Multiple Linear Regression - Estimated Regression Equation
Wealth[t] = + 192265.220743186 + 4.98330302199025Costsex[t] -161.389387250037Ordersex[t] + 1.90916484532142Dividendsex[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)192265.22074318618925.3894810.159100
Costsex4.983303021990251.8182112.74080.0066260.003313
Ordersex-161.389387250037269.232715-0.59940.5494870.274743
Dividendsex1.909164845321420.2482137.691600


Multiple Linear Regression - Regression Statistics
Multiple R0.528356900965356
R-squared0.279161014797715
Adjusted R-squared0.269463629346563
F-TEST (value)28.7872454079421
F-TEST (DF numerator)3
F-TEST (DF denominator)223
p-value8.88178419700125e-16
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation118018.124280139
Sum Squared Residuals3106005917868.3


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
1223193495814.044345305-272621.044345305
21398893600835.378415922798057.621584078
31073089772987.232636484300101.767363516
4984885327437.110386831657447.889613169
5227132440984.39746154-213852.397461540
61071292503818.824385107567473.175614893
7638830761463.604145592-122633.604145592
8444477470897.249888479-26420.2498884785
9702380558108.031740745144271.968259255
10358589448333.232421564-89744.2324215636
11297978470362.130885315-172384.130885315
12585715383960.467472787201754.532527213
13209458299221.610888647-89763.6108886469
14786690290888.936613397495801.063386603
15439798336856.623973632102941.376026368
16644190777329.239693117-133139.239693117
17377934446044.513546982-68110.5135469817
18640273400893.070898812239379.929101188
19207393343759.26232594-136366.26232594
20301607447473.374695003-145866.374695003
21345783435723.496914407-89940.4969144066
22501749379551.674756886122197.325243114
23379983436658.315745407-56675.315745407
24387475341069.69256379046405.3074362105
25469107440093.18233504629013.8176649544
26194493342896.041645253-148403.041645253
27405972308841.87726013697130.1227398636
28652925306100.754108039346824.245891961
29446211378917.18030513967293.8196948611
30341340380378.807672874-39038.8076728743
31146494309887.525827646-163393.525827646
32355178309553.71109184245624.2889081578
33357760391207.733229563-33447.7332295628
34261216348473.02361215-87257.0236121497
35374943437902.076836411-62959.0768364107
36378525286173.83859375692351.1614062444
37310768397808.783306083-87040.7833060828
38325738344941.600893427-19203.6008934270
39394510423583.431021771-29073.4310217712
40368078411739.062139038-43661.0621390378
41236761335833.248957713-99072.2489577126
42312378322871.736454584-10493.7364545840
43347385310886.57728067236498.4227193277
44352850456623.292130361-103773.292130361
45301881269551.44559019732329.5544098032
46377516388524.756423381-11008.7564233813
47458343366600.50889267391742.4911073272
48354228391334.919660425-37106.9196604251
49308636399000.624684654-90364.6246846538
50386212390133.943074896-3921.94307489609
51393343378849.40228449414493.5977155058
52452469313927.644127253138541.355872747
53358649266384.16565035192264.834349649
54429112407894.25637701121217.7436229891
55403560450434.724303948-46874.7243039479
56235133366901.872938205-131768.872938205
57299243407266.895672076-108023.895672075
58314073411032.990154462-96959.9901544622
59368186327300.15500946140885.8449905392
60269661327924.218063386-58263.2180633858
61321896406838.671041886-84942.6710418857
62408881323085.7762785685795.22372144
63292154375133.509505489-82979.5095054892
64343466301714.66397318341751.3360268175
65332743355237.313663893-22494.3136638933
66442882369812.13027319673069.8697268038
67315688310006.3249944225681.67500557812
68375195440733.824708378-65538.824708378
69334280322602.98287696211677.0171230379
70355864359829.482595615-3965.48259561525
71314533307183.6157963787349.38420362221
72318056301263.68402541116792.3159745885
73314353307057.5919070217295.4080929789
74369448302214.67666934467233.3233306563
75312846305495.0349652167350.96503478388
76312075310758.3830512861316.61694871382
77315009308708.4059153076300.59408469273
78318903307578.45821632811324.5417836716
79314887308053.2372789636833.76272103748
80314913312014.1754128282898.82458717228
81325506305534.24474625019971.7552537495
82298568303828.312083460-5260.3120834604
83315834308055.746193987778.25380601997
84329784313074.65561628216709.3443837184
85312878300287.19142197712590.8085780229
86314987307324.3881247627662.61187523778
87325249309217.40649556216031.5935044381
88315877308824.5891876267052.41081237438
89291650305699.330781972-14049.3307819719
90305959309027.926988055-3068.92698805504
91297765305342.636873476-7577.6368734755
92315245308382.7953733226862.20462667758
93315236309825.3520036555410.64799634493
94336425309639.64654442426785.3534555763
95306268309676.927932959-3408.927932959
96302187311429.972301047-9242.97230104702
97314882308262.5360058866619.4639941139
98382712280360.404778222102351.595221778
99341570322510.56941971519059.4305802848
100312412309496.2760275952915.72397240458
101309596310074.178960918-478.178960917794
102315547307967.5083131427579.49168685767
103313267291946.03060064421320.9693993555
104359335330818.98077132728516.019228673
105314289307010.5198492267278.48015077426
106313332310485.8927385492846.10726145146
107291787318102.543045562-26315.5430455624
108318745306101.21166010812643.7883398925
109315366309499.9701756955866.02982430452
110315688308169.6324976737518.36750232714
111330059301864.74107463428194.2589253664
112288985311337.722121595-22352.7221215946
113304485313671.260234706-9186.26023470591
114315688307508.0406707638179.95932923708
115317736308897.0775415298838.9224584713
116322331304387.95476741617943.0452325844
117296656308739.808642168-12083.8086421682
118315354308001.2690463217352.73095367853
119312161307294.1082203934866.89177960669
120315576308290.2658361457285.73416385531
121314922307330.3706259157591.62937408508
122314551307041.1871501947509.81284980634
123312339317521.880592109-5182.88059210905
124298700314739.473179125-16039.4731791252
125321376310414.88329608110961.1167039189
126303230309769.756869525-6539.75686952504
127315487308243.5875485897243.41245141102
128315793306777.1887301549015.81126984637
129312887309395.8379744253491.16202557470
130315637305457.517022410179.4829775998
131324385342321.605573928-17936.605573928
132308989308498.853389942490.14661005752
133296702293235.0216154863466.97838451374
134307322315590.338448283-8268.33844828296
135304376328614.436369743-24238.4363697434
136253588352616.181088259-99028.181088259
137309560297614.81745598211945.1825440176
138298466280959.72792074817506.2720792522
139343929330347.40670089113581.5932991091
140331955304547.00703467427407.9929653259
141381180340005.77328950541174.2267104953
142331420322048.9544975259371.04550247472
143310201305895.1395290364305.86047096426
144320016310965.00246849050.99753159988
145320398312743.3252973047654.67470269602
146310670321934.022877876-11264.0228778762
147313491297609.22414286315881.7758571365
148331323327662.0280263133660.97197368653
149318098310384.6845000637713.31549993694
150292754295119.563053807-2365.56305380657
151325176311124.62113965714051.3788603427
152365959346337.25673109719621.7432689029
153302409304522.205216548-2113.20521654752
154301164305788.790488759-4624.79048875940
155344425309831.3189873634593.6810126398
156315394306291.6415828269102.35841717402
157309836295834.05075709114001.9492429092
158346611355383.567147476-8772.5671474765
159315656306991.8207208268664.17927917356
160339445318268.23063887121176.7693611290
161314964306951.6671810318012.33281896898
162297141307649.174604053-10508.1746040530
163315372307385.8373530297986.16264697092
164312502308141.7717600274360.22823997300
165313729307371.5244799596357.47552004109
166315388308046.6682207927341.33177920819
167315371309108.9097510076262.0902489926
168296139309559.208949953-13420.2089499525
169313880308493.8996552015386.1003447991
170317698305316.29261886412381.7073811359
171295580312061.673359915-16481.6733599151
172308256309186.279293508-930.279293508072
173303677305240.072966764-1563.07296676443
174319369314524.1845986774844.81540132331
175318690305209.08473044113480.9152695586
176314049308130.2852191825918.71478081839
177325699307353.20470152418345.7952984761
178314210311268.8933887792941.10661122142
179322378342809.80420216-20431.8042021599
180315398307552.9542348157845.04576518492
181316386305562.75635263710823.2436473632
182315553308146.3444991467406.65550085378
183323361307499.79840444715861.2015955528
184336639338592.735223242-1953.73522324242
185307424316400.212580997-8976.21258099662
186295370298345.979829563-2975.97982956312
187322340309542.64655862912797.3534413708
188319864317598.8825632452265.11743675531
189317291332197.064460828-14906.064460828
190280398272037.6656366388360.33436336157
191317330310421.8815335546908.1184664462
192238125329437.382906842-91312.3829068422
193327071306336.54911403820734.4508859622
194309038307811.7163417241226.2836582756
195314210307449.5887267426760.4112732577
196307930305663.4316126932266.56838730710
197322327312353.4256205229973.574379478
198292136306800.575228275-14664.5752282746
199263276310437.317447204-47161.3174472042
200367655324693.05608952342961.9439104771
201283587305376.862141653-21789.8621416531
202243650313396.902280081-69746.9022800806
203296261315710.021001748-19449.0210017477
204304252331502.179671075-27250.1796710753
205333505317466.80680524516038.1931947551
206296919307345.149760697-10426.1497606967
207276898316787.635030262-39889.6350302616
208327007331346.701230581-4339.70123058053
209317046323417.323966175-6371.32396617469
210304555307764.119119725-3209.11911972518
211298096304337.896760713-6241.8967607126
212231861329002.286450994-97141.2864509938
213309422322939.253096278-13517.2530962775
214165404351683.751301084-186279.751301084
215204325337055.853867578-132730.853867578
216407159272076.960273615135082.039726385
217275311326846.332572427-51535.3325724269
218246541321249.941257060-74708.9412570595
219253468330354.348575288-76886.3485752876
220240897333258.74833372-92361.7483337203
221-42143328147.141833989-370290.141833989
222272713305655.892215735-32942.8922157352
22342754306652.789048288-263898.789048288
224306275630681.02565202-324406.02565202
225253537385003.976762145-131466.976762145
226372631402157.063904417-29526.0639044171
227-7170323282.242179113-330452.242179113


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
713.23628973892804e-211.61814486946402e-21
817.45233128743543e-253.72616564371772e-25
917.93029794633198e-263.96514897316599e-26
1017.78912754433532e-263.89456377216766e-26
1111.22229371702441e-296.11146858512203e-30
1211.99811271258615e-309.99056356293076e-31
1312.35311260223077e-311.17655630111539e-31
1411.26803495648770e-386.34017478243852e-39
1519.3412149810602e-394.6706074905301e-39
1612.86747587620996e-401.43373793810498e-40
1715.02984391737373e-402.51492195868687e-40
1813.11440634443009e-431.55720317221505e-43
1919.80512802766635e-454.90256401383318e-45
2014.45562728584114e-452.22781364292057e-45
2116.80327107143507e-463.40163553571754e-46
2215.06653076748258e-462.53326538374129e-46
2318.19087377406804e-464.09543688703402e-46
2411.2812553490627e-456.4062767453135e-46
2511.36433227308585e-456.82166136542923e-46
2616.65764517034865e-473.32882258517433e-47
2712.01200298764217e-461.00600149382109e-46
2812.02440914537983e-541.01220457268992e-54
2916.92550678603769e-553.46275339301884e-55
3011.59182408406604e-547.95912042033021e-55
3115.9274799226417e-572.96373996132085e-57
3212.51198989005891e-561.25599494502946e-56
3311.10101216011481e-555.50506080057403e-56
3417.93433471993147e-563.96716735996573e-56
3511.93491384220232e-559.6745692110116e-56
3619.933713034685e-564.9668565173425e-56
3711.17856186861197e-555.89280934305984e-56
3814.30993895768459e-552.15496947884229e-55
3911.52834316346005e-547.64171581730025e-55
4015.25079499899099e-542.62539749949550e-54
4113.29453128598836e-541.64726564299418e-54
4211.31263425173409e-536.56317125867044e-54
4315.42697941770429e-532.71348970885214e-53
4416.50535360270667e-533.25267680135333e-53
4512.9525535531779e-521.47627677658895e-52
4611.22185410267973e-516.10927051339863e-52
4711.69095651854958e-518.45478259274791e-52
4816.23175105144669e-513.11587552572335e-51
4918.45982671272631e-514.22991335636316e-51
5013.39393424802813e-501.69696712401406e-50
5111.19123874375880e-495.95619371879398e-50
5212.72709393413369e-501.36354696706684e-50
5313.69888720948051e-501.84944360474026e-50
5411.04216476264838e-495.21082381324191e-50
5513.26113995479622e-491.63056997739811e-49
5616.69174270258012e-503.34587135129006e-50
5716.5457542375186e-503.2728771187593e-50
5815.82781576265661e-502.91390788132831e-50
5911.59881084345793e-497.99405421728964e-50
6012.79867073795034e-491.39933536897517e-49
6117.61548341855167e-493.80774170927584e-49
6216.78750185563898e-493.39375092781949e-49
6311.75489208553806e-488.77446042769028e-49
6415.22393103673607e-482.61196551836803e-48
6511.98674312464642e-479.93371562323212e-48
6611.13115870639832e-475.65579353199158e-48
6714.80173589957858e-472.40086794978929e-47
6811.09434330277642e-465.47171651388212e-47
6914.22216078007373e-462.11108039003686e-46
7011.16749617051151e-455.83748085255754e-46
7114.8249775936302e-452.4124887968151e-45
7211.96815157780394e-449.84075788901971e-45
7317.93722043480012e-443.96861021740006e-44
7411.02236586339860e-435.11182931699298e-44
7514.11894546309033e-432.05947273154516e-43
7611.57189309199954e-427.85946545999772e-43
7715.98912812616091e-422.99456406308046e-42
7812.29875861187132e-411.14937930593566e-41
7918.67130844234076e-414.33565422117038e-41
8013.08838537971617e-401.54419268985809e-40
8111.05300519009244e-395.26502595046222e-40
8213.87199893208726e-391.93599946604363e-39
8311.41325458609007e-387.06627293045036e-39
8414.93223842972059e-382.46611921486029e-38
8511.73514005959611e-378.67570029798055e-38
8616.21742190571644e-373.10871095285822e-37
8712.01559475988593e-361.00779737994296e-36
8816.94642585312351e-363.47321292656175e-36
8912.37621000397012e-351.18810500198506e-35
9018.25681281314935e-354.12840640657468e-35
9112.81946120176713e-341.40973060088356e-34
9219.44812020770985e-344.72406010385492e-34
9313.13517618037575e-331.56758809018787e-33
9418.58206859444319e-334.29103429722160e-33
9512.83390343725976e-321.41695171862988e-32
9619.02195118579316e-324.51097559289658e-32
9712.88008289851282e-311.44004144925641e-31
9811.30577067141724e-316.5288533570862e-32
9912.40166663818311e-311.20083331909156e-31
10017.75327987150134e-313.87663993575067e-31
10112.50186714725157e-301.25093357362578e-30
10217.89185832428516e-303.94592916214258e-30
10311.45491871828857e-297.27459359144285e-30
10413.71091690521540e-291.85545845260770e-29
10519.83932822650987e-294.91966411325494e-29
10613.03478879115187e-281.51739439557594e-28
10718.67560518120266e-284.33780259060133e-28
10812.51724629880414e-271.25862314940207e-27
10917.54238307571368e-273.77119153785684e-27
11012.20758959875439e-261.10379479937719e-26
11115.6902014677107e-262.84510073385535e-26
11211.60511251015262e-258.02556255076312e-26
11314.67186616072843e-252.33593308036422e-25
11411.33771925670762e-246.6885962835381e-25
11513.68774530833963e-241.84387265416981e-24
11619.14661947103061e-244.57330973551530e-24
11712.58201391062177e-231.29100695531089e-23
11817.02156261363401e-233.51078130681700e-23
11911.97051380641876e-229.85256903209382e-23
12015.25838790189252e-222.62919395094626e-22
12111.45432499298823e-217.27162496494113e-22
12213.92049183330143e-211.96024591665072e-21
12311.04904127691886e-205.24520638459432e-21
12412.76920857504497e-201.38460428752249e-20
12516.76226531852862e-203.38113265926431e-20
12611.77987467921838e-198.89937339609191e-20
12714.45690681256731e-192.22845340628366e-19
12811.12316420120870e-185.61582100604351e-19
12912.81939278359435e-181.40969639179717e-18
13016.98887246599455e-183.49443623299727e-18
13111.50750785977788e-177.53753929888939e-18
13213.78921579743484e-171.89460789871742e-17
13319.3336330033812e-174.6668165016906e-17
13412.27549892726494e-161.13774946363247e-16
13514.56356001416695e-162.28178000708348e-16
13612.14649873352832e-161.07324936676416e-16
13714.97664328527243e-162.48832164263621e-16
13811.21874951376937e-156.09374756884685e-16
1390.9999999999999992.87703767724540e-151.43851883862270e-15
1400.9999999999999976.03677228627355e-153.01838614313678e-15
1410.9999999999999951.07127699584172e-145.35638497920861e-15
1420.9999999999999872.52850878091245e-141.26425439045622e-14
1430.999999999999975.9361200160455e-142.96806000802275e-14
1440.9999999999999321.35720547592527e-136.78602737962633e-14
1450.9999999999998433.13369092328756e-131.56684546164378e-13
1460.9999999999996447.12011092378186e-133.56005546189093e-13
1470.9999999999991941.61191362212541e-128.05956811062706e-13
1480.9999999999982363.52760546757231e-121.76380273378616e-12
1490.999999999996257.49979636475145e-123.74989818237572e-12
1500.9999999999917581.64831729160171e-118.24158645800856e-12
1510.9999999999825163.49675566260086e-111.74837783130043e-11
1520.9999999999640047.19913274665002e-113.59956637332501e-11
1530.9999999999231231.53754821574732e-107.6877410787366e-11
1540.9999999998418263.1634897345305e-101.58174486726525e-10
1550.9999999997125235.74953556875028e-102.87476778437514e-10
1560.9999999994064851.18703010713058e-095.9351505356529e-10
1570.9999999987962162.40756797282512e-091.20378398641256e-09
1580.9999999976766264.64674871892735e-092.32337435946367e-09
1590.99999999539589.20839866725099e-094.60419933362549e-09
1600.9999999918102971.63794052045420e-088.18970260227098e-09
1610.999999984755973.04880587732367e-081.52440293866184e-08
1620.9999999705974765.88050471317919e-082.94025235658959e-08
1630.9999999445975491.10804902487254e-075.5402451243627e-08
1640.9999998978084852.04383029001861e-071.02191514500930e-07
1650.9999998126132453.74773509596509e-071.87386754798255e-07
1660.999999664972036.70055941042626e-073.35027970521313e-07
1670.9999994083356461.18332870735129e-065.91664353675646e-07
1680.9999989134743962.17305120733760e-061.08652560366880e-06
1690.999998108318853.78336230017160e-061.89168115008580e-06
1700.9999966794660766.64106784755888e-063.32053392377944e-06
1710.9999941000814841.17998370320532e-055.89991851602662e-06
1720.999989693349482.06133010387390e-051.03066505193695e-05
1730.9999823931752143.52136495723382e-051.76068247861691e-05
1740.999972889560535.42208789395275e-052.71104394697638e-05
1750.9999575108972338.49782055334539e-054.24891027667270e-05
1760.9999297741146540.0001404517706925587.02258853462789e-05
1770.9998920137049430.0002159725901144770.000107986295057238
1780.9998299999977070.0003400000045856740.000170000002292837
1790.9997222445730750.0005555108538493880.000277755426924694
1800.9995685580505420.000862883898916030.000431441949458015
1810.9993343747999890.001331250400022660.000665625200011329
1820.9989884024299920.002023195140015620.00101159757000781
1830.9985453032181340.002909393563731780.00145469678186589
1840.9978174011299040.004365197740192670.00218259887009633
1850.9967410531256280.006517893748743520.00325894687437176
1860.995115341826730.00976931634653930.00488465817326965
1870.9933067934601710.01338641307965720.00669320653982858
1880.9915227712963880.01695445740722370.00847722870361186
1890.9876427308854320.02471453822913610.0123572691145681
1900.9826443156598140.03471136868037240.0173556843401862
1910.9759091252199230.04818174956015340.0240908747800767
1920.9699199977273070.0601600045453860.030080002272693
1930.9618902229522940.07621955409541260.0381097770477063
1940.9509334340886160.0981331318227680.049066565911384
1950.9367882453964460.1264235092071090.0632117546035543
1960.9189898736775040.1620202526449930.0810101263224963
1970.8980670548468990.2038658903062030.101932945153101
1980.8697071283649280.2605857432701430.130292871635072
1990.833588528936810.3328229421263810.166411471063190
2000.825554871303040.3488902573939210.174445128696960
2010.7827716110547720.4344567778904560.217228388945228
2020.736558124718180.526883750563640.26344187528182
2030.6838898812624790.6322202374750430.316110118737521
2040.6326079833767840.7347840332464330.367392016623216
2050.5976632368315030.8046735263369950.402336763168497
2060.5429784988766120.9140430022467770.457021501123388
2070.4745805493324530.9491610986649060.525419450667547
2080.4301756577035960.8603513154071920.569824342296404
2090.3786179577690770.7572359155381540.621382042230923
2100.3320639329452250.664127865890450.667936067054775
2110.2850419381208870.5700838762417730.714958061879113
2120.2214241542973350.4428483085946710.778575845702665
2130.1622666953436040.3245333906872080.837733304656396
2140.1356845500699810.2713691001399620.864315449930019
2150.09652561419784970.1930512283956990.90347438580215
2160.3173317193183130.6346634386366270.682668280681687
2170.2316059392756460.4632118785512920.768394060724354
2180.1543938548761630.3087877097523250.845606145123837
2190.0936359737896420.1872719475792840.906364026210358
2200.04789063630873710.09578127261747420.952109363691263


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level1800.841121495327103NOK
5% type I error level1850.864485981308411NOK
10% type I error level1890.883177570093458NOK