Tabellensammlung zur Einführung in die Ökonometrie

Version vom 25. Juni 2018 Seite 1 von 22

 Tabellensammlung zur Einführung in die Ökonometrie

Economics B IV
Einführung in die Ökonometrie

Tabellensammlung

Version vom 25. Juni 2018 Seite 2 von 22

 Tabellensammlung zur Einführung in die Ökonometrie

Rz 2
Tabelle I.1 Werte Φ(z) = √1
2π
e−t /2 dt, z ≤ 0, der Verteilungsfunktion der
−∞
Standardnormalverteilung
z 0.09 0.08 0.07 0.06 0.05 0.04 0.03 0.02 0.01 0.00
−3.90 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000
−3.80 0.0001 0.0001 0.0001 0.0001 0.0001 0.0001 0.0001 0.0001 0.0001 0.0001
−3.70 0.0001 0.0001 0.0001 0.0001 0.0001 0.0001 0.0001 0.0001 0.0001 0.0001
−3.60 0.0001 0.0001 0.0001 0.0001 0.0001 0.0001 0.0001 0.0001 0.0002 0.0002
−3.50 0.0002 0.0002 0.0002 0.0002 0.0002 0.0002 0.0002 0.0002 0.0002 0.0002
−3.40 0.0002 0.0003 0.0003 0.0003 0.0003 0.0003 0.0003 0.0003 0.0003 0.0003
−3.30 0.0003 0.0004 0.0004 0.0004 0.0004 0.0004 0.0004 0.0005 0.0005 0.0005
−3.20 0.0005 0.0005 0.0005 0.0006 0.0006 0.0006 0.0006 0.0006 0.0007 0.0007
−3.10 0.0007 0.0007 0.0008 0.0008 0.0008 0.0008 0.0009 0.0009 0.0009 0.0010
−3.00 0.0010 0.0010 0.0011 0.0011 0.0011 0.0012 0.0012 0.0013 0.0013 0.0013
−2.90 0.0014 0.0014 0.0015 0.0015 0.0016 0.0016 0.0017 0.0018 0.0018 0.0019
−2.80 0.0019 0.0020 0.0021 0.0021 0.0022 0.0023 0.0023 0.0024 0.0025 0.0026
−2.70 0.0026 0.0027 0.0028 0.0029 0.0030 0.0031 0.0032 0.0033 0.0034 0.0035
−2.60 0.0036 0.0037 0.0038 0.0039 0.0040 0.0041 0.0043 0.0044 0.0045 0.0047
−2.50 0.0048 0.0049 0.0051 0.0052 0.0054 0.0055 0.0057 0.0059 0.0060 0.0062
−2.40 0.0064 0.0066 0.0068 0.0069 0.0071 0.0073 0.0075 0.0078 0.0080 0.0082
−2.30 0.0084 0.0087 0.0089 0.0091 0.0094 0.0096 0.0099 0.0102 0.0104 0.0107
−2.20 0.0110 0.0113 0.0116 0.0119 0.0122 0.0125 0.0129 0.0132 0.0136 0.0139
−2.10 0.0143 0.0146 0.0150 0.0154 0.0158 0.0162 0.0166 0.0170 0.0174 0.0179
−2.00 0.0183 0.0188 0.0192 0.0197 0.0202 0.0207 0.0212 0.0217 0.0222 0.0228
−1.90 0.0233 0.0239 0.0244 0.0250 0.0256 0.0262 0.0268 0.0274 0.0281 0.0287
−1.80 0.0294 0.0301 0.0307 0.0314 0.0322 0.0329 0.0336 0.0344 0.0351 0.0359
−1.70 0.0367 0.0375 0.0384 0.0392 0.0401 0.0409 0.0418 0.0427 0.0436 0.0446
−1.60 0.0455 0.0465 0.0475 0.0485 0.0495 0.0505 0.0516 0.0526 0.0537 0.0548
−1.50 0.0559 0.0571 0.0582 0.0594 0.0606 0.0618 0.0630 0.0643 0.0655 0.0668
−1.40 0.0681 0.0694 0.0708 0.0721 0.0735 0.0749 0.0764 0.0778 0.0793 0.0808
−1.30 0.0823 0.0838 0.0853 0.0869 0.0885 0.0901 0.0918 0.0934 0.0951 0.0968
−1.20 0.0985 0.1003 0.1020 0.1038 0.1056 0.1075 0.1093 0.1112 0.1131 0.1151
−1.10 0.1170 0.1190 0.1210 0.1230 0.1251 0.1271 0.1292 0.1314 0.1335 0.1357
−1.00 0.1379 0.1401 0.1423 0.1446 0.1469 0.1492 0.1515 0.1539 0.1562 0.1587
−0.90 0.1611 0.1635 0.1660 0.1685 0.1711 0.1736 0.1762 0.1788 0.1814 0.1841
−0.80 0.1867 0.1894 0.1922 0.1949 0.1977 0.2005 0.2033 0.2061 0.2090 0.2119
−0.70 0.2148 0.2177 0.2206 0.2236 0.2266 0.2296 0.2327 0.2358 0.2389 0.2420
−0.60 0.2451 0.2483 0.2514 0.2546 0.2578 0.2611 0.2643 0.2676 0.2709 0.2743
−0.50 0.2776 0.2810 0.2843 0.2877 0.2912 0.2946 0.2981 0.3015 0.3050 0.3085
−0.40 0.3121 0.3156 0.3192 0.3228 0.3264 0.3300 0.3336 0.3372 0.3409 0.3446
−0.30 0.3483 0.3520 0.3557 0.3594 0.3632 0.3669 0.3707 0.3745 0.3783 0.3821
−0.20 0.3859 0.3897 0.3936 0.3974 0.4013 0.4052 0.4090 0.4129 0.4168 0.4207
−0.10 0.4247 0.4286 0.4325 0.4364 0.4404 0.4443 0.4483 0.4522 0.4562 0.4602
−0.00 0.4641 0.4681 0.4721 0.4761 0.4801 0.4840 0.4880 0.4920 0.4960 0.5000

Version vom 25. Juni 2018 Seite 3 von 22

 Tabellensammlung zur Einführung in die Ökonometrie

Rz 2
Tabelle I.2 Werte Φ(z) = √1
2π
e−t /2 dt, z ≥ 0, der Verteilungsfunktion der
−∞
Standardnormalverteilung

z 0.00 0.01 0.02 0.03 0.04 0.05 0.06 0.07 0.08 0.09
0.00 0.5000 0.5040 0.5080 0.5120 0.5160 0.5199 0.5239 0.5279 0.5319 0.5359
0.10 0.5398 0.5438 0.5478 0.5517 0.5557 0.5596 0.5636 0.5675 0.5714 0.5753
0.20 0.5793 0.5832 0.5871 0.5910 0.5948 0.5987 0.6026 0.6064 0.6103 0.6141
0.30 0.6179 0.6217 0.6255 0.6293 0.6331 0.6368 0.6406 0.6443 0.6480 0.6517
0.40 0.6554 0.6591 0.6628 0.6664 0.6700 0.6736 0.6772 0.6808 0.6844 0.6879
0.50 0.6915 0.6950 0.6985 0.7019 0.7054 0.7088 0.7123 0.7157 0.7190 0.7224
0.60 0.7257 0.7291 0.7324 0.7357 0.7389 0.7422 0.7454 0.7486 0.7517 0.7549
0.70 0.7580 0.7611 0.7642 0.7673 0.7704 0.7734 0.7764 0.7794 0.7823 0.7852
0.80 0.7881 0.7910 0.7939 0.7967 0.7995 0.8023 0.8051 0.8078 0.8106 0.8133
0.90 0.8159 0.8186 0.8212 0.8238 0.8264 0.8289 0.8315 0.8340 0.8365 0.8389
1.00 0.8413 0.8438 0.8461 0.8485 0.8508 0.8531 0.8554 0.8577 0.8599 0.8621
1.10 0.8643 0.8665 0.8686 0.8708 0.8729 0.8749 0.8770 0.8790 0.8810 0.8830
1.20 0.8849 0.8869 0.8888 0.8907 0.8925 0.8944 0.8962 0.8980 0.8997 0.9015
1.30 0.9032 0.9049 0.9066 0.9082 0.9099 0.9115 0.9131 0.9147 0.9162 0.9177
1.40 0.9192 0.9207 0.9222 0.9236 0.9251 0.9265 0.9279 0.9292 0.9306 0.9319
1.50 0.9332 0.9345 0.9357 0.9370 0.9382 0.9394 0.9406 0.9418 0.9429 0.9441
1.60 0.9452 0.9463 0.9474 0.9484 0.9495 0.9505 0.9515 0.9525 0.9535 0.9545
1.70 0.9554 0.9564 0.9573 0.9582 0.9591 0.9599 0.9608 0.9616 0.9625 0.9633
1.80 0.9641 0.9649 0.9656 0.9664 0.9671 0.9678 0.9686 0.9693 0.9699 0.9706
1.90 0.9713 0.9719 0.9726 0.9732 0.9738 0.9744 0.9750 0.9756 0.9761 0.9767
2.00 0.9772 0.9778 0.9783 0.9788 0.9793 0.9798 0.9803 0.9808 0.9812 0.9817
2.10 0.9821 0.9826 0.9830 0.9834 0.9838 0.9842 0.9846 0.9850 0.9854 0.9857
2.20 0.9861 0.9864 0.9868 0.9871 0.9875 0.9878 0.9881 0.9884 0.9887 0.9890
2.30 0.9893 0.9896 0.9898 0.9901 0.9904 0.9906 0.9909 0.9911 0.9913 0.9916
2.40 0.9918 0.9920 0.9922 0.9925 0.9927 0.9929 0.9931 0.9932 0.9934 0.9936
2.50 0.9938 0.9940 0.9941 0.9943 0.9945 0.9946 0.9948 0.9949 0.9951 0.9952
2.60 0.9953 0.9955 0.9956 0.9957 0.9959 0.9960 0.9961 0.9962 0.9963 0.9964
2.70 0.9965 0.9966 0.9967 0.9968 0.9969 0.9970 0.9971 0.9972 0.9973 0.9974
2.80 0.9974 0.9975 0.9976 0.9977 0.9977 0.9978 0.9979 0.9979 0.9980 0.9981
2.90 0.9981 0.9982 0.9982 0.9983 0.9984 0.9984 0.9985 0.9985 0.9986 0.9986
3.00 0.9987 0.9987 0.9987 0.9988 0.9988 0.9989 0.9989 0.9989 0.9990 0.9990
3.10 0.9990 0.9991 0.9991 0.9991 0.9992 0.9992 0.9992 0.9992 0.9993 0.9993
3.20 0.9993 0.9993 0.9994 0.9994 0.9994 0.9994 0.9994 0.9995 0.9995 0.9995
3.30 0.9995 0.9995 0.9995 0.9996 0.9996 0.9996 0.9996 0.9996 0.9996 0.9997
3.40 0.9997 0.9997 0.9997 0.9997 0.9997 0.9997 0.9997 0.9997 0.9997 0.9998
3.50 0.9998 0.9998 0.9998 0.9998 0.9998 0.9998 0.9998 0.9998 0.9998 0.9998
3.60 0.9998 0.9998 0.9999 0.9999 0.9999 0.9999 0.9999 0.9999 0.9999 0.9999
3.70 0.9999 0.9999 0.9999 0.9999 0.9999 0.9999 0.9999 0.9999 0.9999 0.9999
3.80 0.9999 0.9999 0.9999 0.9999 0.9999 0.9999 0.9999 0.9999 0.9999 0.9999
3.90 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000

Version vom 25. Juni 2018 Seite 4 von 22

 Tabellensammlung zur Einführung in die Ökonometrie

Tabelle II.1 Prozentpunkte z p = Φ−1 ( p) der Standardnormalverteilung für

0.5 ≤ p < 1. Für p-Werte mit 0 < p < 0.5 gilt z p = −z1− p .

p 0.00 0.01 0.02 0.03 0.04 0.05 0.06 0.07 0.08 0.09
0.5 0.0000 0.0251 0.0502 0.0753 0.1004 0.1257 0.1510 0.1764 0.2019 0.2275
0.6 0.2533 0.2793 0.3055 0.3319 0.3585 0.3853 0.4125 0.4399 0.4677 0.4959
0.7 0.5244 0.5534 0.5828 0.6128 0.6433 0.6745 0.7063 0.7388 0.7722 0.8064
p 0.000 0.001 0.002 0.003 0.004 0.005 0.006 0.007 0.008 0.009
0.80 0.8416 0.8452 0.8488 0.8524 0.8560 0.8596 0.8633 0.8669 0.8705 0.8742
0.81 0.8779 0.8816 0.8853 0.8890 0.8927 0.8965 0.9002 0.9040 0.9078 0.9116
0.82 0.9154 0.9192 0.9230 0.9269 0.9307 0.9346 0.9385 0.9424 0.9463 0.9502
0.83 0.9542 0.9581 0.9621 0.9661 0.9701 0.9741 0.9782 0.9822 0.9863 0.9904
0.84 0.9945 0.9986 1.0027 1.0069 1.0110 1.0152 1.0194 1.0237 1.0279 1.0322
0.85 1.0364 1.0407 1.0450 1.0494 1.0537 1.0581 1.0625 1.0669 1.0714 1.0758
0.86 1.0803 1.0848 1.0893 1.0939 1.0985 1.1031 1.1077 1.1123 1.1170 1.1217
0.87 1.1264 1.1311 1.1359 1.1407 1.1455 1.1503 1.1552 1.1601 1.1650 1.1700
0.88 1.1750 1.1800 1.1850 1.1901 1.1952 1.2004 1.2055 1.2107 1.2160 1.2212
0.89 1.2265 1.2319 1.2372 1.2426 1.2481 1.2536 1.2591 1.2646 1.2702 1.2759
0.90 1.2816 1.2873 1.2930 1.2988 1.3047 1.3106 1.3165 1.3225 1.3285 1.3346
0.91 1.3408 1.3469 1.3532 1.3595 1.3658 1.3722 1.3787 1.3852 1.3917 1.3984
0.92 1.4051 1.4118 1.4187 1.4255 1.4325 1.4395 1.4466 1.4538 1.4611 1.4684
0.93 1.4758 1.4833 1.4909 1.4985 1.5063 1.5141 1.5220 1.5301 1.5382 1.5464
0.94 1.5548 1.5632 1.5718 1.5805 1.5893 1.5982 1.6072 1.6164 1.6258 1.6352
0.95 1.6449 1.6546 1.6646 1.6747 1.6849 1.6954 1.7060 1.7169 1.7279 1.7392
0.96 1.7507 1.7624 1.7744 1.7866 1.7991 1.8119 1.8250 1.8384 1.8522 1.8663
0.97 1.8808 1.8957 1.9110 1.9268 1.9431 1.9600 1.9774 1.9954 2.0141 2.0335
0.98 2.0537 2.0749 2.0969 2.1201 2.1444 2.1701 2.1973 2.2262 2.2571 2.2904
0.99 2.3263 2.3656 2.4089 2.4573 2.5121 2.5758 2.6521 2.7478 2.8782 3.0902
p 0.0000 0.0001 0.0002 0.0003 0.0004 0.0005 0.0006 0.0007 0.0008 0.0009
0.999 3.0902 3.1214 3.1559 3.1947 3.2389 3.2905 3.3528 3.4316 3.5401 3.7190

Version vom 25. Juni 2018 Seite 5 von 22

 Tabellensammlung zur Einführung in die Ökonometrie

Tabelle II.2 Prozentpunkte z1−α/2 = Φ−1 (1 − α/2) der Standardnormalverteilung für

0.5 ≤ 1 − α < 1

1−α 0.00 0.01 0.02 0.03 0.04 0.05 0.06 0.07 0.08 0.09
0.5 0.6745 0.6903 0.7063 0.7225 0.7388 0.7554 0.7722 0.7892 0.8064 0.8239
0.6 0.8416 0.8596 0.8779 0.8965 0.9154 0.9346 0.9542 0.9741 0.9945 1.0152
0.7 1.0364 1.0581 1.0803 1.1031 1.1264 1.1503 1.1750 1.2004 1.2265 1.2536
1−α 0.000 0.001 0.002 0.003 0.004 0.005 0.006 0.007 0.008 0.009
0.80 1.2816 1.2844 1.2873 1.2901 1.2930 1.2959 1.2988 1.3018 1.3047 1.3076
0.81 1.3106 1.3135 1.3165 1.3195 1.3225 1.3255 1.3285 1.3316 1.3346 1.3377
0.82 1.3408 1.3438 1.3469 1.3500 1.3532 1.3563 1.3595 1.3626 1.3658 1.3690
0.83 1.3722 1.3754 1.3787 1.3819 1.3852 1.3885 1.3917 1.3951 1.3984 1.4017
0.84 1.4051 1.4084 1.4118 1.4152 1.4187 1.4221 1.4255 1.4290 1.4325 1.4360
0.85 1.4395 1.4431 1.4466 1.4502 1.4538 1.4574 1.4611 1.4647 1.4684 1.4721
0.86 1.4758 1.4795 1.4833 1.4871 1.4909 1.4947 1.4985 1.5024 1.5063 1.5102
0.87 1.5141 1.5181 1.5220 1.5260 1.5301 1.5341 1.5382 1.5423 1.5464 1.5506
0.88 1.5548 1.5590 1.5632 1.5675 1.5718 1.5761 1.5805 1.5849 1.5893 1.5937
0.89 1.5982 1.6027 1.6072 1.6118 1.6164 1.6211 1.6258 1.6305 1.6352 1.6400
0.90 1.6449 1.6497 1.6546 1.6596 1.6646 1.6696 1.6747 1.6798 1.6849 1.6901
0.91 1.6954 1.7007 1.7060 1.7114 1.7169 1.7224 1.7279 1.7335 1.7392 1.7449
0.92 1.7507 1.7565 1.7624 1.7684 1.7744 1.7805 1.7866 1.7928 1.7991 1.8055
0.93 1.8119 1.8184 1.8250 1.8317 1.8384 1.8453 1.8522 1.8592 1.8663 1.8735
0.94 1.8808 1.8882 1.8957 1.9033 1.9110 1.9189 1.9268 1.9349 1.9431 1.9515
0.95 1.9600 1.9686 1.9774 1.9863 1.9954 2.0047 2.0141 2.0237 2.0335 2.0435
0.96 2.0537 2.0642 2.0749 2.0858 2.0969 2.1084 2.1201 2.1321 2.1444 2.1571
0.97 2.1701 2.1835 2.1973 2.2115 2.2262 2.2414 2.2571 2.2734 2.2904 2.3080
0.98 2.3263 2.3455 2.3656 2.3867 2.4089 2.4324 2.4573 2.4838 2.5121 2.5427
0.99 2.5758 2.6121 2.6521 2.6968 2.7478 2.8070 2.8782 2.9677 3.0902 3.2905
1−α 0.0000 0.0001 0.0002 0.0003 0.0004 0.0005 0.0006 0.0007 0.0008 0.0009
0.999 3.2905 3.3201 3.3528 3.3896 3.4316 3.4808 3.5401 3.6153 3.7190 3.8906

Version vom 25. Juni 2018 Seite 6 von 22

 Tabellensammlung zur Einführung in die Ökonometrie

2
Tabelle III Werte ϕ(z) = √1 e−z /2 , z ≥ 0, der Dichte der Standardnormalverteilung
2π

z 0.00 0.01 0.02 0.03 0.04 0.05 0.06 0.07 0.08 0.09
0.00 0.3989 0.3989 0.3989 0.3988 0.3986 0.3984 0.3982 0.3980 0.3977 0.3973
0.10 0.3970 0.3965 0.3961 0.3956 0.3951 0.3945 0.3939 0.3932 0.3925 0.3918
0.20 0.3910 0.3902 0.3894 0.3885 0.3876 0.3867 0.3857 0.3847 0.3836 0.3825
0.30 0.3814 0.3802 0.3790 0.3778 0.3765 0.3752 0.3739 0.3725 0.3712 0.3697
0.40 0.3683 0.3668 0.3653 0.3637 0.3621 0.3605 0.3589 0.3572 0.3555 0.3538
0.50 0.3521 0.3503 0.3485 0.3467 0.3448 0.3429 0.3410 0.3391 0.3372 0.3352
0.60 0.3332 0.3312 0.3292 0.3271 0.3251 0.3230 0.3209 0.3187 0.3166 0.3144
0.70 0.3123 0.3101 0.3079 0.3056 0.3034 0.3011 0.2989 0.2966 0.2943 0.2920
0.80 0.2897 0.2874 0.2850 0.2827 0.2803 0.2780 0.2756 0.2732 0.2709 0.2685
0.90 0.2661 0.2637 0.2613 0.2589 0.2565 0.2541 0.2516 0.2492 0.2468 0.2444
1.00 0.2420 0.2396 0.2371 0.2347 0.2323 0.2299 0.2275 0.2251 0.2227 0.2203
1.10 0.2179 0.2155 0.2131 0.2107 0.2083 0.2059 0.2036 0.2012 0.1989 0.1965
1.20 0.1942 0.1919 0.1895 0.1872 0.1849 0.1826 0.1804 0.1781 0.1758 0.1736
1.30 0.1714 0.1691 0.1669 0.1647 0.1626 0.1604 0.1582 0.1561 0.1539 0.1518
1.40 0.1497 0.1476 0.1456 0.1435 0.1415 0.1394 0.1374 0.1354 0.1334 0.1315
1.50 0.1295 0.1276 0.1257 0.1238 0.1219 0.1200 0.1182 0.1163 0.1145 0.1127
1.60 0.1109 0.1092 0.1074 0.1057 0.1040 0.1023 0.1006 0.0989 0.0973 0.0957
1.70 0.0940 0.0925 0.0909 0.0893 0.0878 0.0863 0.0848 0.0833 0.0818 0.0804
1.80 0.0790 0.0775 0.0761 0.0748 0.0734 0.0721 0.0707 0.0694 0.0681 0.0669
1.90 0.0656 0.0644 0.0632 0.0620 0.0608 0.0596 0.0584 0.0573 0.0562 0.0551
2.00 0.0540 0.0529 0.0519 0.0508 0.0498 0.0488 0.0478 0.0468 0.0459 0.0449
2.10 0.0440 0.0431 0.0422 0.0413 0.0404 0.0396 0.0387 0.0379 0.0371 0.0363
2.20 0.0355 0.0347 0.0339 0.0332 0.0325 0.0317 0.0310 0.0303 0.0297 0.0290
2.30 0.0283 0.0277 0.0270 0.0264 0.0258 0.0252 0.0246 0.0241 0.0235 0.0229
2.40 0.0224 0.0219 0.0213 0.0208 0.0203 0.0198 0.0194 0.0189 0.0184 0.0180
2.50 0.0175 0.0171 0.0167 0.0163 0.0158 0.0154 0.0151 0.0147 0.0143 0.0139
2.60 0.0136 0.0132 0.0129 0.0126 0.0122 0.0119 0.0116 0.0113 0.0110 0.0107
2.70 0.0104 0.0101 0.0099 0.0096 0.0093 0.0091 0.0088 0.0086 0.0084 0.0081
2.80 0.0079 0.0077 0.0075 0.0073 0.0071 0.0069 0.0067 0.0065 0.0063 0.0061
2.90 0.0060 0.0058 0.0056 0.0055 0.0053 0.0051 0.0050 0.0048 0.0047 0.0046
3.00 0.0044 0.0043 0.0042 0.0040 0.0039 0.0038 0.0037 0.0036 0.0035 0.0034
3.10 0.0033 0.0032 0.0031 0.0030 0.0029 0.0028 0.0027 0.0026 0.0025 0.0025
3.20 0.0024 0.0023 0.0022 0.0022 0.0021 0.0020 0.0020 0.0019 0.0018 0.0018
3.30 0.0017 0.0017 0.0016 0.0016 0.0015 0.0015 0.0014 0.0014 0.0013 0.0013
3.40 0.0012 0.0012 0.0012 0.0011 0.0011 0.0010 0.0010 0.0010 0.0009 0.0009
3.50 0.0009 0.0008 0.0008 0.0008 0.0008 0.0007 0.0007 0.0007 0.0007 0.0006
3.60 0.0006 0.0006 0.0006 0.0005 0.0005 0.0005 0.0005 0.0005 0.0005 0.0004
3.70 0.0004 0.0004 0.0004 0.0004 0.0004 0.0004 0.0003 0.0003 0.0003 0.0003
3.80 0.0003 0.0003 0.0003 0.0003 0.0003 0.0002 0.0002 0.0002 0.0002 0.0002
3.90 0.0002 0.0002 0.0002 0.0002 0.0002 0.0002 0.0002 0.0002 0.0001 0.0001

Version vom 25. Juni 2018 Seite 7 von 22

 Tabellensammlung zur Einführung in die Ökonometrie

Tabelle IV Prozentpunkte t p (k ) ausgewählter t(k )-Verteilungen

p
k 0.9000 0.9500 0.9750 0.9900 0.9950 0.9975 0.9999 0.9995
1 3.0777 6.3138 12.7062 31.8205 63.6567 127.3213 318.3088 636.6192
2 1.8856 2.9200 4.3027 6.9646 9.9248 14.0890 22.3271 31.5991
3 1.6377 2.3534 3.1824 4.5407 5.8409 7.4533 10.2145 12.9240
4 1.5332 2.1318 2.7764 3.7470 4.6041 5.5976 7.1732 8.6103
5 1.4759 2.0150 2.5706 3.3649 4.0322 4.7733 5.8934 6.8688
6 1.4398 1.9432 2.4469 3.1427 3.7074 4.3168 5.2076 5.9588
7 1.4149 1.8946 2.3646 2.9980 3.4995 4.0293 4.7853 5.4079
8 1.3968 1.8595 2.3060 2.8965 3.3554 3.8325 4.5008 5.0413
9 1.3830 1.8331 2.2622 2.8214 3.2498 3.6897 4.2968 4.7809
10 1.3722 1.8125 2.2281 2.7638 3.1693 3.5814 4.1437 4.5869
11 1.3634 1.7959 2.2010 2.7181 3.1058 3.4966 4.0247 4.4370
12 1.3562 1.7823 2.1788 2.6810 3.0545 3.4284 3.9296 4.3178
13 1.3502 1.7709 2.1604 2.6503 3.0123 3.3725 3.8520 4.2208
14 1.3450 1.7613 2.1448 2.6245 2.9768 3.3257 3.7874 4.1405
15 1.3406 1.7531 2.1314 2.6025 2.9467 3.2860 3.7328 4.0728
16 1.3368 1.7459 2.1199 2.5835 2.9208 3.2520 3.6862 4.0150
17 1.3334 1.7396 2.1098 2.5669 2.8982 3.2224 3.6458 3.9651
18 1.3304 1.7341 2.1009 2.5524 2.8784 3.1966 3.6105 3.9216
19 1.3277 1.7291 2.0930 2.5395 2.8609 3.1737 3.5794 3.8834
20 1.3253 1.7247 2.0860 2.5280 2.8453 3.1534 3.5518 3.8495
21 1.3232 1.7207 2.0796 2.5176 2.8314 3.1352 3.5272 3.8193
22 1.3212 1.7171 2.0739 2.5083 2.8188 3.1188 3.5050 3.7921
23 1.3195 1.7139 2.0687 2.4999 2.8073 3.1040 3.4850 3.7676
24 1.3178 1.7109 2.0639 2.4922 2.7969 3.0905 3.4668 3.7454
25 1.3163 1.7081 2.0595 2.4851 2.7874 3.0782 3.4502 3.7251
26 1.3150 1.7056 2.0555 2.4786 2.7787 3.0669 3.4350 3.7066
27 1.3137 1.7033 2.0518 2.4727 2.7707 3.0565 3.4210 3.6896
28 1.3125 1.7011 2.0484 2.4671 2.7633 3.0469 3.4082 3.6739
29 1.3114 1.6991 2.0452 2.4620 2.7564 3.0380 3.3962 3.6594
30 1.3104 1.6973 2.0423 2.4573 2.7500 3.0298 3.3852 3.6460
40 1.3031 1.6839 2.0211 2.4233 2.7045 2.9712 3.3069 3.5510
50 1.2987 1.6759 2.0086 2.4033 2.6778 2.9370 3.2614 3.4960
60 1.2958 1.6706 2.0003 2.3901 2.6603 2.9146 3.2317 3.4602
70 1.2938 1.6669 1.9944 2.3808 2.6479 2.8987 3.2108 3.4350
80 1.2922 1.6641 1.9901 2.3739 2.6387 2.8870 3.1953 3.4163
90 1.2910 1.6620 1.9867 2.3685 2.6316 2.8779 3.1833 3.4019
100 1.2901 1.6602 1.9840 2.3642 2.6259 2.8707 3.1737 3.3905
120 1.2886 1.6577 1.9799 2.3578 2.6174 2.8599 3.1595 3.3735
140 1.2876 1.6558 1.9771 2.3533 2.6114 2.8522 3.1495 3.3614
160 1.2869 1.6544 1.9749 2.3499 2.6069 2.8465 3.1419 3.3524
180 1.2863 1.6534 1.9732 2.3472 2.6034 2.8421 3.1361 3.3454
200 1.2858 1.6525 1.9719 2.3451 2.6006 2.8385 3.1315 3.3398
500 1.2832 1.6479 1.9647 2.3338 2.5857 2.8195 3.1066 3.3101
1000 1.2824 1.6464 1.9623 2.3301 2.5808 2.8133 3.0984 3.3003
∞ 1.2816 1.6449 1.9600 2.3263 2.5758 2.8070 3.0902 3.2905

Version vom 25. Juni 2018 Seite 8 von 22

 Tabellensammlung zur Einführung in die Ökonometrie

Tabelle V.1 Prozentpunkte χ2p (k) ausgewählter χ2 (k )-Verteilungen

p
k 0.001 0.005 0.01 0.025 0.05 0.1 0.9 0.95 0.975 0.99 0.995 0.999
1 0.05 16 0.04 39 0.03 16 0.03 98 0.02 39 0.02 2.71 3.84 5.02 6.63 7.88 10.83
2 0.02 20 0.01 0.02 0.05 0.10 0.21 4.61 5.99 7.38 9.21 10.60 13.82
3 0.02 0.07 0.11 0.22 0.35 0.58 6.25 7.81 9.35 11.34 12.84 16.27
4 0.09 0.21 0.30 0.48 0.71 1.06 7.78 9.49 11.14 13.28 14.86 18.47
5 0.21 0.41 0.55 0.83 1.15 1.61 9.24 11.07 12.83 15.09 16.75 20.52
6 0.38 0.68 0.87 1.24 1.64 2.20 10.64 12.59 14.45 16.81 18.55 22.46
7 0.60 0.99 1.24 1.69 2.17 2.83 12.02 14.07 16.01 18.48 20.28 24.32
8 0.86 1.34 1.65 2.18 2.73 3.49 13.36 15.51 17.53 20.09 21.95 26.12
9 1.15 1.73 2.09 2.70 3.33 4.17 14.68 16.92 19.02 21.67 23.59 27.88
10 1.48 2.16 2.56 3.25 3.94 4.87 15.99 18.31 20.48 23.21 25.19 29.59
11 1.83 2.60 3.05 3.82 4.57 5.58 17.28 19.68 21.92 24.72 26.76 31.26
12 2.21 3.07 3.57 4.40 5.23 6.30 18.55 21.03 23.34 26.22 28.30 32.91
13 2.62 3.57 4.11 5.01 5.89 7.04 19.81 22.36 24.74 27.69 29.82 34.53
14 3.04 4.07 4.66 5.63 6.57 7.79 21.06 23.68 26.12 29.14 31.32 36.12
15 3.48 4.60 5.23 6.26 7.26 8.55 22.31 25.00 27.49 30.58 32.80 37.70
16 3.94 5.14 5.81 6.91 7.96 9.31 23.54 26.30 28.85 32.00 34.27 39.25
17 4.42 5.70 6.41 7.56 8.67 10.09 24.77 27.59 30.19 33.41 35.72 40.79
18 4.90 6.26 7.01 8.23 9.39 10.86 25.99 28.87 31.53 34.81 37.16 42.31
19 5.41 6.84 7.63 8.91 10.12 11.65 27.20 30.14 32.85 36.19 38.58 43.82
20 5.92 7.43 8.26 9.59 10.85 12.44 28.41 31.41 34.17 37.57 40.00 45.31
21 6.45 8.03 8.90 10.28 11.59 13.24 29.62 32.67 35.48 38.93 41.40 46.80
22 6.98 8.64 9.54 10.98 12.34 14.04 30.81 33.92 36.78 40.29 42.80 48.27
23 7.53 9.26 10.20 11.69 13.09 14.85 32.01 35.17 38.08 41.64 44.18 49.73
24 8.08 9.89 10.86 12.40 13.85 15.66 33.20 36.42 39.36 42.98 45.56 51.18
25 8.65 10.52 11.52 13.12 14.61 16.47 34.38 37.65 40.65 44.31 46.93 52.62
26 9.22 11.16 12.20 13.84 15.38 17.29 35.56 38.89 41.92 45.64 48.29 54.05
27 9.80 11.81 12.88 14.57 16.15 18.11 36.74 40.11 43.19 46.96 49.64 55.48
28 10.39 12.46 13.56 15.31 16.93 18.94 37.92 41.34 44.46 48.28 50.99 56.89
29 10.99 13.12 14.26 16.05 17.71 19.77 39.09 42.56 45.72 49.59 52.34 58.30
30 11.59 13.79 14.95 16.79 18.49 20.60 40.26 43.77 46.98 50.89 53.67 59.70
31 12.20 14.46 15.66 17.54 19.28 21.43 41.42 44.99 48.23 52.19 55.00 61.10
32 12.81 15.13 16.36 18.29 20.07 22.27 42.58 46.19 49.48 53.49 56.33 62.49
33 13.43 15.82 17.07 19.05 20.87 23.11 43.75 47.40 50.73 54.78 57.65 63.87
34 14.06 16.50 17.79 19.81 21.66 23.95 44.90 48.60 51.97 56.06 58.96 65.25
35 14.69 17.19 18.51 20.57 22.47 24.80 46.06 49.80 53.20 57.34 60.27 66.62
36 15.32 17.89 19.23 21.34 23.27 25.64 47.21 51.00 54.44 58.62 61.58 67.99
37 15.97 18.59 19.96 22.11 24.07 26.49 48.36 52.19 55.67 59.89 62.88 69.35
38 16.61 19.29 20.69 22.88 24.88 27.34 49.51 53.38 56.90 61.16 64.18 70.70
39 17.26 20.00 21.43 23.65 25.70 28.20 50.66 54.57 58.12 62.43 65.48 72.05
40 17.92 20.71 22.16 24.43 26.51 29.05 51.81 55.76 59.34 63.69 66.77 73.40
41 18.58 21.42 22.91 25.21 27.33 29.91 52.95 56.94 60.56 64.95 68.05 74.74
42 19.24 22.14 23.65 26.00 28.14 30.77 54.09 58.12 61.78 66.21 69.34 76.08
43 19.91 22.86 24.40 26.79 28.96 31.63 55.23 59.30 62.99 67.46 70.62 77.42
44 20.58 23.58 25.15 27.57 29.79 32.49 56.37 60.48 64.20 68.71 71.89 78.75

Version vom 25. Juni 2018 Seite 9 von 22

 Tabellensammlung zur Einführung in die Ökonometrie

Tabelle V.2 Prozentpunkte χ2p (k) ausgewählter χ2 (k )-Verteilungen

p
k 0.001 0.005 0.01 0.025 0.05 0.1 0.9 0.95 0.975 0.99 0.995 0.999
45 21.25 24.31 25.90 28.37 30.61 33.35 57.51 61.66 65.41 69.96 73.17 80.08
46 21.93 25.04 26.66 29.16 31.44 34.22 58.64 62.83 66.62 71.20 74.44 81.40
47 22.61 25.77 27.42 29.96 32.27 35.08 59.77 64.00 67.82 72.44 75.70 82.72
48 23.29 26.51 28.18 30.75 33.10 35.95 60.91 65.17 69.02 73.68 76.97 84.04
49 23.98 27.25 28.94 31.55 33.93 36.82 62.04 66.34 70.22 74.92 78.23 85.35
50 24.67 27.99 29.71 32.36 34.76 37.69 63.17 67.50 71.42 76.15 79.49 86.66
51 25.37 28.73 30.48 33.16 35.60 38.56 64.30 68.67 72.62 77.39 80.75 87.97
52 26.07 29.48 31.25 33.97 36.44 39.43 65.42 69.83 73.81 78.62 82.00 89.27
53 26.76 30.23 32.02 34.78 37.28 40.31 66.55 70.99 75.00 79.84 83.25 90.57
54 27.47 30.98 32.79 35.59 38.12 41.18 67.67 72.15 76.19 81.07 84.50 91.87
55 28.17 31.73 33.57 36.40 38.96 42.06 68.80 73.31 77.38 82.29 85.75 93.17
56 28.88 32.49 34.35 37.21 39.80 42.94 69.92 74.47 78.57 83.51 86.99 94.46
57 29.59 33.25 35.13 38.03 40.65 43.82 71.04 75.62 79.75 84.73 88.24 95.75
58 30.30 34.01 35.91 38.84 41.49 44.70 72.16 76.78 80.94 85.95 89.48 97.04
59 31.02 34.77 36.70 39.66 42.34 45.58 73.28 77.93 82.12 87.17 90.72 98.32
60 31.74 35.53 37.48 40.48 43.19 46.46 74.40 79.08 83.30 88.38 91.95 99.61
61 32.46 36.30 38.27 41.30 44.04 47.34 75.51 80.23 84.48 89.59 93.19 100.89
62 33.18 37.07 39.06 42.13 44.89 48.23 76.63 81.38 85.65 90.80 94.42 102.17
63 33.91 37.84 39.86 42.95 45.74 49.11 77.75 82.53 86.83 92.01 95.65 103.44
64 34.63 38.61 40.65 43.78 46.59 50.00 78.86 83.68 88.00 93.22 96.88 104.72
65 35.36 39.38 41.44 44.60 47.45 50.88 79.97 84.82 89.18 94.42 98.11 105.99
66 36.09 40.16 42.24 45.43 48.31 51.77 81.09 85.96 90.35 95.63 99.33 107.26
67 36.83 40.94 43.04 46.26 49.16 52.66 82.20 87.11 91.52 96.83 100.55 108.53
68 37.56 41.71 43.84 47.09 50.02 53.55 83.31 88.25 92.69 98.03 101.78 109.79
69 38.30 42.49 44.64 47.92 50.88 54.44 84.42 89.39 93.86 99.23 103.00 111.06
70 39.04 43.28 45.44 48.76 51.74 55.33 85.53 90.53 95.02 100.43 104.21 112.32
71 39.78 44.06 46.25 49.59 52.60 56.22 86.64 91.67 96.19 101.62 105.43 113.58
72 40.52 44.84 47.05 50.43 53.46 57.11 87.74 92.81 97.35 102.82 106.65 114.84
73 41.26 45.63 47.86 51.26 54.33 58.01 88.85 93.95 98.52 104.01 107.86 116.09
74 42.01 46.42 48.67 52.10 55.19 58.90 89.96 95.08 99.68 105.20 109.07 117.35
75 42.76 47.21 49.48 52.94 56.05 59.79 91.06 96.22 100.84 106.39 110.29 118.60
76 43.51 48.00 50.29 53.78 56.92 60.69 92.17 97.35 102.00 107.58 111.50 119.85
77 44.26 48.79 51.10 54.62 57.79 61.59 93.27 98.48 103.16 108.77 112.70 121.10
78 45.01 49.58 51.91 55.47 58.65 62.48 94.37 99.62 104.32 109.96 113.91 122.35
79 45.76 50.38 52.72 56.31 59.52 63.38 95.48 100.75 105.47 111.14 115.12 123.59
80 46.52 51.17 53.54 57.15 60.39 64.28 96.58 101.88 106.63 112.33 116.32 124.84
81 47.28 51.97 54.36 58.00 61.26 65.18 97.68 103.01 107.78 113.51 117.52 126.08
82 48.04 52.77 55.17 58.84 62.13 66.08 98.78 104.14 108.94 114.69 118.73 127.32
83 48.80 53.57 55.99 59.69 63.00 66.98 99.88 105.27 110.09 115.88 119.93 128.56
84 49.56 54.37 56.81 60.54 63.88 67.88 100.98 106.39 111.24 117.06 121.13 129.80
85 50.32 55.17 57.63 61.39 64.75 68.78 102.08 107.52 112.39 118.24 122.32 131.04
86 51.08 55.97 58.46 62.24 65.62 69.68 103.18 108.65 113.54 119.41 123.52 132.28
87 51.85 56.78 59.28 63.09 66.50 70.58 104.28 109.77 114.69 120.59 124.72 133.51
88 52.62 57.58 60.10 63.94 67.37 71.48 105.37 110.90 115.84 121.77 125.91 134.75
89 53.39 58.39 60.93 64.79 68.25 72.39 106.47 112.02 116.99 122.94 127.11 135.98
90 54.16 59.20 61.75 65.65 69.13 73.29 107.57 113.15 118.14 124.12 128.30 137.21
91 54.93 60.00 62.58 66.50 70.00 74.20 108.66 114.27 119.28 125.29 129.49 138.44
92 55.70 60.81 63.41 67.36 70.88 75.10 109.76 115.39 120.43 126.46 130.68 139.67
93 56.47 61.63 64.24 68.21 71.76 76.01 110.85 116.51 121.57 127.63 131.87 140.89
94 57.25 62.44 65.07 69.07 72.64 76.91 111.94 117.63 122.72 128.80 133.06 142.12
95 58.02 63.25 65.90 69.92 73.52 77.82 113.04 118.75 123.86 129.97 134.25 143.34
96 58.80 64.06 66.73 70.78 74.40 78.73 114.13 119.87 125.00 131.14 135.43 144.57
97 59.58 64.88 67.56 71.64 75.28 79.63 115.22 120.99 126.14 132.31 136.62 145.79
98 60.36 65.69 68.40 72.50 76.16 80.54 116.32 122.11 127.28 133.48 137.80 147.01
99 61.14 66.51 69.23 73.36 77.05 81.45 117.41 123.23 128.42 134.64 138.99 148.23
100 61.92 67.33 70.06 74.22 77.93 82.36 118.50 124.34 129.56 135.81 140.17 149.45

Version vom 25. Juni 2018 Seite 10 von 22

 Tabellensammlung zur Einführung in die Ökonometrie

Tabelle VI.1 Prozentpunkte f p (m, n) ausgewählter F(m, n)-Verteilungen mit m p = 0.950

(Zählerparameter) und n (Nennerparameter) Freiheitsgraden.

m
n 1 2 3 4 5 6 7 8 9 10
1 161.45 199.50 215.71 224.58 230.16 233.99 236.77 238.88 240.54 241.88
2 18.51 19.00 19.16 19.25 19.30 19.33 19.35 19.37 19.38 19.40
3 10.13 9.55 9.28 9.12 9.01 8.94 8.89 8.85 8.81 8.79
4 7.71 6.94 6.59 6.39 6.26 6.16 6.09 6.04 6.00 5.96
5 6.61 5.79 5.41 5.19 5.05 4.95 4.88 4.82 4.77 4.74
6 5.99 5.14 4.76 4.53 4.39 4.28 4.21 4.15 4.10 4.06
7 5.59 4.74 4.35 4.12 3.97 3.87 3.79 3.73 3.68 3.64
8 5.32 4.46 4.07 3.84 3.69 3.58 3.50 3.44 3.39 3.35
9 5.12 4.26 3.86 3.63 3.48 3.37 3.29 3.23 3.18 3.14
10 4.96 4.10 3.71 3.48 3.33 3.22 3.14 3.07 3.02 2.98
11 4.84 3.98 3.59 3.36 3.20 3.09 3.01 2.95 2.90 2.85
12 4.75 3.89 3.49 3.26 3.11 3.00 2.91 2.85 2.80 2.75
13 4.67 3.81 3.41 3.18 3.03 2.92 2.83 2.77 2.71 2.67
14 4.60 3.74 3.34 3.11 2.96 2.85 2.76 2.70 2.65 2.60
15 4.54 3.68 3.29 3.06 2.90 2.79 2.71 2.64 2.59 2.54
16 4.49 3.63 3.24 3.01 2.85 2.74 2.66 2.59 2.54 2.49
17 4.45 3.59 3.20 2.96 2.81 2.70 2.61 2.55 2.49 2.45
18 4.41 3.55 3.16 2.93 2.77 2.66 2.58 2.51 2.46 2.41
19 4.38 3.52 3.13 2.90 2.74 2.63 2.54 2.48 2.42 2.38
20 4.35 3.49 3.10 2.87 2.71 2.60 2.51 2.45 2.39 2.35
21 4.32 3.47 3.07 2.84 2.68 2.57 2.49 2.42 2.37 2.32
22 4.30 3.44 3.05 2.82 2.66 2.55 2.46 2.40 2.34 2.30
23 4.28 3.42 3.03 2.80 2.64 2.53 2.44 2.37 2.32 2.27
24 4.26 3.40 3.01 2.78 2.62 2.51 2.42 2.36 2.30 2.25
25 4.24 3.39 2.99 2.76 2.60 2.49 2.40 2.34 2.28 2.24
26 4.23 3.37 2.98 2.74 2.59 2.47 2.39 2.32 2.27 2.22
27 4.21 3.35 2.96 2.73 2.57 2.46 2.37 2.31 2.25 2.20
28 4.20 3.34 2.95 2.71 2.56 2.45 2.36 2.29 2.24 2.19
29 4.18 3.33 2.93 2.70 2.55 2.43 2.35 2.28 2.22 2.18
30 4.17 3.32 2.92 2.69 2.53 2.42 2.33 2.27 2.21 2.16
32 4.15 3.29 2.90 2.67 2.51 2.40 2.31 2.24 2.19 2.14
34 4.13 3.28 2.88 2.65 2.49 2.38 2.29 2.23 2.17 2.12
36 4.11 3.26 2.87 2.63 2.48 2.36 2.28 2.21 2.15 2.11
40 4.08 3.23 2.84 2.61 2.45 2.34 2.25 2.18 2.12 2.08
42 4.07 3.22 2.83 2.59 2.44 2.32 2.24 2.17 2.11 2.06
44 4.06 3.21 2.82 2.58 2.43 2.31 2.23 2.16 2.10 2.05
46 4.05 3.20 2.81 2.57 2.42 2.30 2.22 2.15 2.09 2.04
48 4.04 3.19 2.80 2.57 2.41 2.29 2.21 2.14 2.08 2.03
50 4.03 3.18 2.79 2.56 2.40 2.29 2.20 2.13 2.07 2.03
60 4.00 3.15 2.76 2.53 2.37 2.25 2.17 2.10 2.04 1.99
70 3.98 3.13 2.74 2.50 2.35 2.23 2.14 2.07 2.02 1.97
80 3.96 3.11 2.72 2.49 2.33 2.21 2.13 2.06 2.00 1.95
90 3.95 3.10 2.71 2.47 2.32 2.20 2.11 2.04 1.99 1.94
100 3.94 3.09 2.70 2.46 2.31 2.19 2.10 2.03 1.97 1.93
∞ 3.84 3.00 2.60 2.37 2.21 2.10 2.01 1.94 1.88 1.83

Version vom 25. Juni 2018 Seite 11 von 22

 Tabellensammlung zur Einführung in die Ökonometrie

Tabelle VI.2 Prozentpunkte f p (m, n) ausgewählter F(m, n)-Verteilungen mit m p = 0.950

(Zählerparameter) und n (Nennerparameter) Freiheitsgraden.

m
n 11 12 13 14 15 16 17 18 19 20
1 242.98 243.91 244.69 245.36 245.95 246.46 246.92 247.32 247.69 248.01
2 19.40 19.41 19.42 19.42 19.43 19.43 19.44 19.44 19.44 19.45
3 8.76 8.74 8.73 8.71 8.70 8.69 8.68 8.67 8.67 8.66
4 5.94 5.91 5.89 5.87 5.86 5.84 5.83 5.82 5.81 5.80
5 4.70 4.68 4.66 4.64 4.62 4.60 4.59 4.58 4.57 4.56
6 4.03 4.00 3.98 3.96 3.94 3.92 3.91 3.90 3.88 3.87
7 3.60 3.57 3.55 3.53 3.51 3.49 3.48 3.47 3.46 3.44
8 3.31 3.28 3.26 3.24 3.22 3.20 3.19 3.17 3.16 3.15
9 3.10 3.07 3.05 3.03 3.01 2.99 2.97 2.96 2.95 2.94
10 2.94 2.91 2.89 2.86 2.85 2.83 2.81 2.80 2.79 2.77
11 2.82 2.79 2.76 2.74 2.72 2.70 2.69 2.67 2.66 2.65
12 2.72 2.69 2.66 2.64 2.62 2.60 2.58 2.57 2.56 2.54
13 2.63 2.60 2.58 2.55 2.53 2.51 2.50 2.48 2.47 2.46
14 2.57 2.53 2.51 2.48 2.46 2.44 2.43 2.41 2.40 2.39
15 2.51 2.48 2.45 2.42 2.40 2.38 2.37 2.35 2.34 2.33
16 2.46 2.42 2.40 2.37 2.35 2.33 2.32 2.30 2.29 2.28
17 2.41 2.38 2.35 2.33 2.31 2.29 2.27 2.26 2.24 2.23
18 2.37 2.34 2.31 2.29 2.27 2.25 2.23 2.22 2.20 2.19
19 2.34 2.31 2.28 2.26 2.23 2.21 2.20 2.18 2.17 2.16
20 2.31 2.28 2.25 2.22 2.20 2.18 2.17 2.15 2.14 2.12
21 2.28 2.25 2.22 2.20 2.18 2.16 2.14 2.12 2.11 2.10
22 2.26 2.23 2.20 2.17 2.15 2.13 2.11 2.10 2.08 2.07
23 2.24 2.20 2.18 2.15 2.13 2.11 2.09 2.08 2.06 2.05
24 2.22 2.18 2.15 2.13 2.11 2.09 2.07 2.05 2.04 2.03
25 2.20 2.16 2.14 2.11 2.09 2.07 2.05 2.04 2.02 2.01
26 2.18 2.15 2.12 2.09 2.07 2.05 2.03 2.02 2.00 1.99
27 2.17 2.13 2.10 2.08 2.06 2.04 2.02 2.00 1.99 1.97
28 2.15 2.12 2.09 2.06 2.04 2.02 2.00 1.99 1.97 1.96
29 2.14 2.10 2.08 2.05 2.03 2.01 1.99 1.97 1.96 1.94
30 2.13 2.09 2.06 2.04 2.01 1.99 1.98 1.96 1.95 1.93
32 2.10 2.07 2.04 2.01 1.99 1.97 1.95 1.94 1.92 1.91
34 2.08 2.05 2.02 1.99 1.97 1.95 1.93 1.92 1.90 1.89
36 2.07 2.03 2.00 1.98 1.95 1.93 1.92 1.90 1.88 1.87
40 2.04 2.00 1.97 1.95 1.92 1.90 1.89 1.87 1.85 1.84
42 2.03 1.99 1.96 1.94 1.91 1.89 1.87 1.86 1.84 1.83
44 2.01 1.98 1.95 1.92 1.90 1.88 1.86 1.84 1.83 1.81
46 2.00 1.97 1.94 1.91 1.89 1.87 1.85 1.83 1.82 1.80
48 1.99 1.96 1.93 1.90 1.88 1.86 1.84 1.82 1.81 1.79
50 1.99 1.95 1.92 1.89 1.87 1.85 1.83 1.81 1.80 1.78
60 1.95 1.92 1.89 1.86 1.84 1.82 1.80 1.78 1.76 1.75
70 1.93 1.89 1.86 1.84 1.81 1.79 1.77 1.75 1.74 1.72
80 1.91 1.88 1.84 1.82 1.79 1.77 1.75 1.73 1.72 1.70
90 1.90 1.86 1.83 1.80 1.78 1.76 1.74 1.72 1.70 1.69
100 1.89 1.85 1.82 1.79 1.77 1.75 1.73 1.71 1.69 1.68
∞ 1.79 1.75 1.72 1.69 1.67 1.64 1.62 1.60 1.59 1.57

Version vom 25. Juni 2018 Seite 12 von 22

 Tabellensammlung zur Einführung in die Ökonometrie

Tabelle VI.3 Prozentpunkte f p (m, n) ausgewählter F(m, n)-Verteilungen mit m p = 0.950

(Zählerparameter) und n (Nennerparameter) Freiheitsgraden.

m
n 21 22 23 24 25 26 27 28 29 30
1 248.31 248.58 248.83 249.05 249.26 249.45 249.63 249.80 249.95 250.10
2 19.45 19.45 19.45 19.45 19.46 19.46 19.46 19.46 19.46 19.46
3 8.65 8.65 8.64 8.64 8.63 8.63 8.63 8.62 8.62 8.62
4 5.79 5.79 5.78 5.77 5.77 5.76 5.76 5.75 5.75 5.75
5 4.55 4.54 4.53 4.53 4.52 4.52 4.51 4.50 4.50 4.50
6 3.86 3.86 3.85 3.84 3.83 3.83 3.82 3.82 3.81 3.81
7 3.43 3.43 3.42 3.41 3.40 3.40 3.39 3.39 3.38 3.38
8 3.14 3.13 3.12 3.12 3.11 3.10 3.10 3.09 3.08 3.08
9 2.93 2.92 2.91 2.90 2.89 2.89 2.88 2.87 2.87 2.86
10 2.76 2.75 2.75 2.74 2.73 2.72 2.72 2.71 2.70 2.70
11 2.64 2.63 2.62 2.61 2.60 2.59 2.59 2.58 2.58 2.57
12 2.53 2.52 2.51 2.51 2.50 2.49 2.48 2.48 2.47 2.47
13 2.45 2.44 2.43 2.42 2.41 2.41 2.40 2.39 2.39 2.38
14 2.38 2.37 2.36 2.35 2.34 2.33 2.33 2.32 2.31 2.31
15 2.32 2.31 2.30 2.29 2.28 2.27 2.27 2.26 2.25 2.25
16 2.26 2.25 2.24 2.24 2.23 2.22 2.21 2.21 2.20 2.19
17 2.22 2.21 2.20 2.19 2.18 2.17 2.17 2.16 2.15 2.15
18 2.18 2.17 2.16 2.15 2.14 2.13 2.13 2.12 2.11 2.11
19 2.14 2.13 2.12 2.11 2.11 2.10 2.09 2.08 2.08 2.07
20 2.11 2.10 2.09 2.08 2.07 2.07 2.06 2.05 2.05 2.04
21 2.08 2.07 2.06 2.05 2.05 2.04 2.03 2.02 2.02 2.01
22 2.06 2.05 2.04 2.03 2.02 2.01 2.00 2.00 1.99 1.98
23 2.04 2.02 2.01 2.01 2.00 1.99 1.98 1.97 1.97 1.96
24 2.01 2.00 1.99 1.98 1.97 1.97 1.96 1.95 1.95 1.94
25 2.00 1.98 1.97 1.96 1.96 1.95 1.94 1.93 1.93 1.92
26 1.98 1.97 1.96 1.95 1.94 1.93 1.92 1.91 1.91 1.90
27 1.96 1.95 1.94 1.93 1.92 1.91 1.90 1.90 1.89 1.88
28 1.95 1.93 1.92 1.91 1.91 1.90 1.89 1.88 1.88 1.87
29 1.93 1.92 1.91 1.90 1.89 1.88 1.88 1.87 1.86 1.85
30 1.92 1.91 1.90 1.89 1.88 1.87 1.86 1.85 1.85 1.84
32 1.90 1.88 1.87 1.86 1.85 1.85 1.84 1.83 1.82 1.82
34 1.88 1.86 1.85 1.84 1.83 1.82 1.82 1.81 1.80 1.80
36 1.86 1.85 1.83 1.82 1.81 1.81 1.80 1.79 1.78 1.78
40 1.83 1.81 1.80 1.79 1.78 1.77 1.77 1.76 1.75 1.74
42 1.81 1.80 1.79 1.78 1.77 1.76 1.75 1.75 1.74 1.73
44 1.80 1.79 1.78 1.77 1.76 1.75 1.74 1.73 1.73 1.72
46 1.79 1.78 1.77 1.76 1.75 1.74 1.73 1.72 1.71 1.71
48 1.78 1.77 1.76 1.75 1.74 1.73 1.72 1.71 1.70 1.70
50 1.77 1.76 1.75 1.74 1.73 1.72 1.71 1.70 1.69 1.69
60 1.73 1.72 1.71 1.70 1.69 1.68 1.67 1.66 1.66 1.65
70 1.71 1.70 1.68 1.67 1.66 1.65 1.65 1.64 1.63 1.62
80 1.69 1.68 1.67 1.65 1.64 1.63 1.63 1.62 1.61 1.60
90 1.67 1.66 1.65 1.64 1.63 1.62 1.61 1.60 1.59 1.59
100 1.66 1.65 1.64 1.63 1.62 1.61 1.60 1.59 1.58 1.57
∞ 1.56 1.54 1.53 1.52 1.51 1.50 1.49 1.48 1.47 1.46

Version vom 25. Juni 2018 Seite 13 von 22

 Tabellensammlung zur Einführung in die Ökonometrie

Tabelle VI.4 Prozentpunkte f p (m, n) ausgewählter F(m, n)-Verteilungen mit m p = 0.950

(Zählerparameter) und n (Nennerparameter) Freiheitsgraden.

m
n 35 40 45 50 60 70 80 90 100 ∞
1 250.69 251.14 251.49 251.77 252.20 252.50 252.72 252.90 253.04 254.31
2 19.47 19.47 19.47 19.48 19.48 19.48 19.48 19.48 19.49 19.50
3 8.60 8.59 8.59 8.58 8.57 8.57 8.56 8.56 8.55 8.53
4 5.73 5.72 5.71 5.70 5.69 5.68 5.67 5.67 5.66 5.63
5 4.48 4.46 4.45 4.44 4.43 4.42 4.41 4.41 4.41 4.36
6 3.79 3.77 3.76 3.75 3.74 3.73 3.72 3.72 3.71 3.67
7 3.36 3.34 3.33 3.32 3.30 3.29 3.29 3.28 3.27 3.23
8 3.06 3.04 3.03 3.02 3.01 2.99 2.99 2.98 2.97 2.93
9 2.84 2.83 2.81 2.80 2.79 2.78 2.77 2.76 2.76 2.71
10 2.68 2.66 2.65 2.64 2.62 2.61 2.60 2.59 2.59 2.54
11 2.55 2.53 2.52 2.51 2.49 2.48 2.47 2.46 2.46 2.40
12 2.44 2.43 2.41 2.40 2.38 2.37 2.36 2.36 2.35 2.30
13 2.36 2.34 2.33 2.31 2.30 2.28 2.27 2.27 2.26 2.21
14 2.28 2.27 2.25 2.24 2.22 2.21 2.20 2.19 2.19 2.13
15 2.22 2.20 2.19 2.18 2.16 2.15 2.14 2.13 2.12 2.07
16 2.17 2.15 2.14 2.12 2.11 2.09 2.08 2.07 2.07 2.01
17 2.12 2.10 2.09 2.08 2.06 2.05 2.03 2.03 2.02 1.96
18 2.08 2.06 2.05 2.04 2.02 2.00 1.99 1.98 1.98 1.92
19 2.05 2.03 2.01 2.00 1.98 1.97 1.96 1.95 1.94 1.88
20 2.01 1.99 1.98 1.97 1.95 1.93 1.92 1.91 1.91 1.84
21 1.98 1.96 1.95 1.94 1.92 1.90 1.89 1.88 1.88 1.81
22 1.96 1.94 1.92 1.91 1.89 1.88 1.86 1.86 1.85 1.78
23 1.93 1.91 1.90 1.88 1.86 1.85 1.84 1.83 1.82 1.76
24 1.91 1.89 1.88 1.86 1.84 1.83 1.82 1.81 1.80 1.73
25 1.89 1.87 1.86 1.84 1.82 1.81 1.80 1.79 1.78 1.71
26 1.87 1.85 1.84 1.82 1.80 1.79 1.78 1.77 1.76 1.69
27 1.86 1.84 1.82 1.81 1.79 1.77 1.76 1.75 1.74 1.67
28 1.84 1.82 1.80 1.79 1.77 1.75 1.74 1.73 1.73 1.65
29 1.83 1.81 1.79 1.77 1.75 1.74 1.73 1.72 1.71 1.64
30 1.81 1.79 1.77 1.76 1.74 1.72 1.71 1.70 1.70 1.62
32 1.79 1.77 1.75 1.74 1.71 1.70 1.69 1.68 1.67 1.59
34 1.77 1.75 1.73 1.71 1.69 1.68 1.66 1.65 1.65 1.57
36 1.75 1.73 1.71 1.69 1.67 1.66 1.64 1.63 1.62 1.55
40 1.72 1.69 1.67 1.66 1.64 1.62 1.61 1.60 1.59 1.51
42 1.70 1.68 1.66 1.65 1.62 1.61 1.59 1.58 1.57 1.49
44 1.69 1.67 1.65 1.63 1.61 1.59 1.58 1.57 1.56 1.48
46 1.68 1.65 1.64 1.62 1.60 1.58 1.57 1.56 1.55 1.46
48 1.67 1.64 1.62 1.61 1.59 1.57 1.56 1.54 1.54 1.45
50 1.66 1.63 1.61 1.60 1.58 1.56 1.54 1.53 1.52 1.44
60 1.62 1.59 1.57 1.56 1.53 1.52 1.50 1.49 1.48 1.39
70 1.59 1.57 1.55 1.53 1.50 1.49 1.47 1.46 1.45 1.35
80 1.57 1.54 1.52 1.51 1.48 1.46 1.45 1.44 1.43 1.32
90 1.55 1.53 1.51 1.49 1.46 1.44 1.43 1.42 1.41 1.30
100 1.54 1.52 1.49 1.48 1.45 1.43 1.41 1.40 1.39 1.28
∞ 1.42 1.39 1.37 1.35 1.32 1.29 1.27 1.26 1.24 1.00

Version vom 25. Juni 2018 Seite 14 von 22

 Tabellensammlung zur Einführung in die Ökonometrie

Tabelle VII.1 Prozentpunkte f p (m, n) ausgewählter F(m, n)-Verteilungen mit m p = 0.990

(Zählerparameter) und n (Nennerparameter) Freiheitsgraden.

m
n 1 2 3 4 5 6 7 8 9 10
1 4052 5000 5403 5625 5764 5859 5928 5981 6022 6056
2 98.50 99.00 99.17 99.25 99.30 99.33 99.36 99.37 99.39 99.40
3 34.12 30.82 29.46 28.71 28.24 27.91 27.67 27.49 27.35 27.23
4 21.20 18.00 16.69 15.98 15.52 15.21 14.98 14.80 14.66 14.55
5 16.26 13.27 12.06 11.39 10.97 10.67 10.46 10.29 10.16 10.05
6 13.75 10.92 9.78 9.15 8.75 8.47 8.26 8.10 7.98 7.87
7 12.25 9.55 8.45 7.85 7.46 7.19 6.99 6.84 6.72 6.62
8 11.26 8.65 7.59 7.01 6.63 6.37 6.18 6.03 5.91 5.81
9 10.56 8.02 6.99 6.42 6.06 5.80 5.61 5.47 5.35 5.26
10 10.04 7.56 6.55 5.99 5.64 5.39 5.20 5.06 4.94 4.85
11 9.65 7.21 6.22 5.67 5.32 5.07 4.89 4.74 4.63 4.54
12 9.33 6.93 5.95 5.41 5.06 4.82 4.64 4.50 4.39 4.30
13 9.07 6.70 5.74 5.21 4.86 4.62 4.44 4.30 4.19 4.10
14 8.86 6.51 5.56 5.04 4.69 4.46 4.28 4.14 4.03 3.94
15 8.68 6.36 5.42 4.89 4.56 4.32 4.14 4.00 3.89 3.80
16 8.53 6.23 5.29 4.77 4.44 4.20 4.03 3.89 3.78 3.69
17 8.40 6.11 5.18 4.67 4.34 4.10 3.93 3.79 3.68 3.59
18 8.29 6.01 5.09 4.58 4.25 4.01 3.84 3.71 3.60 3.51
19 8.18 5.93 5.01 4.50 4.17 3.94 3.77 3.63 3.52 3.43
20 8.10 5.85 4.94 4.43 4.10 3.87 3.70 3.56 3.46 3.37
21 8.02 5.78 4.87 4.37 4.04 3.81 3.64 3.51 3.40 3.31
22 7.95 5.72 4.82 4.31 3.99 3.76 3.59 3.45 3.35 3.26
23 7.88 5.66 4.76 4.26 3.94 3.71 3.54 3.41 3.30 3.21
24 7.82 5.61 4.72 4.22 3.90 3.67 3.50 3.36 3.26 3.17
25 7.77 5.57 4.68 4.18 3.85 3.63 3.46 3.32 3.22 3.13
26 7.72 5.53 4.64 4.14 3.82 3.59 3.42 3.29 3.18 3.09
27 7.68 5.49 4.60 4.11 3.78 3.56 3.39 3.26 3.15 3.06
28 7.64 5.45 4.57 4.07 3.75 3.53 3.36 3.23 3.12 3.03
29 7.60 5.42 4.54 4.04 3.73 3.50 3.33 3.20 3.09 3.00
30 7.56 5.39 4.51 4.02 3.70 3.47 3.30 3.17 3.07 2.98
32 7.50 5.34 4.46 3.97 3.65 3.43 3.26 3.13 3.02 2.93
34 7.44 5.29 4.42 3.93 3.61 3.39 3.22 3.09 2.98 2.89
36 7.40 5.25 4.38 3.89 3.57 3.35 3.18 3.05 2.95 2.86
40 7.31 5.18 4.31 3.83 3.51 3.29 3.12 2.99 2.89 2.80
42 7.28 5.15 4.29 3.80 3.49 3.27 3.10 2.97 2.86 2.78
44 7.25 5.12 4.26 3.78 3.47 3.24 3.08 2.95 2.84 2.75
46 7.22 5.10 4.24 3.76 3.44 3.22 3.06 2.93 2.82 2.73
48 7.19 5.08 4.22 3.74 3.43 3.20 3.04 2.91 2.80 2.71
50 7.17 5.06 4.20 3.72 3.41 3.19 3.02 2.89 2.78 2.70
60 7.08 4.98 4.13 3.65 3.34 3.12 2.95 2.82 2.72 2.63
70 7.01 4.92 4.07 3.60 3.29 3.07 2.91 2.78 2.67 2.59
80 6.96 4.88 4.04 3.56 3.26 3.04 2.87 2.74 2.64 2.55
90 6.93 4.85 4.01 3.53 3.23 3.01 2.84 2.72 2.61 2.52
100 6.90 4.82 3.98 3.51 3.21 2.99 2.82 2.69 2.59 2.50
∞ 6.63 4.61 3.78 3.32 3.02 2.80 2.64 2.51 2.41 2.32

Version vom 25. Juni 2018 Seite 15 von 22

 Tabellensammlung zur Einführung in die Ökonometrie

Tabelle VII.2 Prozentpunkte f p (m, n) ausgewählter F(m, n)-Verteilungen mit m p = 0.990

(Zählerparameter) und n (Nennerparameter) Freiheitsgraden.

m
n 11 12 13 14 15 16 17 18 19 20
1 6083 6106 6126 6143 6157 6170 6181 6192 6203 6209
2 99.41 99.42 99.42 99.43 99.43 99.44 99.44 99.44 99.45 99.45
3 27.13 27.05 26.98 26.92 26.87 26.83 26.79 26.75 26.72 26.69
4 14.45 14.37 14.31 14.25 14.20 14.15 14.11 14.08 14.05 14.02
5 9.96 9.89 9.82 9.77 9.72 9.68 9.64 9.61 9.58 9.55
6 7.79 7.72 7.66 7.60 7.56 7.52 7.48 7.45 7.42 7.40
7 6.54 6.47 6.41 6.36 6.31 6.28 6.24 6.21 6.18 6.16
8 5.73 5.67 5.61 5.56 5.52 5.48 5.44 5.41 5.38 5.36
9 5.18 5.11 5.05 5.01 4.96 4.92 4.89 4.86 4.83 4.81
10 4.77 4.71 4.65 4.60 4.56 4.52 4.49 4.46 4.43 4.41
11 4.46 4.40 4.34 4.29 4.25 4.21 4.18 4.15 4.12 4.10
12 4.22 4.16 4.10 4.05 4.01 3.97 3.94 3.91 3.88 3.86
13 4.02 3.96 3.91 3.86 3.82 3.78 3.75 3.72 3.69 3.66
14 3.86 3.80 3.75 3.70 3.66 3.62 3.59 3.56 3.53 3.51
15 3.73 3.67 3.61 3.56 3.52 3.49 3.45 3.42 3.40 3.37
16 3.62 3.55 3.50 3.45 3.41 3.37 3.34 3.31 3.28 3.26
17 3.52 3.46 3.40 3.35 3.31 3.27 3.24 3.21 3.19 3.16
18 3.43 3.37 3.32 3.27 3.23 3.19 3.16 3.13 3.10 3.08
19 3.36 3.30 3.24 3.19 3.15 3.12 3.08 3.05 3.03 3.00
20 3.29 3.23 3.18 3.13 3.09 3.05 3.02 2.99 2.96 2.94
21 3.24 3.17 3.12 3.07 3.03 2.99 2.96 2.93 2.90 2.88
22 3.18 3.12 3.07 3.02 2.98 2.94 2.91 2.88 2.85 2.83
23 3.14 3.07 3.02 2.97 2.93 2.89 2.86 2.83 2.80 2.78
24 3.09 3.03 2.98 2.93 2.89 2.85 2.82 2.79 2.76 2.74
25 3.06 2.99 2.94 2.89 2.85 2.81 2.78 2.75 2.72 2.70
26 3.02 2.96 2.90 2.86 2.81 2.78 2.75 2.72 2.69 2.66
27 2.99 2.93 2.87 2.82 2.78 2.75 2.71 2.68 2.66 2.63
28 2.96 2.90 2.84 2.79 2.75 2.72 2.68 2.65 2.63 2.60
29 2.93 2.87 2.81 2.77 2.73 2.69 2.66 2.63 2.60 2.57
30 2.91 2.84 2.79 2.74 2.70 2.66 2.63 2.60 2.57 2.55
32 2.86 2.80 2.74 2.70 2.65 2.62 2.58 2.55 2.53 2.50
34 2.82 2.76 2.70 2.66 2.61 2.58 2.54 2.51 2.49 2.46
36 2.79 2.72 2.67 2.62 2.58 2.54 2.51 2.48 2.45 2.43
40 2.73 2.66 2.61 2.56 2.52 2.48 2.45 2.42 2.39 2.37
42 2.70 2.64 2.59 2.54 2.50 2.46 2.43 2.40 2.37 2.34
44 2.68 2.62 2.56 2.52 2.47 2.44 2.40 2.37 2.35 2.32
46 2.66 2.60 2.54 2.50 2.45 2.42 2.38 2.35 2.33 2.30
48 2.64 2.58 2.53 2.48 2.44 2.40 2.37 2.33 2.31 2.28
50 2.63 2.56 2.51 2.46 2.42 2.38 2.35 2.32 2.29 2.27
60 2.56 2.50 2.44 2.39 2.35 2.31 2.28 2.25 2.22 2.20
70 2.51 2.45 2.40 2.35 2.31 2.27 2.23 2.20 2.18 2.15
80 2.48 2.42 2.36 2.31 2.27 2.23 2.20 2.17 2.14 2.12
90 2.45 2.39 2.33 2.29 2.24 2.21 2.17 2.14 2.11 2.09
100 2.43 2.37 2.31 2.27 2.22 2.19 2.15 2.12 2.09 2.07
∞ 2.25 2.18 2.13 2.08 2.04 2.00 1.97 1.93 1.90 1.88

Version vom 25. Juni 2018 Seite 16 von 22

 Tabellensammlung zur Einführung in die Ökonometrie

Tabelle VII.3 Prozentpunkte f p (m, n) ausgewählter F(m, n)-Verteilungen mit m p = 0.990

(Zählerparameter) und n (Nennerparameter) Freiheitsgraden.

m
n 21 22 23 24 25 26 27 28 29 30
1 6216 6223 6229 6235 6240 6245 6249 6253 6257 6261
2 99.45 99.45 99.46 99.46 99.46 99.46 99.46 99.46 99.46 99.47
3 26.66 26.64 26.62 26.60 26.58 26.56 26.55 26.53 26.52 26.50
4 13.99 13.97 13.95 13.93 13.91 13.89 13.88 13.86 13.85 13.84
5 9.53 9.51 9.49 9.47 9.45 9.43 9.42 9.40 9.39 9.38
6 7.37 7.35 7.33 7.31 7.30 7.28 7.27 7.25 7.24 7.23
7 6.13 6.11 6.09 6.07 6.06 6.04 6.03 6.02 6.00 5.99
8 5.34 5.32 5.30 5.28 5.26 5.25 5.23 5.22 5.21 5.20
9 4.79 4.77 4.75 4.73 4.71 4.70 4.68 4.67 4.66 4.65
10 4.38 4.36 4.34 4.33 4.31 4.30 4.28 4.27 4.26 4.25
11 4.08 4.06 4.04 4.02 4.01 3.99 3.98 3.96 3.95 3.94
12 3.84 3.82 3.80 3.78 3.76 3.75 3.74 3.72 3.71 3.70
13 3.64 3.62 3.60 3.59 3.57 3.56 3.54 3.53 3.52 3.51
14 3.48 3.46 3.44 3.43 3.41 3.40 3.38 3.37 3.36 3.35
15 3.35 3.33 3.31 3.29 3.28 3.26 3.25 3.24 3.23 3.21
16 3.24 3.22 3.20 3.18 3.16 3.15 3.14 3.12 3.11 3.10
17 3.14 3.12 3.10 3.08 3.07 3.05 3.04 3.03 3.01 3.00
18 3.05 3.03 3.02 3.00 2.98 2.97 2.95 2.94 2.93 2.92
19 2.98 2.96 2.94 2.92 2.91 2.89 2.88 2.87 2.86 2.84
20 2.92 2.90 2.88 2.86 2.84 2.83 2.81 2.80 2.79 2.78
21 2.86 2.84 2.82 2.80 2.79 2.77 2.76 2.74 2.73 2.72
22 2.81 2.78 2.77 2.75 2.73 2.72 2.70 2.69 2.68 2.67
23 2.76 2.74 2.72 2.70 2.69 2.67 2.66 2.64 2.63 2.62
24 2.72 2.70 2.68 2.66 2.64 2.63 2.61 2.60 2.59 2.58
25 2.68 2.66 2.64 2.62 2.60 2.59 2.58 2.56 2.55 2.54
26 2.64 2.62 2.60 2.58 2.57 2.55 2.54 2.53 2.51 2.50
27 2.61 2.59 2.57 2.55 2.54 2.52 2.51 2.49 2.48 2.47
28 2.58 2.56 2.54 2.52 2.51 2.49 2.48 2.46 2.45 2.44
29 2.55 2.53 2.51 2.49 2.48 2.46 2.45 2.44 2.42 2.41
30 2.53 2.51 2.49 2.47 2.45 2.44 2.42 2.41 2.40 2.39
32 2.48 2.46 2.44 2.42 2.41 2.39 2.38 2.36 2.35 2.34
34 2.44 2.42 2.40 2.38 2.37 2.35 2.34 2.32 2.31 2.30
36 2.41 2.38 2.37 2.35 2.33 2.32 2.30 2.29 2.28 2.26
40 2.35 2.33 2.31 2.29 2.27 2.26 2.24 2.23 2.22 2.20
42 2.32 2.30 2.28 2.26 2.25 2.23 2.22 2.20 2.19 2.18
44 2.30 2.28 2.26 2.24 2.22 2.21 2.19 2.18 2.17 2.15
46 2.28 2.26 2.24 2.22 2.20 2.19 2.17 2.16 2.15 2.13
48 2.26 2.24 2.22 2.20 2.18 2.17 2.15 2.14 2.13 2.12
50 2.24 2.22 2.20 2.18 2.17 2.15 2.14 2.12 2.11 2.10
60 2.17 2.15 2.13 2.12 2.10 2.08 2.07 2.05 2.04 2.03
70 2.13 2.11 2.09 2.07 2.05 2.03 2.02 2.01 1.99 1.98
80 2.09 2.07 2.05 2.03 2.01 2.00 1.98 1.97 1.96 1.94
90 2.06 2.04 2.02 2.00 1.99 1.97 1.96 1.94 1.93 1.92
100 2.04 2.02 2.00 1.98 1.97 1.95 1.93 1.92 1.91 1.89
∞ 1.85 1.83 1.81 1.79 1.77 1.76 1.74 1.72 1.71 1.70

Version vom 25. Juni 2018 Seite 17 von 22

 Tabellensammlung zur Einführung in die Ökonometrie

Tabelle VII.4 Prozentpunkte f p (m, n) ausgewählter F(m, n)-Verteilungen mit m p = 0.990

(Zählerparameter) und n (Nennerparameter) Freiheitsgraden.

m
n 35 40 45 50 60 70 80 90 100 ∞
1 6276 6287 6296 6303 6313 6321 6326 6331 6334 6366
2 99.5 99.5 99.5 99.5 99.5 99.5 99.5 99.5 99.5 99.5
3 26.45 26.41 26.38 26.35 26.32 26.29 26.27 26.25 26.24 26.13
4 13.79 13.75 13.71 13.69 13.65 13.63 13.61 13.59 13.58 13.46
5 9.33 9.29 9.26 9.24 9.20 9.18 9.16 9.14 9.13 9.02
6 7.18 7.14 7.11 7.09 7.06 7.03 7.01 7.00 6.99 6.88
7 5.94 5.91 5.88 5.86 5.82 5.80 5.78 5.77 5.75 5.65
8 5.15 5.12 5.09 5.07 5.03 5.01 4.99 4.97 4.96 4.86
9 4.60 4.57 4.54 4.52 4.48 4.46 4.44 4.43 4.41 4.31
10 4.20 4.17 4.14 4.12 4.08 4.06 4.04 4.03 4.01 3.91
11 3.89 3.86 3.83 3.81 3.78 3.75 3.73 3.72 3.71 3.60
12 3.65 3.62 3.59 3.57 3.54 3.51 3.49 3.48 3.47 3.36
13 3.46 3.43 3.40 3.38 3.34 3.32 3.30 3.28 3.27 3.17
14 3.30 3.27 3.24 3.22 3.18 3.16 3.14 3.12 3.11 3.00
15 3.17 3.13 3.10 3.08 3.05 3.02 3.00 2.99 2.98 2.87
16 3.05 3.02 2.99 2.97 2.93 2.91 2.89 2.87 2.86 2.75
17 2.96 2.92 2.89 2.87 2.83 2.81 2.79 2.78 2.76 2.65
18 2.87 2.84 2.81 2.78 2.75 2.72 2.70 2.69 2.68 2.57
19 2.80 2.76 2.73 2.71 2.67 2.65 2.63 2.61 2.60 2.49
20 2.73 2.69 2.67 2.64 2.61 2.58 2.56 2.55 2.54 2.42
21 2.67 2.64 2.61 2.58 2.55 2.52 2.50 2.49 2.48 2.36
22 2.62 2.58 2.55 2.53 2.50 2.47 2.45 2.43 2.42 2.31
23 2.57 2.54 2.51 2.48 2.45 2.42 2.40 2.39 2.37 2.26
24 2.53 2.49 2.46 2.44 2.40 2.38 2.36 2.34 2.33 2.21
25 2.49 2.45 2.42 2.40 2.36 2.34 2.32 2.30 2.29 2.17
26 2.45 2.42 2.39 2.36 2.33 2.30 2.28 2.26 2.25 2.13
27 2.42 2.38 2.35 2.33 2.29 2.27 2.25 2.23 2.22 2.10
28 2.39 2.35 2.32 2.30 2.26 2.24 2.22 2.20 2.19 2.06
29 2.36 2.33 2.30 2.27 2.23 2.21 2.19 2.17 2.16 2.03
30 2.34 2.30 2.27 2.25 2.21 2.18 2.16 2.14 2.13 2.01
32 2.29 2.25 2.22 2.20 2.16 2.13 2.11 2.10 2.08 1.96
34 2.25 2.21 2.18 2.16 2.12 2.09 2.07 2.05 2.04 1.91
36 2.21 2.18 2.14 2.12 2.08 2.05 2.03 2.02 2.00 1.87
40 2.15 2.11 2.08 2.06 2.02 1.99 1.97 1.95 1.94 1.80
42 2.13 2.09 2.06 2.03 1.99 1.96 1.94 1.93 1.91 1.78
44 2.10 2.07 2.03 2.01 1.97 1.94 1.92 1.90 1.89 1.75
46 2.08 2.04 2.01 1.99 1.95 1.92 1.90 1.88 1.86 1.73
48 2.06 2.02 1.99 1.97 1.93 1.90 1.88 1.86 1.84 1.70
50 2.05 2.01 1.97 1.95 1.91 1.88 1.86 1.84 1.82 1.68
60 1.98 1.94 1.90 1.88 1.84 1.81 1.78 1.76 1.75 1.60
70 1.93 1.89 1.85 1.83 1.78 1.75 1.73 1.71 1.70 1.54
80 1.89 1.85 1.82 1.79 1.75 1.71 1.69 1.67 1.65 1.49
90 1.86 1.82 1.79 1.76 1.72 1.68 1.66 1.64 1.62 1.46
100 1.84 1.80 1.76 1.74 1.69 1.66 1.63 1.61 1.60 1.43
∞ 1.64 1.59 1.55 1.52 1.47 1.43 1.40 1.38 1.36 1.00

Version vom 25. Juni 2018 Seite 18 von 22

 Tabellensammlung zur Einführung in die Ökonometrie

Tabelle VIII.1 Prozentpunkte von du = d L und do = dU des Durbin-Watsontests. k0 α = 0.05

ist die Anzahl der erklärenden Variablen ausschließlich der Konstanten, n ist die Anzahl
der Beobachtungen. Quelle: D. N. Gujarati: Basic Econometrics, McGraw-Hill, 4. Auflage,
2003, Seite 970.

Version vom 25. Juni 2018 Seite 19 von 22

 Tabellensammlung zur Einführung in die Ökonometrie

Tabelle VIII.2 Prozentpunkte von du = d L und do = dU des Durbin-Watsontests. k0 α = 0.01

ist die Anzahl der erklärenden Variablen ausschließlich der Konstanten, n ist die Anzahl
der Beobachtungen. Quelle: D. N. Gujarati: Basic Econometrics, McGraw-Hill, 4. Auflage,
2003, Seite 972.

Version vom 25. Juni 2018 Seite 20 von 22

 Tabellensammlung zur Einführung in die Ökonometrie

Tabelle IX Kritische Werte für den (A)DF-Test. Quelle: MacKinnon(2010): Critical Values
for Cointegration Tests, Department of Economics, Kingston, Ontario, Canada.

α
Modell 0.01 0.05 0.10
∆yt = yt−1 + ε t −2.56 −1.94 −1.62
∆yt = α + γyt−1 + ε t −3.43 −2.86 −2.57
∆yt = α + βt + γyt−1 + ε t −3.96 −3.41 −3.13

Version vom 25. Juni 2018 Seite 21 von 22

 Tabellensammlung zur Einführung in die Ökonometrie

Tabelle X Kritische Werte für den ADF-Test im Engle-Granger-Verfahren. Quelle: P. Win-

ker: Empirische Wirtschaftsforschung und Ökonometrie, 3. Auflage, Springer-Lehrbuch,
2010, Seite 288.

Version vom 25. Juni 2018 Seite 22 von 22