| Multiple Linear Regression - Estimated Regression Equation |
| Orders[t] = + 45.7945811606209 + 10.0989931803165Group[t] + 0.00487769208390905Costs[t] -4.40797450353478e-05Dividends[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) | 45.7945811606209 | 13.852164 | 3.306 | 0.001332 | 0.000666 |
| Group | 10.0989931803165 | 12.421404 | 0.813 | 0.418212 | 0.209106 |
| Costs | 0.00487769208390905 | 0.000286 | 17.0807 | 0 | 0 |
| Dividends | -4.40797450353478e-05 | 0.000115 | -0.3837 | 0.702069 | 0.351035 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.874706146469247 |
| R-squared | 0.76511084267108 |
| Adjusted R-squared | 0.75777055650455 |
| F-TEST (value) | 104.234470606873 |
| F-TEST (DF numerator) | 3 |
| F-TEST (DF denominator) | 96 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 60.4832287994374 |
| Sum Squared Residuals | 351189.212736488 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 807 | 839.397501630414 | -32.3975016304135 |
| 2 | 444 | 197.595753008283 | 246.404246991717 |
| 3 | 412 | 476.182587507249 | -64.1825875072493 |
| 4 | 428 | 460.26683489604 | -32.2668348960402 |
| 5 | 315 | 316.912652653129 | -1.91265265312888 |
| 6 | 168 | 256.919145610329 | -88.9191456103286 |
| 7 | 263 | 239.829391124800 | 23.1706088751998 |
| 8 | 267 | 265.951173046570 | 1.04882695342970 |
| 9 | 228 | 237.137544244747 | -9.13754424474746 |
| 10 | 129 | 133.170207758457 | -4.17020775845691 |
| 11 | 104 | 160.961762613542 | -56.9617626135422 |
| 12 | 122 | 105.522129735906 | 16.4778702640936 |
| 13 | 393 | 143.835695904485 | 249.164304095515 |
| 14 | 190 | 256.808222051449 | -66.8082220514494 |
| 15 | 280 | 172.710988945684 | 107.289011054316 |
| 16 | 63 | 71.193849041733 | -8.19384904173297 |
| 17 | 102 | 67.8359217474689 | 34.1640782525311 |
| 18 | 265 | 157.918969774634 | 107.081030225366 |
| 19 | 234 | 237.610246558747 | -3.61024655874678 |
| 20 | 277 | 127.304999588842 | 149.695000411158 |
| 21 | 73 | 115.615512920538 | -42.6155129205376 |
| 22 | 67 | 161.294830841061 | -94.2948308410607 |
| 23 | 103 | 103.497392239681 | -0.497392239681171 |
| 24 | 290 | 119.629361260831 | 170.370638739169 |
| 25 | 83 | 74.7426487246374 | 8.25735127536259 |
| 26 | 56 | 120.165217932831 | -64.1652179328312 |
| 27 | 236 | 187.524243591526 | 48.4757564084736 |
| 28 | 73 | 102.566672325118 | -29.5666723251182 |
| 29 | 34 | 86.1686896972566 | -52.1686896972566 |
| 30 | 139 | 113.913706394026 | 25.0862936059736 |
| 31 | 26 | 68.484484314601 | -42.484484314601 |
| 32 | 70 | 108.865583095723 | -38.8655830957226 |
| 33 | 40 | 86.4078707974602 | -46.4078707974602 |
| 34 | 42 | 73.4340445874074 | -31.4340445874074 |
| 35 | 12 | 43.3255209020857 | -31.3255209020857 |
| 36 | 211 | 131.824370668339 | 79.1756293316608 |
| 37 | 74 | 92.2620557351537 | -18.2620557351537 |
| 38 | 80 | 76.9629818183353 | 3.03701818166473 |
| 39 | 83 | 58.9757907759934 | 24.0242092240066 |
| 40 | 131 | 62.124170277246 | 68.875829722754 |
| 41 | 203 | 82.2631631876945 | 120.736836812305 |
| 42 | 56 | 108.455357918516 | -52.455357918516 |
| 43 | 89 | 63.7309728787984 | 25.2690271212016 |
| 44 | 88 | 74.1191964484381 | 13.8808035515619 |
| 45 | 39 | 65.3200290380524 | -26.3200290380524 |
| 46 | 25 | 69.4004150318398 | -44.4004150318398 |
| 47 | 49 | 70.4685825707334 | -21.4685825707334 |
| 48 | 149 | 86.3838616064697 | 62.6161383935303 |
| 49 | 58 | 64.3259475491496 | -6.32594754914958 |
| 50 | 41 | 53.5674051203335 | -12.5674051203335 |
| 51 | 90 | 66.5423253662391 | 23.4576746337609 |
| 52 | 136 | 70.1958541279415 | 65.8041458720585 |
| 53 | 97 | 83.1020874881536 | 13.8979125118464 |
| 54 | 63 | 54.9797131640019 | 8.02028683599815 |
| 55 | 114 | 71.71062335729 | 42.28937664271 |
| 56 | 77 | 54.7187948902316 | 22.2812051097684 |
| 57 | 6 | 61.8567559285823 | -55.8567559285823 |
| 58 | 47 | 68.1259901087957 | -21.1259901087957 |
| 59 | 51 | 47.6769657346223 | 3.32303426537766 |
| 60 | 85 | 97.534401176312 | -12.5344011763120 |
| 61 | 43 | 78.878786445081 | -35.878786445081 |
| 62 | 32 | 50.5885399658316 | -18.5885399658316 |
| 63 | 25 | 66.9486995644051 | -41.9486995644051 |
| 64 | 77 | 89.1405312028352 | -12.1405312028352 |
| 65 | 54 | 56.2409531723265 | -2.24095317232652 |
| 66 | 251 | 106.434915186852 | 144.565084813148 |
| 67 | 15 | 46.5257035133101 | -31.5257035133101 |
| 68 | 44 | 61.480855953518 | -17.4808559535180 |
| 69 | 73 | 46.9608548380528 | 26.0391451619472 |
| 70 | 85 | 71.160107636645 | 13.8398923633550 |
| 71 | 49 | 69.5414473046244 | -20.5414473046244 |
| 72 | 38 | 69.0426577717164 | -31.0426577717164 |
| 73 | 35 | 48.0630949845917 | -13.0630949845917 |
| 74 | 9 | 45.001959989979 | -36.001959989979 |
| 75 | 34 | 50.1877788567941 | -16.1877788567941 |
| 76 | 20 | 61.0810988201581 | -41.0810988201581 |
| 77 | 29 | 45.6718613713201 | -16.6718613713201 |
| 78 | 11 | 46.482949419796 | -35.482949419796 |
| 79 | 52 | 48.9760275391441 | 3.02397246085592 |
| 80 | 13 | 53.9464818012494 | -40.9464818012494 |
| 81 | 29 | 49.8377252246699 | -20.8377252246699 |
| 82 | 66 | 74.7335887175991 | -8.73358871759909 |
| 83 | 33 | 43.9416331788179 | -10.9416331788179 |
| 84 | 15 | 48.0183626198973 | -33.0183626198973 |
| 85 | 15 | 43.7736230829941 | -28.7736230829941 |
| 86 | 68 | 80.825758941222 | -12.825758941222 |
| 87 | 100 | 59.5804097838371 | 40.4195902161629 |
| 88 | 13 | 43.8460045920571 | -30.8460045920571 |
| 89 | 45 | 51.3334711467826 | -6.33347114678256 |
| 90 | 14 | 44.0048113215194 | -30.0048113215194 |
| 91 | 36 | 51.3429793026504 | -15.3429793026504 |
| 92 | 40 | 66.6235451937197 | -26.6235451937198 |
| 93 | 68 | 53.9808581996351 | 14.0191418003649 |
| 94 | 29 | 82.1653762826792 | -53.1653762826792 |
| 95 | 43 | 53.3543609151836 | -10.3543609151836 |
| 96 | 30 | 68.139251258135 | -38.139251258135 |
| 97 | 9 | 42.1405226171751 | -33.1405226171751 |
| 98 | 22 | 59.696938122024 | -37.6969381220240 |
| 99 | 19 | 52.5644456448636 | -33.5644456448636 |
| 100 | 9 | 59.4118594817504 | -50.4118594817504 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 7 | 0.99938030138636 | 0.00123939722727854 | 0.00061969861363927 |
| 8 | 0.998358007979299 | 0.00328398404140280 | 0.00164199202070140 |
| 9 | 0.998105072720163 | 0.00378985455967432 | 0.00189492727983716 |
| 10 | 0.997201512902782 | 0.00559697419443593 | 0.00279848709721797 |
| 11 | 0.99625149826027 | 0.00749700347946175 | 0.00374850173973088 |
| 12 | 0.992573997962 | 0.0148520040759988 | 0.00742600203799938 |
| 13 | 0.999954934810484 | 9.01303790316722e-05 | 4.50651895158361e-05 |
| 14 | 0.99998773740764 | 2.45251847220188e-05 | 1.22625923610094e-05 |
| 15 | 0.99998414293163 | 3.17141367395205e-05 | 1.58570683697603e-05 |
| 16 | 0.999966792965499 | 6.64140690025053e-05 | 3.32070345012527e-05 |
| 17 | 0.999972045436986 | 5.59091260279875e-05 | 2.79545630139938e-05 |
| 18 | 0.999969334501872 | 6.13309962563112e-05 | 3.06654981281556e-05 |
| 19 | 0.999975339848616 | 4.93203027675686e-05 | 2.46601513837843e-05 |
| 20 | 0.999998375841786 | 3.24831642883184e-06 | 1.62415821441592e-06 |
| 21 | 0.999999447531877 | 1.10493624703781e-06 | 5.52468123518904e-07 |
| 22 | 0.999999988813796 | 2.23724077721399e-08 | 1.11862038860699e-08 |
| 23 | 0.999999980884161 | 3.82316774225091e-08 | 1.91158387112546e-08 |
| 24 | 0.999999999796325 | 4.07350790931446e-10 | 2.03675395465723e-10 |
| 25 | 0.999999999492118 | 1.01576474914219e-09 | 5.07882374571095e-10 |
| 26 | 0.999999999925463 | 1.49074695388788e-10 | 7.45373476943942e-11 |
| 27 | 0.999999999802597 | 3.94805219135855e-10 | 1.97402609567927e-10 |
| 28 | 0.999999999777774 | 4.4445124927184e-10 | 2.2222562463592e-10 |
| 29 | 0.999999999861598 | 2.76803983186828e-10 | 1.38401991593414e-10 |
| 30 | 0.999999999642615 | 7.1477065875434e-10 | 3.5738532937717e-10 |
| 31 | 0.999999999654708 | 6.90584992181556e-10 | 3.45292496090778e-10 |
| 32 | 0.999999999798551 | 4.02897361442436e-10 | 2.01448680721218e-10 |
| 33 | 0.9999999998307 | 3.38598788635981e-10 | 1.69299394317991e-10 |
| 34 | 0.99999999971465 | 5.70700414088547e-10 | 2.85350207044273e-10 |
| 35 | 0.999999999790805 | 4.183891170377e-10 | 2.0919455851885e-10 |
| 36 | 0.999999999633776 | 7.32447181492801e-10 | 3.66223590746400e-10 |
| 37 | 0.999999999583987 | 8.3202681113691e-10 | 4.16013405568455e-10 |
| 38 | 0.99999999897133 | 2.05734125917419e-09 | 1.02867062958710e-09 |
| 39 | 0.99999999773051 | 4.53898133844747e-09 | 2.26949066922374e-09 |
| 40 | 0.999999998892031 | 2.21593774935317e-09 | 1.10796887467658e-09 |
| 41 | 0.999999999916185 | 1.67630566929695e-10 | 8.38152834648473e-11 |
| 42 | 0.999999999998954 | 2.09214154651619e-12 | 1.04607077325810e-12 |
| 43 | 0.999999999997307 | 5.38511449329614e-12 | 2.69255724664807e-12 |
| 44 | 0.999999999993013 | 1.39747943055888e-11 | 6.98739715279438e-12 |
| 45 | 0.999999999988967 | 2.20649366923947e-11 | 1.10324683461973e-11 |
| 46 | 0.999999999984555 | 3.08900884735146e-11 | 1.54450442367573e-11 |
| 47 | 0.999999999983991 | 3.20175321391646e-11 | 1.60087660695823e-11 |
| 48 | 0.999999999980236 | 3.95288782497152e-11 | 1.97644391248576e-11 |
| 49 | 0.999999999961213 | 7.75744100376064e-11 | 3.87872050188032e-11 |
| 50 | 0.999999999896497 | 2.07005778482932e-10 | 1.03502889241466e-10 |
| 51 | 0.999999999877197 | 2.45605720504706e-10 | 1.22802860252353e-10 |
| 52 | 0.999999999983466 | 3.30671960278908e-11 | 1.65335980139454e-11 |
| 53 | 0.999999999957028 | 8.59448466081113e-11 | 4.29724233040556e-11 |
| 54 | 0.999999999951158 | 9.76845988736136e-11 | 4.88422994368068e-11 |
| 55 | 0.99999999997319 | 5.36182649433174e-11 | 2.68091324716587e-11 |
| 56 | 0.999999999962772 | 7.44567407789866e-11 | 3.72283703894933e-11 |
| 57 | 0.99999999999151 | 1.69806471456701e-11 | 8.49032357283505e-12 |
| 58 | 0.999999999993435 | 1.31307367250917e-11 | 6.56536836254585e-12 |
| 59 | 0.999999999983723 | 3.25538325723286e-11 | 1.62769162861643e-11 |
| 60 | 0.999999999985358 | 2.92839998359911e-11 | 1.46419999179955e-11 |
| 61 | 0.999999999981193 | 3.76137130680994e-11 | 1.88068565340497e-11 |
| 62 | 0.999999999940565 | 1.18870866808293e-10 | 5.94354334041463e-11 |
| 63 | 0.999999999857877 | 2.84245243842806e-10 | 1.42122621921403e-10 |
| 64 | 0.99999999979682 | 4.06359281193314e-10 | 2.03179640596657e-10 |
| 65 | 0.999999999347286 | 1.30542819704512e-09 | 6.52714098522558e-10 |
| 66 | 0.999999999966766 | 6.64688880811658e-11 | 3.32344440405829e-11 |
| 67 | 0.99999999990625 | 1.87497987565740e-10 | 9.37489937828701e-11 |
| 68 | 0.999999999749257 | 5.0148527920526e-10 | 2.5074263960263e-10 |
| 69 | 0.999999999892139 | 2.15723027667232e-10 | 1.07861513833616e-10 |
| 70 | 0.999999999961355 | 7.72892082457807e-11 | 3.86446041228903e-11 |
| 71 | 0.999999999874632 | 2.50736198417672e-10 | 1.25368099208836e-10 |
| 72 | 0.99999999995215 | 9.56984960346385e-11 | 4.78492480173192e-11 |
| 73 | 0.999999999808043 | 3.83913225876775e-10 | 1.91956612938388e-10 |
| 74 | 0.999999999506761 | 9.86477609720943e-10 | 4.93238804860472e-10 |
| 75 | 0.99999999798508 | 4.02983902960578e-09 | 2.01491951480289e-09 |
| 76 | 0.999999992504774 | 1.49904521366898e-08 | 7.4952260683449e-09 |
| 77 | 0.99999997207674 | 5.58465195542801e-08 | 2.79232597771400e-08 |
| 78 | 0.999999938973512 | 1.22052976665153e-07 | 6.10264883325763e-08 |
| 79 | 0.999999834099648 | 3.31800703639066e-07 | 1.65900351819533e-07 |
| 80 | 0.999999615710224 | 7.6857955262764e-07 | 3.8428977631382e-07 |
| 81 | 0.999998803075651 | 2.39384869735073e-06 | 1.19692434867536e-06 |
| 82 | 0.99999740336606 | 5.19326787856315e-06 | 2.59663393928158e-06 |
| 83 | 0.999994978725768 | 1.00425484634813e-05 | 5.02127423174065e-06 |
| 84 | 0.999996720597317 | 6.55880536538087e-06 | 3.27940268269044e-06 |
| 85 | 0.999986772297818 | 2.64554043632050e-05 | 1.32277021816025e-05 |
| 86 | 0.999947448231101 | 0.00010510353779793 | 5.2551768898965e-05 |
| 87 | 0.999995721837073 | 8.55632585383927e-06 | 4.27816292691964e-06 |
| 88 | 0.999978734301212 | 4.25313975753259e-05 | 2.12656987876630e-05 |
| 89 | 0.999944192961312 | 0.000111614077376185 | 5.58070386880927e-05 |
| 90 | 0.999707670735233 | 0.000584658529533923 | 0.000292329264766961 |
| 91 | 0.998513870485837 | 0.00297225902832671 | 0.00148612951416336 |
| 92 | 0.996405965567034 | 0.0071880688659312 | 0.0035940344329656 |
| 93 | 0.999308214599662 | 0.00138357080067675 | 0.000691785400338373 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 86 | 0.988505747126437 | NOK |
| 5% type I error level | 87 | 1 | NOK |
| 10% type I error level | 87 | 1 | NOK |
