F-test

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F-test

Etymology: Sir Ronald Aylmer Fisher, British statistician, 1890-1962
a statistical test comparing the means of more than two groups simultaneously by comparing two different measures of variance of the observations. One statistic measures the variations between the means of the groups (the between-groups variation), the other the variations within the groups (the within-group variation). If the two measures of variance yield similar results and their ratio, the F-ratio, approximates 1.0, the null hypothesis that all observations came from the same population cannot be rejected, whereas under the alternative hypothesis, the F-ratio is expected to be larger than 1.0. The test is the first step in the analysis of variance.
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Turning to the joint hypothesis test of rational expectations (8), the F-test statistic is 4.
However, turning to the joint hypothesis test of strong rational expectations (2), the F-test statistic is 10.
Turning to the joint hypothesis test of adaptive expectations (16), the F-test statistic of 6.
The F-test statistics for the associated joint hypothesis tests suggest that the null is not consistent with the data for either statistical model.
01) as refer to the p-value of F-Test statistic is at 307.
7) If the F-test statistic exceeds the upper critical value, the null hypothesis of no long-run relationship can be rejected regardless of whether the underlying orders of integration of the variables are I(0) or I(1).
Firstly, we try to find out the direction of relationship between economic growth and its determinants in the case of Pakistan by analysing the PSS F-test statistics.
The following F-test statistic was used to test the homogeneity of the variances of the 1-month percentage changes for the PPI data series and for the corresponding measures based on alternative data sources:
The equation has an improved fit, as measured both by R-bar square and the F-test statistic.
While R-bar square rises slightly, to the highest value for any of the equations, the F-test statistic declines somewhat from its peak value in equation 4.
The regressions yield statistically significant explanations of the prices Of DRAM's and EPROM's, as measured by F-test statistics.
Table 3 Lag length Selection and Bound Testing for Panel Cointegration Lags Order AIC HQ SBC F-test Statistics 0 24.