Finance Train LogoFinance Train
Learning LibraryTemplatesBlog
Data Science Bundle
Finance TrainFinance Train
Learning LibraryTemplatesBlog
Data Science Bundle
Lesson 10 of 17

Fcalc – the Global Test for Regression Significance

  • A statistically significant Fcalc (i.e. one that passes the Fcritical threshold, based on your degrees of freedom) can indicate that your model as a whole is meaningful.
  • This test is really applicable for multiple regressions, where there is more than one slope coefficient (b1, b2, b3 … bi), as a t-test will not work for multiple regression models.
  • The F-test is a one tailed test.
  • The null hypothesis will be that the Fcalc is less than or equal to the Fcritical and you will be looking to reject the null with an Fcalc > Fcritical.
  • A rejection of the null indicates that at least one of the slope coefficients is significant and there is some validity to the model.
  • Fcalc has a math relationship with RSS (and MSSR), SSE (and MSSE), and TSS.
Previous Lesson

Multiple Regression and Coefficient of Determination (R-Squared)

Next Lesson

Regression Analysis and Assumption Violations

Back to ebook

Quantitative Methods

17 lessons

Lessons

1
CFA L2: Quantitative Methods - Introduction
2
Quants: Correlation Analysis
3
Quants: Single Variable Linear Regression Analysis
4
Standard Error of the Estimate or SEE
5
Confidence Intervals (CI) for Dependent Variable Prediction
6
Coefficient of Determination (R-Squared)
7
Analysis of Variance or ANOVA
8
Multiple Regression Analysis
9
Multiple Regression and Coefficient of Determination (R-Squared)
10
Fcalc – the Global Test for Regression Significance
11
Regression Analysis and Assumption Violations
12
Qualitative and Dummy Variables in Regression Modeling
13
Time Series Analysis: Simple and Log-linear Trend Models
14
Auto-Regressive (AR) Time Series Models
15
Auto-Regressive Models - Random Walks and Unit Roots
16
ARMA Models and ARCH Testing
17
How to Select the Most Appropriate Time Series Model?
Finance Train

Learn data science and AI skills for finance through practical courses and tutorials.

Learn

  • Learning Library
  • Course Directory
  • Blog

Resources

  • Templates & Downloads
  • Tools
  • Tables
  • Calculators

Company

  • About
  • Contact
  • Privacy
  • Terms

© 2026 Finance Train. All rights reserved.