The null hypothesis for this test is that there is no trend, and the alternative hypothesis is that there is a trend in the two-sided test or that there is an upward trend (or downward trend) in the one-sided test. For the time seriesx1, ..,xn, the MK Test uses the following st...
f test example using QI Macros add-in for Excel Click and drag over your data to select it in Excel: Click on the QI Macros Menu > Statistical Tools > F & t Tests, and then select "F-test: Two-sample for Variance": QI Macros will prompt for a significance level (default = 0.05)...
an approximate chi-square statistic is calculated from the p-value of Fisher’s exact test using the CHISQ.INV function, from which the phi and Cramer’sVeffect sizes can be calculated as described above
this time, we use A4:B27 from Figure 1 as the X data range and D5:D28 as the Y data range. We see from Figure 3 that the t statistic (cell I21) for theβ2coefficient is -2.91345. We now look up in theDickey-Fuller Table, and find that the tau critical value is -3.60269 fo...
However I though using a smaller significance level is ‘more reliable’. So I am confused that a sample could exhibit less Normal qualities i.e. higher test statistic and still pass a ‘more robust test’. Thanks! Chris, Sorry for the delay in answering your question. ...
Using the two sample data sets, the demo program calculates a “t-statistic” (t) with value 3.4233 and a “degrees of freedom” (often abbreviated as df, or indicated by the lowercase Greek letter nu, ν) value of 14.937. Then, using the t and df values, a probability value (p-val...
The equation used to convert r to the t-statistic can be found below. The formula to do this in Excel can be found below. =(r*SQRT(n-2))/(SQRT(1-r^2)) Simply replace the ‘r‘ with the correlation coefficient value and replace the ‘n‘ with the number of observations in the ...
The χ2 test first calculates a χ2 statistic using the formula: Figure 1: Formula for x squared test where: Aij = actual frequency in the i-th row, j-th column Eij = expected frequency in the i-th row, j-th column r = number or rows c = number of columns A low value of χ...
The F.TEST value returned by theLINESTfunction differs from the F-test value returned by F.TEST. LINEST returns the F-statistic, whereas F.TEST returns the probability. Example To calculate the result of an F-test for two arrays as shown in the table below, please copy or enter the belo...
AStatistical F Testuses anF Statisticto compare twovariances, s1and s2, by dividing them. The result is always a positive number (because variances are always positive). The equation for comparing two variances with the f-test is: F = s21/ s22 ...