Deriving P-Value through LINEST Function

[RJ]

Hi all,

I was wondering if anybody knew how to derive the P-Values using =LINEST()
that are calculated using the Regressions option for the Data Analysis
Tool-Pak. I am not sure what the calculation is.

I can get the t-stats via =Mn/SEn from the LINEST array, but can not find
the P-value calculation anywhere.

Any help is greatly appreciated.
Thanks!


Best,
RJ

 

[Stan Brown]

Mon, 28 May 2007 07:56:01 -0700 from RJ

I was wondering if anybody knew how to derive the P-Values using =LINEST()
that are calculated using the Regressions option for the Data Analysis
Tool-Pak. I am not sure what the calculation is.

I can get the t-stats via =Mn/SEn from the LINEST array, but can not find
the P-value calculation anywhere.

If you have the t statistic, you can then use TDIST to get the p-
value.