Критические значения количества рядов для определения автокорреляции по методу рядов

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Нижняя граница К1..

 

N2 N1  
                   
       
     
   
 
 
 
 
 
 

 

 

Верхняя граница К2.

N2 N1
                             
                       
               
           
 
   
   
   
     
     
     
     
       
       
       
       
       

 


Приложение 2.

Распределение Дарбина-Уотсона.

 

n – объем выборки, m – число объясняющих переменных, dl и du – критические точки при уровне значимости .

n m=1   m=2   m=3   m=4  
  dl du dl du dl du dl du
0,610 1,400            
0,700 1,356 0,467 1,896        
0,763 1,332 0,359 1,777 0,368 2,287    
0,824 1,320 0,629 1,699 0,435 2,128 0,296 2,388
0,879 1,320 0,697 1,641 0,525 2,016 0,376 2,414
0,927 1,324 0,658 1,604 0,595 1,928 0,444 2,283
0,971 1,331 0,812 1,579 0,658 1,864 0,512 2,177
1,010 1,340 0,861 1,562 0,715 1,816 0,574 2,094
1,045 1,330 0,905 1,551 0,767 1,779 0,632 2,030
1,077 1,361 0,946 1,543 0,814 1,750 0,685 1,977
1,106 1,371 0,982 1,539 0,857 1,728 0,734 1,935
1,133 1,381 1,015 1,536 0,897 1,710 0,779 1,90
1,158 1,391 1,046 1,535 0,933 1,696 0,820 1,872
1,180 1,401 1,074 1,536 0,967 1,685 0,859 1,848
1,201 1,411 1,100 1,537 0,998 1,676 0,894 1,828
1,221 1,420 1,125 1,538 1,026 1,669 0,927 1,812
1,239 1,429 1,147 1,541 1,053 1,664 0,958 1,797
1,257 1,437 1,168 1,543 1,078 1,660 0,986 1,785
1,273 1,446 1,188 1,546 1,101 1,656 1,013 1,775
1,288 1,454 1,206 1,550 1,123 1,654 1,038 1,767
1,302 1,461 1,224 1,553 1,143 1,652 1,062 1,759
1,316 1,469 1,240 1,556 1,162 1,651 1,084 1,753
1,328 1,476 1,255 1,560 1,181 1,650 1,104 1,747
1,341 1,483 1,270 1,563 1,198 1,650 1,124 1,743
1,352 1,489 1,284 1,567 1,214 1,650 1,143 1,739
1,363 1,496 1,297 1,570 1,229 1,650 1,160 1,735
1,373 1,502 1,309 1,574 1,244 1,650 1,177 1,732
1,383 1,508 1,321 1,577 1,258 1,651 1,193 1,730
1,393 1,514 1,333 1,580 1,271 1,652 1,208 1,728
1,402 1,519 1,343 1,584 1,283 1,653 1,222 1,726
1,411 1,525 1,354 1,587 1,295 1,654 1,236 1,724
1,419 1,530 1,364 1,590 1,307 1,655 1,249 1,723
1,427 1,535 1,373 1,594 1,318 1,656 1,261 1,722
1,435 1,540 1,382 1,597 1,328 1,658 1,273 1,722
1,442 1,544 1,391 1,600 1,338 1,659 1,285 1,721
1,475 1,566 1,430 1,615 1,383 1,665 1,336 1,720
1,503 1,585 1,462 1,628 1,421 1,674 1,378 1,721
1,528 1,601 1,490 1,641 1,452 1,681 1,414 1,724
1,549 1,616 1,514 1,652 1,480 1,689 1,444 1,727
1,567 1,629 1,536 1,662 1,503 1,696 1,471 1,731
1,583 1,641 1,554 1,672 1,525 1,703 1,494 1,735
1,598 1,650 1,571 1,680 1,543 1,709 1,515 1,739
1,611 1,662 1,586 1,688 1,560 1,715 1,534 1,743
1,624 1,671 1,600 1,696 1,575 1,721 1,550 1,747
1,635 1,679 1,612 1,703 1,589 1,726 1,566 1,751
1,645 1,687 1,623 1,709 1,602 1,732 1,579 1,755
1,654 1,694 1,634 1,715 1,613 1,736 1,592 1,758
1,720 1,746 1,706 1,760 1,693 1,774 1,679 1,788
1,758 1,778 1,748 1,789 1,738 1,799 1,728 1,810

 

m=5   m=6   m=7   m=8   m=9  
dl du dl du dl du dl du dl du
                   
                   
                   
                   
0,243 2,822                
0,316 2,645 0,203 3,005            
0,379 2,506 0,268 2,832 0,171 3,149        
0,445 2,39 0,328 2,692 0,230 2,985 0,147 3,266    
0,505 2,296 0,389 2,572 0,286 2,848 0,200 3,111 0,127 3,360
0,562 2,220 0,447 2,472 0,343 2,727 0,251 2,979 0,175 3,216
0,615 2,157 0,502 2,388 0,398 2,624 0,304 2,86 0,222 3,090
0,664 2,104 0,554 2,318 0,451 1,537 0,356 2,757 0,272 2,975
0,710 2,060 0,603 2,257 0,502 2,461 0,407 2,667 0,321 2,873
0,752 2,023 0,649 2,206 0,549 2,396 0,456 2,589 0,416 2,783
0,792 1,991 0,692 2,162 0,595 2,339 0,502 2,521 0,415 2,704
0,829 1,964 0,732 2,124 0,637 2,290 0,547 2,460 0,461 2,633
0,863 1,940 0,769 2,090 0,677 2,246 0,588 2,407 0,504 2,571
0,895 1,920 0,804 2,061 0,715 2,208 0,628 2,360 0,545 2,514
0,925 1,902 0,837 2,035 0,751 2,174 0,666 2,318 0,584 2,464
0,953 1,886 0,868 2,012 0,784 2,144 0,702 2,280 0,621 2,419
0,979 1,873 0,897 1,992 0,816 2,117 0,735 2,246 0,657 2,379
1,004 1,861 0,925 1,974 0,845 2,093 0,767 2,216 0,691 2,342
1,028 1,850 0,951 1,958 0,874 2,071 0,798 2,183 0,723 2,309
1,050 1,841 0,975 1,944 0,900 2,052 0,826 2,164 0,753 2,278
1,071 1,833 0,998 1,931 0,926 2,034 0,854 2,141 0,782 2,251
1,090 1,825 1,020 1,920 0,950 2,018 0,879 2,120 0,810 2,226
1,109 1,819 1,041 1,909 0,972 2,004 0,904 2,102 0,836 2,203
1,127 1,813 1,061 1,900 0,994 1,991 0,927 2,085 0,861 2,181
1,144 1,808 1,080 1,891 1,015 1,979 0,950 2,069 0,885 2,162
1,160 1,803 1,097 1,884 1,034 1,967 0,971 2,054 0,908 2,144
1,175 1,799 1,114 1,877 1,053 1,957 0,991 2,041 0,930 2,127
1,190 1,795 1,131 1,870 1,071 1,948 1,011 2,029 0,951 2,112
1,204 1,792 1,146 1,864 1,088 1,939 1,029 2,017 0,970 2,098
1,218 1,789 1,161 1,859 1,104 1,932 1,047 2,007 0,990 2,085
1,230 1,786 1,175 1,854 1,120 1,924 1,064 1,997 1,089 2,072
1,287 1,776 1,238 1,835 1,189 1,895 1,139 1,958 1,156 2,022
1,335 1,771 1,291 1,822 1,246 1,875 1,201 1,930 1,212 1,986
1,374 1,768 1,334 1,814 1,294 1,861 1,253 1,909 1,260 1,959
1,408 1,767 1,372 1,808 1,335 1,850 1,296 1,894 1,301 1,939
1,438 1,767 1,404 1,805 1,370 1,843 1,336 1,882 1,337 1,923
1,464 1,768 1,433 1,802 1,401 1,837 1,369 1,873 1,369 1,910
1,487 1,770 1,458 1,801 1,428 1,834 1,399 1,867 1,397 1,901
1,507 1,772 1,480 1,801 1,453 1,831 1,425 1,861 1,422 1,893
1,525 1,774 1,500 1,801 1,474 1,829 1,448 1,857 1,445 1,886
1,542 1,776 1,518 1,801 1,494 1,827 1,469 1,854 1,465 1,881
1,557 1,778 1,535 1,802 1,512 1,827 1,489 1,852 1,484 1,877
1,571 1,780 1,550 1,803 1,528 1,826 1,506 1,850 1,608 1,874
1,665 1,802 1,651 1,817 1,637 1,832 1,622 1,847 1,608 1,862
1,718 1,820 1,707 1,831 1,697 1,841 1,686 1,852 1,675 1,863

 

 


[1] Рассчитывается как сумма объема продаж за 4 квартала, деленная на 4. 84=(63+74+79+120)/4

[2] Рассчитывается как сумма 2 кварталов деленная на 2. 84,5=(84+85)/2

[3] Рассчитывается как отношение объема продаж на центрированную скользящую среднюю. 0,935=79/84,5