Table 1.
Critical F-value as a function of sample size (length of time series) and level of significance, α. J is the number of frequency bins obtained from the periodogram, excluding 0 and the Nyquist frequency. z is the denominator degrees of freedom.
| F2,2(J-1)1-α | α | ||||||||
|---|---|---|---|---|---|---|---|---|---|
| Data length | J | z =2( J −1) | 0.1 | 0.05 | 0.025 | 0.01 | 0.005 | 0.025 | 0.001 |
| 64 | 63 | 124 | 2.3469 | 3.0693 | 3.8008 | 4.7805 | 5.5313 | 6.2905 | 7.3073 |
| 128 | 127 | 252 | 2.3238 | 3.0316 | 3.7434 | 4.6904 | 5.4113 | 6.1362 | 7.1006 |
| 256 | 255 | 508 | 2.3131 | 3.0135 | 3.7158 | 4.6472 | 5.3540 | 6.0627 | 7.0025 |
| 512 | 511 | 1020 | 2.3078 | 3.0045 | 3.7023 | 4.6260 | 5.3259 | 6.0268 | 6.9547 |
| 1024 | 1023 | 2044 | 2.3052 | 3.0001 | 3.6955 | 4.6156 | 5.3121 | 6.0091 | 6.9312 |
| 2048 | 2047 | 4092 | 2.3039 | 2.9979 | 3.6922 | 4.6104 | 5.3052 | 6.0002 | 6.9194 |
| 4096 | 4095 | 8188 | 2.3032 | 2.9968 | 3.6905 | 4.6078 | 5.3017 | 5.9959 | 6.9136 |
| 8192 | 8191 | 16380 | 2.3029 | 2.9963 | 3.6897 | 4.6065 | 5.3000 | 5.9937 | 6.9107 |
| 16384 | 16383 | 32764 | 2.3027 | 2.9960 | 3.6893 | 4.6058 | 5.2992 | 5.9926 | 6.9092 |
| 32768 | 32767 | 65532 | 2.3027 | 2.9959 | 3.6891 | 4.6055 | 5.2987 | 5.9920 | 6.9085 |
| 65536 | 65535 | 131068 | 2.3026 | 2.9958 | 3.6890 | 4.6053 | 5.2985 | 5.9917 | 6.9081 |
| 131072 | 131071 | 262140 | 2.3026 | 2.9958 | 3.6889 | 4.6053 | 5.2984 | 5.9916 | 6.9079 |