| Multiple Linear Regression - Estimated Regression Equation |
| Wealth [t] = -221951.996780993 + 477656.359683362Group[t] + 29.9579732094198Costs[t] -263.091169044559Trades[t] + 2.95275419706209Dividends[t] + e[t] |
| Multiple Linear Regression - Ordinary Least Squares | |||||
| Variable | Parameter | S.D. | T-STAT H0: parameter = 0 | 2-tail p-value | 1-tail p-value |
| (Intercept) | -221951.996780993 | 217672.342763 | -1.0197 | 0.313109 | 0.156555 |
| Group | 477656.359683362 | 184867.557988 | 2.5838 | 0.012942 | 0.006471 |
| Costs | 29.9579732094198 | 4.907429 | 6.1046 | 0 | 0 |
| Trades | -263.091169044559 | 630.208396 | -0.4175 | 0.678238 | 0.339119 |
| Dividends | 2.95275419706209 | 1.390137 | 2.1241 | 0.038955 | 0.019477 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.81822113248815 |
| R-squared | 0.66948582165019 |
| Adjusted R-squared | 0.641356955407653 |
| F-TEST (value) | 23.8006685330879 |
| F-TEST (DF numerator) | 4 |
| F-TEST (DF denominator) | 47 |
| p-value | 8.40502112353647e-11 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 654607.592285178 |
| Sum Squared Residuals | 20140021694237.7 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 6282154 | 5470436.17116513 | 811717.828834872 |
| 2 | 4321023 | 1308295.06600739 | 3012727.93399261 |
| 3 | 4111912 | 3210385.19944619 | 901526.800553815 |
| 4 | 223193 | 2085136.85123763 | -1861943.85123763 |
| 5 | 1491348 | 2188582.16876126 | -697234.168761255 |
| 6 | 1629616 | 1956104.66867874 | -326488.668678742 |
| 7 | 1398893 | 1260194.85675948 | 138698.143240518 |
| 8 | 1926517 | 2209900.99793522 | -283383.997935222 |
| 9 | 983660 | 1444810.66208620 | -461150.662086203 |
| 10 | 1443586 | 855788.239654935 | 587797.760345065 |
| 11 | 1073089 | 1246643.94885000 | -173554.948850005 |
| 12 | 984885 | 270736.373489261 | 714148.626510739 |
| 13 | 1405225 | 727439.293218232 | 677785.706781768 |
| 14 | 227132 | 1114315.48460017 | -887183.484600174 |
| 15 | 929118 | 1147675.70852365 | -218557.708523652 |
| 16 | 1071292 | 380095.434426599 | 691196.565573401 |
| 17 | 638830 | 813656.88593123 | -174826.88593123 |
| 18 | 856956 | 1114346.61474450 | -257390.614744496 |
| 19 | 992426 | 1428649.81173538 | -436223.811735376 |
| 20 | 444477 | 576524.174314352 | -132047.174314352 |
| 21 | 857217 | 856620.450416104 | 596.549583896396 |
| 22 | 711969 | 1138198.98414872 | -426229.984148723 |
| 23 | 702380 | 639255.206780425 | 63124.7932195747 |
| 24 | 358589 | 529079.081109034 | -170490.081109034 |
| 25 | 297978 | 360254.84654768 | -62276.8465476802 |
| 26 | 585715 | 423763.058898064 | 161951.941101936 |
| 27 | 657954 | 1231714.77786006 | -573760.777860062 |
| 28 | 209458 | 179036.051553871 | 30421.9484461287 |
| 29 | 786690 | 119977.741433761 | 666712.25856624 |
| 30 | 439798 | 262161.698983842 | 177636.301016158 |
| 31 | 688779 | 606631.230481786 | 82147.7695182141 |
| 32 | 574339 | 900740.505008564 | -326401.505008564 |
| 33 | 741409 | 690995.150847245 | 50413.8491527554 |
| 34 | 597793 | 679754.809944308 | -81961.8099443082 |
| 35 | 644190 | 729524.05665266 | -85334.0566526595 |
| 36 | 377934 | 595453.910894365 | -217519.910894365 |
| 37 | 640273 | 325028.804682799 | 315244.195317201 |
| 38 | 697458 | 726366.657078177 | -28908.6570781769 |
| 39 | 550608 | 872044.0615923 | -321436.061592300 |
| 40 | 207393 | 97440.3726390183 | 109952.627360982 |
| 41 | 301607 | 190642.757280342 | 110964.242719658 |
| 42 | 345783 | 457750.155192355 | -111967.155192355 |
| 43 | 501749 | 608806.411451516 | -107057.411451516 |
| 44 | 379983 | 303212.42168357 | 76770.5783164301 |
| 45 | 387475 | 104591.378266057 | 282883.621733943 |
| 46 | 377305 | 660208.80207315 | -282903.802073150 |
| 47 | 370837 | 966893.571953943 | -596056.571953943 |
| 48 | 430866 | 799859.781816084 | -368993.781816084 |
| 49 | 469107 | 262772.163424441 | 206334.836575559 |
| 50 | 194493 | 63389.2843689865 | 131103.715631014 |
| 51 | 530670 | 641132.724164553 | -110462.724164553 |
| 52 | 518365 | 738476.479206668 | -220111.479206668 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 8 | 0.999999990621384 | 1.87572320221311e-08 | 9.37861601106556e-09 |
| 9 | 0.999999999997803 | 4.39312972159231e-12 | 2.19656486079616e-12 |
| 10 | 0.999999999999195 | 1.60935808959663e-12 | 8.04679044798316e-13 |
| 11 | 0.999999999998945 | 2.1092015199661e-12 | 1.05460075998305e-12 |
| 12 | 0.99999999999984 | 3.20199698655625e-13 | 1.60099849327812e-13 |
| 13 | 0.999999999999994 | 1.21083347501290e-14 | 6.05416737506449e-15 |
| 14 | 0.999999999999998 | 3.80192995143026e-15 | 1.90096497571513e-15 |
| 15 | 0.999999999999998 | 3.80005210880683e-15 | 1.90002605440342e-15 |
| 16 | 1 | 2.73552190141335e-17 | 1.36776095070668e-17 |
| 17 | 1 | 1.40976213093326e-16 | 7.04881065466632e-17 |
| 18 | 1 | 2.34720406089502e-16 | 1.17360203044751e-16 |
| 19 | 1 | 7.65145189822483e-16 | 3.82572594911242e-16 |
| 20 | 0.999999999999997 | 5.60599933817721e-15 | 2.80299966908860e-15 |
| 21 | 0.999999999999995 | 1.03736847676637e-14 | 5.18684238383185e-15 |
| 22 | 0.999999999999973 | 5.29952152183245e-14 | 2.64976076091622e-14 |
| 23 | 0.999999999999927 | 1.45434863563569e-13 | 7.27174317817844e-14 |
| 24 | 0.999999999999563 | 8.74897187275538e-13 | 4.37448593637769e-13 |
| 25 | 0.999999999998124 | 3.75301170712456e-12 | 1.87650585356228e-12 |
| 26 | 0.999999999991231 | 1.75379519334393e-11 | 8.76897596671964e-12 |
| 27 | 0.999999999962574 | 7.48527382831071e-11 | 3.74263691415535e-11 |
| 28 | 0.99999999991311 | 1.73781585938473e-10 | 8.68907929692366e-11 |
| 29 | 0.999999999979826 | 4.03480187472561e-11 | 2.01740093736280e-11 |
| 30 | 0.999999999893405 | 2.13190904160730e-10 | 1.06595452080365e-10 |
| 31 | 0.999999999647333 | 7.05333521968439e-10 | 3.52666760984219e-10 |
| 32 | 0.999999997972251 | 4.05549803724521e-09 | 2.02774901862261e-09 |
| 33 | 0.999999996615568 | 6.76886342308474e-09 | 3.38443171154237e-09 |
| 34 | 0.999999984115585 | 3.17688304913531e-08 | 1.58844152456765e-08 |
| 35 | 0.999999948626123 | 1.02747755012271e-07 | 5.13738775061356e-08 |
| 36 | 0.999999780178622 | 4.39642756576804e-07 | 2.19821378288402e-07 |
| 37 | 0.999999770668054 | 4.5866389116576e-07 | 2.2933194558288e-07 |
| 38 | 0.999999723332891 | 5.53334217357296e-07 | 2.76667108678648e-07 |
| 39 | 0.999998503994833 | 2.99201033445802e-06 | 1.49600516722901e-06 |
| 40 | 0.999994296273741 | 1.14074525175525e-05 | 5.70372625877624e-06 |
| 41 | 0.999960263323764 | 7.94733524713547e-05 | 3.97366762356773e-05 |
| 42 | 0.999746137974381 | 0.000507724051237981 | 0.000253862025618991 |
| 43 | 0.998375053539995 | 0.00324989292000952 | 0.00162494646000476 |
| 44 | 0.989961086396828 | 0.0200778272063436 | 0.0100389136031718 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 36 | 0.972972972972973 | NOK |
| 5% type I error level | 37 | 1 | NOK |
| 10% type I error level | 37 | 1 | NOK |
