一种用于检验两个分类变量之间是否存在显著差异的统计方法。
在这个问题中,我们需要使用 DW检验来分析 199 个样本数据中,5 个类别之间的差异是否存在。
下面是使用 DW 检验的一般步骤:
1. 收集数据,包括样本数据以及对应的标签。
2. 计算样本均值和标准差。
3. 计算样本统计量,即每个类别的样本均值减去总体均值。
4. 进行 DW 检验。
具体而言,我们需要计算自由度(df),即样本统计量除以样本数。
然后,计算 t 值和 p 值。
5. 进行 t 检验,计算 t 值和 p 值,并绘制拒绝域图。
6. 如果拒绝域图中的点位于显著性水平线以下,则拒绝显著性
检验,说明两个分类变量之间不存在显著差异。
拓展:
DW 检验的基本思想是,通过比较两个分类变量之间的差异,来确定它们之间是否存在显著差异。
在这个问题中,我们需要计算出 5 个类别之间的样本均值和标准差,然后计算样本统计量,并进行比较。
需要注意的是, DW 检验并不是万能的,它并不能解决所有问题。
在某些情况下,可能需要使用其他的检验方法或分析技术。
此外, DW 检验的使用也需要遵守一定的原则,例如选择适当的自由度和检验水
平等。
在实际应用中,我们应该根据具体情况选择不同的检验方法和分析方法,以获得更准确的结果。
Durbin-Watson Statistic: 5 Per Cent Significance Points of dL and dU k'=1k'=2k'=3k'=4k'=5k'=6k'=7k'=8k'=9k'=10 n dL dU dL dU dL dU dL dU dL dU dL dU dL dU dL dU dL dU dL dU 60.6101.400------------------------------------------------------------------------------------------70.7001.3560.4671.896--------------------------------------------------------------------------------80.7631.3320.5591.7770.3672.287----------------------------------------------------------------------90.8241.3200.6291.6990.4552.1280.2962.588------------------------------------------------------------100.8791.3200.6971.6410.5252.0160.3762.4140.2432.822--------------------------------------------------110.9271.3240.7581.6040.5951.9280.4442.2830.3152.6450.2033.004----------------------------------------120.9711.3310.8121.5790.6581.8640.5122.1770.3802.5060.2682.8320.1713.149------------------------------131.0101.3400.8611.5620.7151.8160.5742.0940.4442.3900.3282.6920.2302.9850.1473.266--------------------141.0451.3500.9051.5510.7671.7790.6322.0300.5052.2960.3892.5720.2862.8480.2003.1110.1273.360----------151.0771.3610.9461.5430.8141.7500.6851.9770.5622.2200.4472.4710.3432.7270.2512.9790.1753.2160.1113.438精品Durbin-Watson Statistic: 5 Per Cent Significance Points of dL and dU k'=1k'=2k'=3k'=4k'=5k'=6k'=7k'=8k'=9k'=10 n dL dU dL dU dL dU dL dU dL dU dL dU dL dU dL dU dL dU dL dU 161.1061.3710.9821.5390.8571.7280.7341.9350.6152.1570.5022.3880.3982.6240.3042.8600.2223.0900.1553.304 171.1331.3811.0151.5360.8971.7100.7791.9000.6642.1040.5542.3180.4512.5370.3562.7570.2722.9750.1983.184 181.1581.3911.0461.5350.9331.6960.8201.8720.7102.0600.6032.2580.5022.4610.4072.6680.3212.8730.2443.073 191.1801.4011.0741.5360.9671.6850.8591.8480.7522.0230.6492.2060.5492.3960.4562.5890.3692.7830.2902.974 201.2011.4111.1001.5370.9981.6760.8941.8280.7921.9910.6912.1620.5952.3390.5022.5210.4162.7040.3362.885 211.2211.4201.1251.5381.0261.6690.9271.8120.8291.9640.7312.1240.6372.2900.5462.4610.4612.6330.3802.806 221.2391.4291.1471.5411.0531.6640.9581.7970.8631.9400.7692.0900.6772.2460.5882.4070.5042.5710.4242.735 231.2571.4371.1681.5431.0781.6600.9861.7850.8951.9200.8042.0610.7152.2080.6282.3600.5452.5140.4652.670 241.2731.4461.1881.5461.1011.6561.0131.7750.9251.9020.8372.0350.7502.1740.6662.3180.5842.4640.5062.613 251.2881.4541.2061.5501.1231.6541.0381.7670.9531.8860.8682.0130.7842.1440.7022.2800.6212.4190.5442.560精品Durbin-Watson Statistic: 5 Per Cent Significance Points of dL and dU k'=1k'=2k'=3k'=4k'=5k'=6k'=7k'=8k'=9k'=10 n dL dU dL dU dL dU dL dU dL dU dL dU dL dU dL dU dL dU dL dU 261.3021.4611.2241.5531.1431.6521.0621.7590.9791.8730.8971.9920.8162.1170.7352.2460.6572.3790.5812.513精品Durbin-Watson Statistic: 5 Per Cent Significance Points of dL and dUk'=1k'=2k'=3k'=4k'=5k'=6k'=7k'=8k'=9k'=10 n dL dU dL dU dL dU dL dU dL dU dL dU dL dU dL dU dL dU dL dU 271.3161.4691.2401.5561.1621.6511.0841.7531.0041.8610.9251.9740.8452.0930.7672.2160.6912.3420.6162.470 281.3281.4761.2551.5601.1811.6501.1041.7471.0281.8500.9511.9590.8742.0710.7982.1880.7232.3090.6492.431 291.3411.4831.2701.5631.1981.6501.1241.7431.0501.8410.9751.9440.9002.0520.8262.1640.7532.2780.6812.396 301.3521.4891.2841.5671.2141.6501.1431.7391.0711.8330.9981.9310.9262.0340.8542.1410.7822.2510.7122.363 311.3631.4961.2971.5701.2291.6501.1601.7351.0901.8251.0201.9200.9502.0180.8792.1200.8102.2260.7412.333 321.3731.5021.3091.5741.2441.6501.1771.7321.1091.8191.0411.9090.9722.0040.9042.1020.8362.2030.7692.306 331.3831.5081.3211.5771.2581.6511.1931.7301.1271.8131.0611.9000.9941.9910.9272.0850.8612.1810.7962.281 341.3931.5141.3331.5801.2711.6521.2081.7281.1441.8081.0791.8911.0151.9780.9502.0690.8852.1620.8212.257 351.4021.5191.3431.5841.2831.6531.2221.7261.1601.8031.0971.8841.0341.9670.9712.0540.9082.1440.8452.236精品Durbin-Watson Statistic: 5 Per Cent Significance Points of dL and dUk'=1k'=2k'=3k'=4k'=5k'=6k'=7k'=8k'=9k'=10 n dL dU dL dU dL dU dL dU dL dU dL dU dL dU dL dU dL dU dL dU 361.4111.5251.3541.5871.2951.6541.2361.7241.1751.7991.1141.8761.0531.9570.9912.0410.9302.1270.8682.216 371.4191.5301.3641.5901.3071.6551.2491.7231.1901.7951.1311.8701.0711.9481.0112.0290.9512.1120.8912.197 381.4271.5351.3731.5941.3181.6561.2611.7221.2041.7921.1461.8641.0881.9391.0292.0170.9702.0980.9122.180 391.4351.5401.3821.5971.3281.6581.2731.7221.2181.7891.1611.8591.1041.9321.0472.0070.9902.0850.9322.164 401.4421.5441.3911.6001.3381.6591.2851.7211.2301.7861.1751.8541.1201.9241.0641.9971.0082.0720.9522.149 451.4751.5661.4301.6151.3831.6661.3361.7201.2871.7761.2381.8351.1891.8951.1391.9581.0892.0221.0382.088 501.5031.5851.4621.6281.4211.6741.3781.7211.3351.7711.2911.8221.2461.8751.2011.9301.1561.9861.1102.044 551.5281.6011.4901.6411.4521.6811.4141.7241.3741.7681.3341.8141.2941.8611.2531.9091.2121.9591.1702.010 601.5491.6161.5141.6521.4801.6891.4441.7271.4081.7671.3721.8081.3351.8501.2981.8941.2601.9391.2221.984精品Durbin-Watson Statistic: 5 Per Cent Significance Points of dL and dUk'=1k'=2k'=3k'=4k'=5k'=6k'=7k'=8k'=9k'=10 n dL dU dL dU dL dU dL dU dL dU dL dU dL dU dL dU dL dU dL dU 651.5671.6291.5361.6621.5031.6961.4711.7311.4381.7671.4041.8051.3701.8431.3361.8821.3011.9231.2661.964 701.5831.6411.5541.6721.5251.7031.4941.7351.4641.7681.4331.8021.4011.8381.3691.8741.3371.9101.3051.948 751.5981.6521.5711.6801.5431.7091.5151.7391.4871.7701.4581.8011.4281.8341.3991.8671.3691.9011.3391.935精品Durbin-Watson Statistic: 5 Per Cent Significance Points of dL and dUk'=1k'=2k'=3k'=4k'=5k'=6k'=7k'=8k'=9k'=10 n dL dU dL dU dL dU dL dU dL dU dL dU dL dU dL dU dL dU dL dU 801.6111.6621.5861.6881.5601.7151.5341.7431.5071.7721.4801.8011.4531.8311.4251.8611.3971.8931.3691.925 851.6241.6711.6001.6961.5751.7211.5501.7471.5251.7741.5001.8011.4741.8291.4481.8571.4221.8861.3961.916 901.6351.6791.6121.7031.5891.7261.5661.7511.5421.7761.5181.8011.4941.8271.4691.8541.4451.8811.4201.909 951.6451.6871.6231.7091.6021.7321.5791.7551.5571.7781.5351.8021.5121.8271.4891.8521.4651.8771.4421.903 1001.6541.6941.6341.7151.6131.7361.5921.7581.5711.7801.5501.8031.5281.8261.5061.8501.4841.8741.4621.898 1501.7201.7471.7061.7601.6931.7741.6791.7881.6651.8021.6511.8171.6371.8321.6221.8461.6081.8621.5931.877 2001.7581.7791.7481.7891.7381.7991.7281.8091.7181.8201.7071.8311.6971.8411.6861.8521.6751.8631.6651.874如有侵权请联系告知删除,感谢你们的配合!精品如有侵权请联系告知删除,感谢你们的配合!精品。
Durbin-Watson Statistic: 5 Per Cent Significance Points of dL and dU k'=1k'=2k'=3k'=4k'=5k'=6k'=7k'=8k'=9k'=10 n dL dU dL dU dL dU dL dU dL dU dL dU dL dU dL dU dL dU dL dU 60.6101.400------------------------------------------------------------------------------------------70.7001.3560.4671.896--------------------------------------------------------------------------------80.7631.3320.5591.7770.3672.287----------------------------------------------------------------------90.8241.3200.6291.6990.4552.1280.2962.588------------------------------------------------------------100.8791.3200.6971.6410.5252.0160.3762.4140.2432.822--------------------------------------------------110.9271.3240.7581.6040.5951.9280.4442.2830.3152.6450.2033.004----------------------------------------120.9711.3310.8121.5790.6581.8640.5122.1770.3802.5060.2682.8320.1713.149------------------------------131.0101.3400.8611.5620.7151.8160.5742.0940.4442.3900.3282.6920.2302.9850.1473.266--------------------141.0451.3500.9051.5510.7671.7790.6322.0300.5052.2960.3892.5720.2862.8480.2003.1110.1273.360----------151.0771.3610.9461.5430.8141.7500.6851.9770.5622.2200.4472.4710.3432.7270.2512.9790.1753.2160.1113.438精品Durbin-Watson Statistic: 5 Per Cent Significance Points of dL and dU k'=1k'=2k'=3k'=4k'=5k'=6k'=7k'=8k'=9k'=10 n dL dU dL dU dL dU dL dU dL dU dL dU dL dU dL dU dL dU dL dU 161.1061.3710.9821.5390.8571.7280.7341.9350.6152.1570.5022.3880.3982.6240.3042.8600.2223.0900.1553.304 171.1331.3811.0151.5360.8971.7100.7791.9000.6642.1040.5542.3180.4512.5370.3562.7570.2722.9750.1983.184 181.1581.3911.0461.5350.9331.6960.8201.8720.7102.0600.6032.2580.5022.4610.4072.6680.3212.8730.2443.073 191.1801.4011.0741.5360.9671.6850.8591.8480.7522.0230.6492.2060.5492.3960.4562.5890.3692.7830.2902.974 201.2011.4111.1001.5370.9981.6760.8941.8280.7921.9910.6912.1620.5952.3390.5022.5210.4162.7040.3362.885 211.2211.4201.1251.5381.0261.6690.9271.8120.8291.9640.7312.1240.6372.2900.5462.4610.4612.6330.3802.806 221.2391.4291.1471.5411.0531.6640.9581.7970.8631.9400.7692.0900.6772.2460.5882.4070.5042.5710.4242.735 231.2571.4371.1681.5431.0781.6600.9861.7850.8951.9200.8042.0610.7152.2080.6282.3600.5452.5140.4652.670 241.2731.4461.1881.5461.1011.6561.0131.7750.9251.9020.8372.0350.7502.1740.6662.3180.5842.4640.5062.613 251.2881.4541.2061.5501.1231.6541.0381.7670.9531.8860.8682.0130.7842.1440.7022.2800.6212.4190.5442.560精品Durbin-Watson Statistic: 5 Per Cent Significance Points of dL and dU k'=1k'=2k'=3k'=4k'=5k'=6k'=7k'=8k'=9k'=10 n dL dU dL dU dL dU dL dU dL dU dL dU dL dU dL dU dL dU dL dU 261.3021.4611.2241.5531.1431.6521.0621.7590.9791.8730.8971.9920.8162.1170.7352.2460.6572.3790.5812.513 271.3161.4691.2401.5561.1621.6511.0841.7531.0041.8610.9251.9740.8452.0930.7672.2160.6912.3420.6162.470 281.3281.4761.2551.5601.1811.6501.1041.7471.0281.8500.9511.9590.8742.0710.7982.1880.7232.3090.6492.431 291.3411.4831.2701.5631.1981.6501.1241.7431.0501.8410.9751.9440.9002.0520.8262.1640.7532.2780.6812.396 301.3521.4891.2841.5671.2141.6501.1431.7391.0711.8330.9981.9310.9262.0340.8542.1410.7822.2510.7122.363 311.3631.4961.2971.5701.2291.6501.1601.7351.0901.8251.0201.9200.9502.0180.8792.1200.8102.2260.7412.333 321.3731.5021.3091.5741.2441.6501.1771.7321.1091.8191.0411.9090.9722.0040.9042.1020.8362.2030.7692.306 331.3831.5081.3211.5771.2581.6511.1931.7301.1271.8131.0611.9000.9941.9910.9272.0850.8612.1810.7962.281 341.3931.5141.3331.5801.2711.6521.2081.7281.1441.8081.0791.8911.0151.9780.9502.0690.8852.1620.8212.257 351.4021.5191.3431.5841.2831.6531.2221.7261.1601.8031.0971.8841.0341.9670.9712.0540.9082.1440.8452.236精品Durbin-Watson Statistic: 5 Per Cent Significance Points of dL and dU k'=1k'=2k'=3k'=4k'=5k'=6k'=7k'=8k'=9k'=10 n dL dU dL dU dL dU dL dU dL dU dL dU dL dU dL dU dL dU dL dU 361.4111.5251.3541.5871.2951.6541.2361.7241.1751.7991.1141.8761.0531.9570.9912.0410.9302.1270.8682.216 371.4191.5301.3641.5901.3071.6551.2491.7231.1901.7951.1311.8701.0711.9481.0112.0290.9512.1120.8912.197 381.4271.5351.3731.5941.3181.6561.2611.7221.2041.7921.1461.8641.0881.9391.0292.0170.9702.0980.9122.180 391.4351.5401.3821.5971.3281.6581.2731.7221.2181.7891.1611.8591.1041.9321.0472.0070.9902.0850.9322.164 401.4421.5441.3911.6001.3381.6591.2851.7211.2301.7861.1751.8541.1201.9241.0641.9971.0082.0720.9522.149 451.4751.5661.4301.6151.3831.6661.3361.7201.2871.7761.2381.8351.1891.8951.1391.9581.0892.0221.0382.088 501.5031.5851.4621.6281.4211.6741.3781.7211.3351.7711.2911.8221.2461.8751.2011.9301.1561.9861.1102.044 551.5281.6011.4901.6411.4521.6811.4141.7241.3741.7681.3341.8141.2941.8611.2531.9091.2121.9591.1702.010 601.5491.6161.5141.6521.4801.6891.4441.7271.4081.7671.3721.8081.3351.8501.2981.8941.2601.9391.2221.984 651.5671.6291.5361.6621.5031.6961.4711.7311.4381.7671.4041.8051.3701.8431.3361.8821.3011.9231.2661.964精品Durbin-Watson Statistic: 5 Per Cent Significance Points of dL and dU k'=1k'=2k'=3k'=4k'=5k'=6k'=7k'=8k'=9k'=10 n dL dU dL dU dL dU dL dU dL dU dL dU dL dU dL dU dL dU dL dU 701.5831.6411.5541.6721.5251.7031.4941.7351.4641.7681.4331.8021.4011.8381.3691.8741.3371.9101.3051.948 751.5981.6521.5711.6801.5431.7091.5151.7391.4871.7701.4581.8011.4281.8341.3991.8671.3691.9011.3391.935 801.6111.6621.5861.6881.5601.7151.5341.7431.5071.7721.4801.8011.4531.8311.4251.8611.3971.8931.3691.925 851.6241.6711.6001.6961.5751.7211.5501.7471.5251.7741.5001.8011.4741.8291.4481.8571.4221.8861.3961.916 901.6351.6791.6121.7031.5891.7261.5661.7511.5421.7761.5181.8011.4941.8271.4691.8541.4451.8811.4201.909 951.6451.6871.6231.7091.6021.7321.5791.7551.5571.7781.5351.8021.5121.8271.4891.8521.4651.8771.4421.903 1001.6541.6941.6341.7151.6131.7361.5921.7581.5711.7801.5501.8031.5281.8261.5061.8501.4841.8741.4621.898 1501.7201.7471.7061.7601.6931.7741.6791.7881.6651.8021.6511.8171.6371.8321.6221.8461.6081.8621.5931.877 2001.7581.7791.7481.7891.7381.7991.7281.8091.7181.8201.7071.8311.6971.8411.6861.8521.6751.8631.6651.874如有侵权请联系告知删除,感谢你们的配合!精品精品。