Hotellings T-Squared Analysis in Excel with UNISTAT
The UNISTAT statistics add-in extends Excel with Hotellings T-Squared Analysis capabilities.
For further information visit UNISTAT User's Guide section 9.3.4. Hotellings T-Squared Analysis.
Here we provide a sample output from the UNISTAT Excel statistics add-in for data analysis.
Hotelling’s T-Squared Analysis
Summary Information
Sample: Region
F-Statistic with (4, N-4) Degrees of Freedom
| Sample | N | T-Squared | F-Statistic | Probability |
|---|---|---|---|---|
| 1 | 14 | 5.3016 | 0.9467 | 0.4765 |
| 2 | 26 | 8.7360 | 1.8480 | 0.1556 |
| 3 | 16 | 12.9511 | 2.4283 | 0.1050 |
Chart Summary
| Sample | N | T-Squared | UCL |
|---|---|---|---|
| 1 | 14 | 5.3016 | 19.4771 |
| 2 | 26 | 8.7360 | 13.3153 |
| 3 | 16 | 12.9511 | 17.3822 |
| Beta Probability | 0.0500 |
|---|
Table of Means
| Sample | Wages | Energy | Interest | Fixed Capital |
|---|---|---|---|---|
| 1 | 101.7929 | 101.7621 | 84.0307 | 84.3900 |
| 2 | 101.9038 | 101.2758 | 84.3892 | 84.2292 |
| 3 | 102.3000 | 99.8831 | 84.0388 | 83.6412 |
| Overall | 101.9989 | 100.9737 | 84.1529 | 84.0868 |
Average Within-Sample Covariance Matrix
| Wages | Energy | Interest | Fixed Capital | |
|---|---|---|---|---|
| Wages | 185.8227 | 197.8521 | 162.6019 | 155.2721 |
| Energy | 197.8521 | 225.6342 | 175.3894 | 175.7185 |
| Interest | 162.6019 | 175.3894 | 162.2810 | 148.0180 |
| Fixed Capital | 155.2721 | 175.7185 | 148.0180 | 153.8672 |
