| Multiple Linear Regression - Estimated Regression Equation |
| Wealth[t] = -119201.506007197 + 194798.386004112Group[t] + 19.0472970135833Costs[t] + 1974.32364909872Orders[t] + 2.42321936149088Dividends[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) | -119201.506007197 | 114732.051052 | -1.039 | 0.301463 | 0.150731 |
| Group | 194798.386004112 | 97817.177056 | 1.9915 | 0.049303 | 0.024651 |
| Costs | 19.0472970135833 | 4.504053 | 4.2289 | 5.4e-05 | 2.7e-05 |
| Orders | 1974.32364909872 | 800.974594 | 2.4649 | 0.015501 | 0.007751 |
| Dividends | 2.42321936149088 | 0.902329 | 2.6855 | 0.008547 | 0.004274 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.83126243133805 |
| R-squared | 0.690997229754047 |
| Adjusted R-squared | 0.677986586796323 |
| F-TEST (value) | 53.1101523575211 |
| F-TEST (DF numerator) | 4 |
| F-TEST (DF denominator) | 95 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 474667.31148489 |
| Sum Squared Residuals | 21404360376267.9 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 6282154 | 5281560.14204184 | 1000593.85795816 |
| 2 | 4321023 | 1717754.93576242 | 2603268.06423758 |
| 3 | 4111912 | 2927841.43670649 | 1184070.56329351 |
| 4 | 223193 | 2276818.20420978 | -2053625.20420978 |
| 5 | 1491348 | 2046242.39641185 | -554894.396411851 |
| 6 | 1629616 | 1600309.72262004 | 29306.2773799624 |
| 7 | 1398893 | 1493461.64996256 | -94568.6499625577 |
| 8 | 1926517 | 2032444.60526627 | -105927.605266266 |
| 9 | 983660 | 1390380.72255497 | -406720.722554969 |
| 10 | 1443586 | 756152.89305449 | 687433.106945511 |
| 11 | 1073089 | 1173131.65669657 | -100042.656696566 |
| 12 | 984885 | 479529.651756862 | 505355.348243138 |
| 13 | 1405225 | 1190480.37738725 | 214744.622612747 |
| 14 | 227132 | 1164657.32175915 | -937525.321759148 |
| 15 | 929118 | 1332043.95406673 | -402925.954066728 |
| 16 | 1071292 | 497175.9585507 | 574116.0414493 |
| 17 | 638830 | 916152.526229453 | -277322.526229453 |
| 18 | 856956 | 1293944.44859101 | -436988.448591013 |
| 19 | 992426 | 1345511.08199643 | -353085.081996428 |
| 20 | 444477 | 1064805.98411520 | -620328.984115203 |
| 21 | 857217 | 666636.6822187 | 190580.317781299 |
| 22 | 711969 | 826578.035066178 | -114609.035066178 |
| 23 | 702380 | 739137.228709075 | -36757.2287090746 |
| 24 | 358589 | 1043733.00575209 | -685144.005752087 |
| 25 | 297978 | 505558.585908963 | -207580.585908963 |
| 26 | 585715 | 447458.523884128 | 138256.476115872 |
| 27 | 657954 | 1250193.44500235 | -592239.445002352 |
| 28 | 209458 | 327281.558534059 | -117823.558534059 |
| 29 | 786690 | 189072.85929498 | 597617.14070502 |
| 30 | 439798 | 550629.762671193 | -110831.762671193 |
| 31 | 688779 | 402309.86127915 | 286469.138720850 |
| 32 | 574339 | 696054.614943248 | -121715.614943248 |
| 33 | 741409 | 482834.93225905 | 258574.067740950 |
| 34 | 597793 | 492074.178633146 | 105718.821366854 |
| 35 | 644190 | 677787.961933096 | -33597.9619330963 |
| 36 | 377934 | 898863.553650983 | -520929.553650983 |
| 37 | 640273 | 438241.381668161 | 202031.618331839 |
| 38 | 697458 | 607735.592911703 | 89722.4070882971 |
| 39 | 550608 | 749232.763017231 | -198624.763017231 |
| 40 | 207393 | 410320.941497424 | -202927.941497424 |
| 41 | 301607 | 756963.15653226 | -455356.15653226 |
| 42 | 345783 | 486366.099751739 | -140583.099751739 |
| 43 | 501749 | 370026.949269875 | 131722.050730125 |
| 44 | 379983 | 470151.597662202 | -90168.5976622025 |
| 45 | 387475 | 213535.434707864 | 173939.565292136 |
| 46 | 377305 | 441884.795152371 | -64579.7951523713 |
| 47 | 370837 | 775751.5230066 | -404914.5230066 |
| 48 | 430866 | 844387.670694155 | -413521.670694155 |
| 49 | 469107 | 384098.972857069 | 85008.0271429313 |
| 50 | 194493 | 190391.018860863 | 4101.98113913751 |
| 51 | 530670 | 575410.940639718 | -44740.9406397184 |
| 52 | 518365 | 749701.796815861 | -231336.796815861 |
| 53 | 491303 | 863546.543166312 | -372243.543166312 |
| 54 | 527021 | 575892.346863288 | -48871.3468632884 |
| 55 | 233773 | 768887.623247804 | -535114.623247804 |
| 56 | 405972 | 226889.832442530 | 179082.167557470 |
| 57 | 652925 | 86042.7999453711 | 566882.200054629 |
| 58 | 446211 | 288459.540150379 | 157751.459849621 |
| 59 | 341340 | 247048.447814658 | 94291.5521853415 |
| 60 | 387699 | 632903.942778169 | -245204.942778169 |
| 61 | 493408 | 495133.867642223 | -1725.86764222306 |
| 62 | 146494 | 119264.251802016 | 27229.7481979839 |
| 63 | 414462 | 413826.809453132 | 635.190546868383 |
| 64 | 364304 | 571370.269568106 | -207066.269568106 |
| 65 | 355178 | 181374.627612577 | 173803.372387423 |
| 66 | 357760 | 848886.148622457 | -491126.148622457 |
| 67 | 261216 | 122949.285535447 | 138266.714464553 |
| 68 | 397144 | 444918.179265144 | -47774.1792651438 |
| 69 | 374943 | 369770.301125591 | 5172.69887440938 |
| 70 | 424898 | 563263.063074457 | -138365.063074458 |
| 71 | 202055 | 296564.343358659 | -94509.343358659 |
| 72 | 378525 | 147925.966724330 | 230599.033275670 |
| 73 | 310768 | 236162.305190649 | 74605.6948093514 |
| 74 | 325738 | 101244.556456021 | 224493.443543979 |
| 75 | 394510 | 273618.650577384 | 120891.349422616 |
| 76 | 247060 | 336799.388704870 | -89739.3887048704 |
| 77 | 368078 | 235437.784073998 | 132640.215926002 |
| 78 | 236761 | 97298.9457546387 | 139462.054245361 |
| 79 | 312378 | 176172.796869287 | 136205.203130713 |
| 80 | 339836 | 399571.030165813 | -59735.0301658132 |
| 81 | 347385 | 112111.912797848 | 235273.087202152 |
| 82 | 426280 | 513393.633240494 | -87113.6332404942 |
| 83 | 352850 | 299393.824482709 | 53456.1755172912 |
| 84 | 301881 | 21937.9156974167 | 279943.084302583 |
| 85 | 377516 | 169128.868303416 | 208387.131696584 |
| 86 | 357312 | 473933.291299757 | -116621.291299757 |
| 87 | 458343 | 366325.740633035 | 92017.2593669645 |
| 88 | 354228 | 168668.126639013 | 185559.873360987 |
| 89 | 308636 | 267965.173981661 | 40670.826018339 |
| 90 | 386212 | 169666.447400162 | 216545.552599838 |
| 91 | 393343 | 221528.819894352 | 171814.180105648 |
| 92 | 378509 | 411632.459579599 | -33123.4595795994 |
| 93 | 452469 | 212065.851158409 | 240403.148841591 |
| 94 | 364839 | 564819.026377325 | -199980.026377325 |
| 95 | 358649 | 92610.9079413752 | 266038.092058625 |
| 96 | 376641 | 339007.778718114 | 37633.2212818855 |
| 97 | 429112 | 177559.943374048 | 251552.056625952 |
| 98 | 330546 | 316036.105921169 | 14509.8940788306 |
| 99 | 403560 | 282505.680572929 | 121054.319427071 |
| 100 | 317892 | 297138.749476313 | 20753.2505236873 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 8 | 0.999999999998406 | 3.18829107649308e-12 | 1.59414553824654e-12 |
| 9 | 0.999999999992773 | 1.44531628744812e-11 | 7.22658143724062e-12 |
| 10 | 0.999999999999993 | 1.42280010290393e-14 | 7.11400051451966e-15 |
| 11 | 0.999999999999998 | 4.73600824587067e-15 | 2.36800412293533e-15 |
| 12 | 1 | 4.46591172946138e-18 | 2.23295586473069e-18 |
| 13 | 1 | 4.75278995391272e-24 | 2.37639497695636e-24 |
| 14 | 1 | 1.07046487876315e-26 | 5.35232439381577e-27 |
| 15 | 1 | 1.13561589046309e-28 | 5.67807945231544e-29 |
| 16 | 1 | 4.88833491812969e-32 | 2.44416745906485e-32 |
| 17 | 1 | 1.15931893957693e-32 | 5.79659469788464e-33 |
| 18 | 1 | 4.43186281324728e-34 | 2.21593140662364e-34 |
| 19 | 1 | 1.77715569973115e-33 | 8.88577849865577e-34 |
| 20 | 1 | 1.90818990315381e-33 | 9.54094951576907e-34 |
| 21 | 1 | 7.04953882844078e-34 | 3.52476941422039e-34 |
| 22 | 1 | 5.05774018357266e-33 | 2.52887009178633e-33 |
| 23 | 1 | 1.50671116021554e-32 | 7.53355580107772e-33 |
| 24 | 1 | 2.86569141579563e-32 | 1.43284570789782e-32 |
| 25 | 1 | 9.71127629275817e-32 | 4.85563814637908e-32 |
| 26 | 1 | 1.10794916353421e-31 | 5.53974581767107e-32 |
| 27 | 1 | 1.86499998453975e-31 | 9.32499992269875e-32 |
| 28 | 1 | 1.10219374879209e-31 | 5.51096874396044e-32 |
| 29 | 1 | 5.24054633751564e-34 | 2.62027316875782e-34 |
| 30 | 1 | 3.52396343131097e-33 | 1.76198171565549e-33 |
| 31 | 1 | 1.60792332344183e-33 | 8.03961661720916e-34 |
| 32 | 1 | 8.84243565808333e-33 | 4.42121782904167e-33 |
| 33 | 1 | 1.01690004274576e-33 | 5.08450021372881e-34 |
| 34 | 1 | 1.57270145863342e-33 | 7.86350729316709e-34 |
| 35 | 1 | 7.86648525637248e-33 | 3.93324262818624e-33 |
| 36 | 1 | 3.23813939561935e-32 | 1.61906969780967e-32 |
| 37 | 1 | 1.22886568270676e-32 | 6.14432841353381e-33 |
| 38 | 1 | 8.36090404001003e-34 | 4.18045202000502e-34 |
| 39 | 1 | 1.84208215700098e-33 | 9.21041078500488e-34 |
| 40 | 1 | 3.68835128190092e-33 | 1.84417564095046e-33 |
| 41 | 1 | 9.32589778354407e-33 | 4.66294889177204e-33 |
| 42 | 1 | 4.38853391827711e-32 | 2.19426695913856e-32 |
| 43 | 1 | 1.18274732226267e-31 | 5.91373661131333e-32 |
| 44 | 1 | 8.48169497479217e-31 | 4.24084748739608e-31 |
| 45 | 1 | 4.83121260843336e-30 | 2.41560630421668e-30 |
| 46 | 1 | 3.51285425746294e-29 | 1.75642712873147e-29 |
| 47 | 1 | 8.4104154881262e-29 | 4.2052077440631e-29 |
| 48 | 1 | 3.98887252464111e-28 | 1.99443626232055e-28 |
| 49 | 1 | 2.18476482234205e-27 | 1.09238241117103e-27 |
| 50 | 1 | 2.99714072711949e-27 | 1.49857036355974e-27 |
| 51 | 1 | 4.40048823674933e-27 | 2.20024411837466e-27 |
| 52 | 1 | 5.56611720948335e-27 | 2.78305860474168e-27 |
| 53 | 1 | 2.92882427012342e-26 | 1.46441213506171e-26 |
| 54 | 1 | 1.16603787556261e-26 | 5.83018937781305e-27 |
| 55 | 1 | 2.09424360969562e-26 | 1.04712180484781e-26 |
| 56 | 1 | 8.77088089707706e-26 | 4.38544044853853e-26 |
| 57 | 1 | 1.23458063407921e-28 | 6.17290317039604e-29 |
| 58 | 1 | 5.90685703280269e-28 | 2.95342851640134e-28 |
| 59 | 1 | 5.42462777028401e-27 | 2.71231388514201e-27 |
| 60 | 1 | 4.84999680777007e-26 | 2.42499840388503e-26 |
| 61 | 1 | 8.77362197767469e-26 | 4.38681098883734e-26 |
| 62 | 1 | 8.0710860014485e-27 | 4.03554300072425e-27 |
| 63 | 1 | 4.90433627602499e-26 | 2.45216813801250e-26 |
| 64 | 1 | 5.17198941052959e-25 | 2.58599470526480e-25 |
| 65 | 1 | 4.95125313348998e-24 | 2.47562656674499e-24 |
| 66 | 1 | 1.39470932140280e-24 | 6.97354660701402e-25 |
| 67 | 1 | 5.91570800418668e-24 | 2.95785400209334e-24 |
| 68 | 1 | 4.65776116717969e-23 | 2.32888058358985e-23 |
| 69 | 1 | 3.14225547199891e-22 | 1.57112773599945e-22 |
| 70 | 1 | 3.30844597423781e-21 | 1.65422298711890e-21 |
| 71 | 1 | 2.15631696843964e-21 | 1.07815848421982e-21 |
| 72 | 1 | 2.19457596550918e-20 | 1.09728798275459e-20 |
| 73 | 1 | 9.68169476294826e-20 | 4.84084738147413e-20 |
| 74 | 1 | 1.12144845385626e-18 | 5.60724226928131e-19 |
| 75 | 1 | 1.28950710990592e-17 | 6.44753554952962e-18 |
| 76 | 1 | 2.91054221552850e-17 | 1.45527110776425e-17 |
| 77 | 1 | 3.43368413217736e-16 | 1.71684206608868e-16 |
| 78 | 1 | 3.28279801628068e-16 | 1.64139900814034e-16 |
| 79 | 1 | 8.65389475597119e-16 | 4.32694737798559e-16 |
| 80 | 0.999999999999995 | 1.09763365538638e-14 | 5.48816827693192e-15 |
| 81 | 0.99999999999993 | 1.39590094605683e-13 | 6.97950473028415e-14 |
| 82 | 0.999999999999314 | 1.37186440135981e-12 | 6.85932200679903e-13 |
| 83 | 0.999999999996697 | 6.60545958676148e-12 | 3.30272979338074e-12 |
| 84 | 0.999999999971262 | 5.74762844046522e-11 | 2.87381422023261e-11 |
| 85 | 0.99999999962085 | 7.58300593938405e-10 | 3.79150296969203e-10 |
| 86 | 0.999999995732633 | 8.53473329433432e-09 | 4.26736664716716e-09 |
| 87 | 0.999999951622732 | 9.67545350931401e-08 | 4.83772675465701e-08 |
| 88 | 0.999999514542048 | 9.70915904511299e-07 | 4.85457952255649e-07 |
| 89 | 0.999999924540824 | 1.50918351609489e-07 | 7.54591758047445e-08 |
| 90 | 0.99999850956829 | 2.98086342167627e-06 | 1.49043171083813e-06 |
| 91 | 0.999979737613482 | 4.05247730350018e-05 | 2.02623865175009e-05 |
| 92 | 0.999623619102223 | 0.000752761795553109 | 0.000376380897776555 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 85 | 1 | NOK |
| 5% type I error level | 85 | 1 | NOK |
| 10% type I error level | 85 | 1 | NOK |
