| Multiple Linear Regression - Estimated Regression Equation |
| Wealth[t] = + 119279.402431916 + 21.8351832830495Costs[t] + 2901.79845530046Orders[t] + 0.586265162789953Dividends[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) | 119279.402431916 | 92573.146804 | 1.2885 | 0.201156 | 0.100578 |
| Costs | 21.8351832830495 | 3.964506 | 5.5077 | 0 | 0 |
| Orders | 2901.79845530046 | 677.504293 | 4.2831 | 4.9e-05 | 2.5e-05 |
| Dividends | 0.586265162789953 | 1.009186 | 0.5809 | 0.562863 | 0.281431 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.917211289346806 |
| R-squared | 0.84127654930523 |
| Adjusted R-squared | 0.835539557111444 |
| F-TEST (value) | 146.640699671220 |
| F-TEST (DF numerator) | 3 |
| F-TEST (DF denominator) | 83 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 364153.911839319 |
| Sum Squared Residuals | 11006469935153.9 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 6282154 | 6135414.46858224 | 146739.531417759 |
| 2 | 4321023 | 2106085.17015321 | 2214937.82984679 |
| 3 | 4111912 | 3316305.31285578 | 795606.68714422 |
| 4 | 1491348 | 2301278.70639793 | -809930.706397927 |
| 5 | 1629616 | 1629871.83831478 | -255.83831478335 |
| 6 | 1926517 | 2018391.04373914 | -91874.043739143 |
| 7 | 983660 | 1639601.75730484 | -655941.757304844 |
| 8 | 1443586 | 877013.038651594 | 566572.961348406 |
| 9 | 1405225 | 1652022.67359748 | -246797.673597477 |
| 10 | 929118 | 1529436.08562381 | -600318.085623806 |
| 11 | 856956 | 1434570.06606739 | -577614.066067387 |
| 12 | 992426 | 1641447.69629217 | -649021.696292168 |
| 13 | 857217 | 662979.12365322 | 194237.876346780 |
| 14 | 711969 | 848064.087903342 | -136095.087903342 |
| 15 | 657954 | 1452119.8903737 | -794165.8903737 |
| 16 | 688779 | 319388.352604256 | 369390.647395744 |
| 17 | 574339 | 642685.68074444 | -68346.6807444396 |
| 18 | 741409 | 435083.644858738 | 306325.355141262 |
| 19 | 597793 | 399702.805621211 | 198090.194378789 |
| 20 | 697458 | 533877.16356943 | 163580.836430570 |
| 21 | 550608 | 524201.643075797 | 26406.3569242028 |
| 22 | 377305 | 332051.458396311 | 45253.5416036887 |
| 23 | 370837 | 491712.090977388 | -120875.090977388 |
| 24 | 430866 | 795487.042120014 | -364621.042120014 |
| 25 | 530670 | 512812.18909001 | 17857.8109099897 |
| 26 | 518365 | 683544.510049844 | -165179.510049844 |
| 27 | 491303 | 670552.822904702 | -179249.822904702 |
| 28 | 527021 | 412575.150001318 | 114445.849998682 |
| 29 | 233773 | 643606.524682821 | -409833.524682821 |
| 30 | 387699 | 620839.739879392 | -233140.739879392 |
| 31 | 493408 | 420886.580415051 | 72521.4195849485 |
| 32 | 414462 | 315495.528985432 | 98966.4710145677 |
| 33 | 364304 | 556136.61033615 | -191832.610336150 |
| 34 | 397144 | 350660.672188092 | 46483.3278119083 |
| 35 | 424898 | 512843.292470628 | -87945.2924706279 |
| 36 | 202055 | 343978.286737573 | -141923.286737573 |
| 37 | 247060 | 261362.130763752 | -14302.1307637515 |
| 38 | 339836 | 240647.502890221 | 99188.4971097786 |
| 39 | 426280 | 465761.918083989 | -39481.9180839893 |
| 40 | 357312 | 478548.648431928 | -121236.648431928 |
| 41 | 378509 | 348346.436936422 | 30162.5630635779 |
| 42 | 364839 | 420483.721833464 | -55644.721833464 |
| 43 | 376641 | 308360.558283252 | 68280.4417167484 |
| 44 | 330546 | 255140.351796007 | 75405.6482039926 |
| 45 | 317892 | 218520.56849472 | 99371.4315052798 |
| 46 | 307528 | 281392.307266749 | 26135.6927332505 |
| 47 | 125390 | 363340.464280717 | -237950.464280717 |
| 48 | 510834 | 267750.624316068 | 243083.375683932 |
| 49 | 249898 | 262271.334326955 | -12373.3343269545 |
| 50 | 158492 | 318239.902048171 | -159747.902048171 |
| 51 | 289513 | 252737.064030003 | 36775.9359699965 |
| 52 | 378049 | 200747.09755918 | 177301.90244082 |
| 53 | 214215 | 245238.655461937 | -31023.6554619375 |
| 54 | 480382 | 291117.580298461 | 189264.419701539 |
| 55 | 353058 | 263295.510364999 | 89762.4896350008 |
| 56 | 217193 | 302403.520462879 | -85210.5204628786 |
| 57 | 316176 | 156442.377758688 | 159733.622241312 |
| 58 | 330068 | 204794.290290955 | 125273.709709045 |
| 59 | 297413 | 216098.513042918 | 81314.4869570822 |
| 60 | 314806 | 170964.421182253 | 143841.578817747 |
| 61 | 333210 | 200522.860252435 | 132687.139747565 |
| 62 | 352108 | 274274.468360512 | 77833.5316394877 |
| 63 | 409642 | 552832.085248321 | -143190.085248321 |
| 64 | 269587 | 231647.374547745 | 37939.6254522548 |
| 65 | 300962 | 188318.141432361 | 112643.858567639 |
| 66 | 325479 | 216164.947380128 | 109314.052619872 |
| 67 | 316155 | 170153.511418226 | 146001.488581774 |
| 68 | 318574 | 164969.201902695 | 153604.798097305 |
| 69 | 343613 | 247977.688708166 | 95635.3112918343 |
| 70 | 306948 | 169369.142052431 | 137578.857947569 |
| 71 | 291841 | 271879.062880941 | 19961.9371190595 |
| 72 | 319210 | 182509.360546136 | 136700.639453864 |
| 73 | 340968 | 188540.25993277 | 152427.74006723 |
| 74 | 313164 | 167185.401118912 | 145978.598881088 |
| 75 | 316647 | 216507.477049943 | 100139.522950057 |
| 76 | 322031 | 198558.205577967 | 123472.794422033 |
| 77 | 308336 | 275139.121336206 | 33196.8786637945 |
| 78 | 283910 | 269204.58418656 | 14705.41581344 |
| 79 | 438493 | 915335.076113629 | -476842.076113629 |
| 80 | 230621 | 296986.893442749 | -66365.893442749 |
| 81 | 278990 | 254195.734987805 | 24794.2650121954 |
| 82 | 286963 | 379296.597642448 | -92333.5976424476 |
| 83 | 269753 | 221827.251734012 | 47925.7482659881 |
| 84 | 448243 | 328516.137865112 | 119726.862134888 |
| 85 | 290476 | 238613.830228558 | 51862.169771442 |
| 86 | -83265 | 559790.463486561 | -643055.463486561 |
| 87 | 215362 | 508084.871142766 | -292722.871142766 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 7 | 0.999999999999822 | 3.55120587379173e-13 | 1.77560293689587e-13 |
| 8 | 1 | 3.95895057102111e-17 | 1.97947528551056e-17 |
| 9 | 1 | 4.59634540170336e-26 | 2.29817270085168e-26 |
| 10 | 1 | 1.58986651732619e-27 | 7.94933258663095e-28 |
| 11 | 1 | 3.78544010479121e-28 | 1.89272005239561e-28 |
| 12 | 1 | 6.50071673623598e-28 | 3.25035836811799e-28 |
| 13 | 1 | 1.46096810066471e-29 | 7.30484050332357e-30 |
| 14 | 1 | 3.50071810706007e-29 | 1.75035905353004e-29 |
| 15 | 1 | 1.14229450721315e-29 | 5.71147253606574e-30 |
| 16 | 1 | 3.52431337140946e-31 | 1.76215668570473e-31 |
| 17 | 1 | 8.22570258216168e-31 | 4.11285129108084e-31 |
| 18 | 1 | 6.67811223860382e-34 | 3.33905611930191e-34 |
| 19 | 1 | 2.0050685749502e-34 | 1.0025342874751e-34 |
| 20 | 1 | 1.74976778705464e-36 | 8.7488389352732e-37 |
| 21 | 1 | 1.40727592010912e-35 | 7.0363796005456e-36 |
| 22 | 1 | 1.19605331367845e-34 | 5.98026656839227e-35 |
| 23 | 1 | 3.69649144541978e-35 | 1.84824572270989e-35 |
| 24 | 1 | 1.65856971604540e-34 | 8.29284858022698e-35 |
| 25 | 1 | 3.08651513651337e-34 | 1.54325756825669e-34 |
| 26 | 1 | 1.26315425421803e-33 | 6.31577127109013e-34 |
| 27 | 1 | 8.54969255949084e-33 | 4.27484627974542e-33 |
| 28 | 1 | 5.92093833158143e-32 | 2.96046916579072e-32 |
| 29 | 1 | 2.58762243026473e-34 | 1.29381121513237e-34 |
| 30 | 1 | 1.33205873213767e-33 | 6.66029366068835e-34 |
| 31 | 1 | 1.13757385650665e-33 | 5.68786928253325e-34 |
| 32 | 1 | 7.13952185974708e-33 | 3.56976092987354e-33 |
| 33 | 1 | 3.32650705944629e-32 | 1.66325352972314e-32 |
| 34 | 1 | 2.83082453492643e-31 | 1.41541226746322e-31 |
| 35 | 1 | 1.68276211599889e-30 | 8.41381057999446e-31 |
| 36 | 1 | 1.43051819965174e-29 | 7.15259099825872e-30 |
| 37 | 1 | 5.0692392910498e-29 | 2.5346196455249e-29 |
| 38 | 1 | 8.41528363429975e-29 | 4.20764181714988e-29 |
| 39 | 1 | 2.58657078873766e-28 | 1.29328539436883e-28 |
| 40 | 1 | 4.47284654580559e-28 | 2.23642327290280e-28 |
| 41 | 1 | 2.73879860556358e-27 | 1.36939930278179e-27 |
| 42 | 1 | 1.87342665700691e-26 | 9.36713328503454e-27 |
| 43 | 1 | 3.26548871633738e-26 | 1.63274435816869e-26 |
| 44 | 1 | 2.51272530537169e-25 | 1.25636265268584e-25 |
| 45 | 1 | 1.86322292629407e-24 | 9.31611463147035e-25 |
| 46 | 1 | 1.30904224303498e-23 | 6.54521121517492e-24 |
| 47 | 1 | 7.79982579019146e-24 | 3.89991289509573e-24 |
| 48 | 1 | 5.206287457898e-24 | 2.603143728949e-24 |
| 49 | 1 | 2.13472232813641e-23 | 1.06736116406821e-23 |
| 50 | 1 | 6.68813329732947e-23 | 3.34406664866473e-23 |
| 51 | 1 | 4.90805846056538e-22 | 2.45402923028269e-22 |
| 52 | 1 | 1.07333717468823e-21 | 5.36668587344117e-22 |
| 53 | 1 | 8.72034268917672e-22 | 4.36017134458836e-22 |
| 54 | 1 | 3.07937476036408e-21 | 1.53968738018204e-21 |
| 55 | 1 | 1.09302964624663e-20 | 5.46514823123317e-21 |
| 56 | 1 | 1.68287914556258e-20 | 8.4143957278129e-21 |
| 57 | 1 | 1.49381293721967e-19 | 7.46906468609834e-20 |
| 58 | 1 | 1.30875679923841e-18 | 6.54378399619206e-19 |
| 59 | 1 | 7.85564798470758e-18 | 3.92782399235379e-18 |
| 60 | 1 | 6.58078593332526e-17 | 3.29039296666263e-17 |
| 61 | 1 | 4.9307696682389e-16 | 2.46538483411945e-16 |
| 62 | 0.999999999999999 | 2.34801982755305e-15 | 1.17400991377652e-15 |
| 63 | 0.999999999999992 | 1.55968676591284e-14 | 7.79843382956418e-15 |
| 64 | 0.999999999999986 | 2.72036920766179e-14 | 1.36018460383089e-14 |
| 65 | 0.999999999999887 | 2.26882128013848e-13 | 1.13441064006924e-13 |
| 66 | 0.999999999999541 | 9.17157861154847e-13 | 4.58578930577423e-13 |
| 67 | 0.999999999996337 | 7.32553665072463e-12 | 3.66276832536232e-12 |
| 68 | 0.99999999997328 | 5.34410709795205e-11 | 2.67205354897602e-11 |
| 69 | 0.999999999920012 | 1.59975133318336e-10 | 7.99875666591682e-11 |
| 70 | 0.999999999381434 | 1.23713117032138e-09 | 6.18565585160692e-10 |
| 71 | 0.999999995903724 | 8.19255216934098e-09 | 4.09627608467049e-09 |
| 72 | 0.99999996976276 | 6.04744818360933e-08 | 3.02372409180467e-08 |
| 73 | 0.999999809962232 | 3.80075536010676e-07 | 1.90037768005338e-07 |
| 74 | 0.999998722792703 | 2.55441459423084e-06 | 1.27720729711542e-06 |
| 75 | 0.9999918683904 | 1.62632191982958e-05 | 8.1316095991479e-06 |
| 76 | 0.999951232288627 | 9.75354227467746e-05 | 4.87677113733873e-05 |
| 77 | 0.999723592354253 | 0.000552815291494835 | 0.000276407645747417 |
| 78 | 0.99909829601244 | 0.00180340797511824 | 0.000901703987559118 |
| 79 | 0.99576036394617 | 0.00847927210765814 | 0.00423963605382907 |
| 80 | 0.990676690829087 | 0.0186466183418254 | 0.00932330917091271 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 73 | 0.986486486486487 | NOK |
| 5% type I error level | 74 | 1 | NOK |
| 10% type I error level | 74 | 1 | NOK |
