| Multiple Linear Regression - Estimated Regression Equation |
| Wealth[t] = -51843.9526262499 + 19.7292480567881Costs[t] + 3247.59353619237Orders[t] + 2.14055513624031Dividends[t] + 6.25156768943924`Profit/Trades`[t] -5.77246339770221`Profit/Cost`[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) | -51843.9526262499 | 98846.605805 | -0.5245 | 0.601407 | 0.300704 |
| Costs | 19.7292480567881 | 3.97359 | 4.9651 | 4e-06 | 2e-06 |
| Orders | 3247.59353619237 | 685.482696 | 4.7377 | 9e-06 | 5e-06 |
| Dividends | 2.14055513624031 | 1.006173 | 2.1274 | 0.036504 | 0.018252 |
| `Profit/Trades` | 6.25156768943924 | 3.01548 | 2.0732 | 0.041417 | 0.020709 |
| `Profit/Cost` | -5.77246339770221 | 30.374536 | -0.19 | 0.849763 | 0.424882 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.923991244554472 |
| R-squared | 0.853759820013322 |
| Adjusted R-squared | 0.844504112419228 |
| F-TEST (value) | 92.2414425190076 |
| F-TEST (DF numerator) | 5 |
| F-TEST (DF denominator) | 79 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 362485.57554555 |
| Sum Squared Residuals | 10380267605808.5 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 6282929 | 6267226.49796825 | 15702.5020317534 |
| 2 | 4324047 | 2235485.47131421 | 2088561.52868579 |
| 3 | 4108272 | 3394473.88365963 | 713798.116340369 |
| 4 | 1485329 | 2338269.22992978 | -852940.229929776 |
| 5 | 1779876 | 1728014.61606891 | 51861.3839310949 |
| 6 | 2519076 | 2099827.16518 | 419248.834820002 |
| 7 | 912684 | 1571620.26467589 | -658936.26467589 |
| 8 | 1443586 | 861431.619722117 | 582154.380277883 |
| 9 | 1457425 | 1608688.05748566 | -151263.057485659 |
| 10 | 929144 | 1538184.15731031 | -609040.15731031 |
| 11 | 774497 | 1438652.05598262 | -664155.055982624 |
| 12 | 990576 | 1550755.04087773 | -560179.040877733 |
| 13 | 876607 | 652973.404980854 | 223633.595019146 |
| 14 | 711969 | 815087.902242814 | -103118.902242814 |
| 15 | 588864 | 1359862.39138866 | -770998.391388663 |
| 16 | 688779 | 393924.600642096 | 294854.399357904 |
| 17 | 608419 | 665645.051391097 | -57226.0513910974 |
| 18 | 696348 | 451222.938633999 | 245125.061366001 |
| 19 | 597793 | 442566.453095411 | 155226.546904589 |
| 20 | 697458 | 591856.056043921 | 105601.943956079 |
| 21 | 700368 | 713251.032954509 | -12883.0329545092 |
| 22 | 336260 | 351337.192449218 | -15077.1924492184 |
| 23 | 636765 | 588578.823023774 | 48186.1769762262 |
| 24 | 481231 | 878285.579391843 | -397054.579391843 |
| 25 | 563925 | 554569.006209947 | 9355.99379005269 |
| 26 | 511939 | 772734.543375396 | -260795.543375396 |
| 27 | 521016 | 828387.399756952 | -307371.399756952 |
| 28 | 543856 | 499633.839045955 | 44222.1609540448 |
| 29 | 329304 | 750460.760119346 | -421156.760119346 |
| 30 | 406339 | 607986.34262553 | -201647.34262553 |
| 31 | 493408 | 438290.511271092 | 55117.4887289076 |
| 32 | 416002 | 332904.862516287 | 83097.1374837126 |
| 33 | 337430 | 519390.022123477 | -181960.022123477 |
| 34 | 408247 | 370494.668322099 | 37752.3316779009 |
| 35 | 418799 | 539860.047624924 | -121061.047624924 |
| 36 | 247405 | 230880.234241452 | 16524.7657585484 |
| 37 | 283662 | 225282.016309311 | 58379.9836906893 |
| 38 | 420383 | 261967.121270628 | 158415.878729372 |
| 39 | 431809 | 459404.8879643 | -27595.8879643005 |
| 40 | 357257 | 432290.204029609 | -75033.2040296091 |
| 41 | 373177 | 339765.83038037 | 33411.1696196303 |
| 42 | 369419 | 456857.497180685 | -87438.4971806855 |
| 43 | 376641 | 260165.368757228 | 116475.631242772 |
| 44 | 364885 | 202265.161271942 | 162619.838728058 |
| 45 | 329118 | 234247.589335322 | 94870.410664678 |
| 46 | 317365 | 258336.229610467 | 59028.7703895333 |
| 47 | 153661 | 290348.227959363 | -136687.227959363 |
| 48 | 513294 | 347050.41947074 | 166243.58052926 |
| 49 | 264512 | 218399.202759938 | 46112.7972400621 |
| 50 | 129302 | 216648.662318246 | -87346.6623182457 |
| 51 | 268673 | 226606.200199045 | 42066.7998009548 |
| 52 | 353179 | 223958.382230196 | 129220.617769804 |
| 53 | 211742 | 197765.361315542 | 13976.6386844581 |
| 54 | 485538 | 352911.279961908 | 132626.720038092 |
| 55 | 279268 | 203489.870356426 | 75778.1296435741 |
| 56 | 219060 | 255309.333730768 | -36249.3337307681 |
| 57 | 325806 | 855783.040699587 | -529977.040699587 |
| 58 | 349729 | 239684.205841234 | 110044.794158766 |
| 59 | 305442 | 220070.620257208 | 85371.3797427918 |
| 60 | 329537 | 228308.74138653 | 101228.25861347 |
| 61 | 327055 | 181276.406672442 | 145778.593327558 |
| 62 | 356245 | 193040.487166975 | 163204.512833025 |
| 63 | 404480 | 497618.38912923 | -93138.3891292297 |
| 64 | 318314 | 226048.651662464 | 92265.3483375364 |
| 65 | 311807 | 122588.084774973 | 189218.915225027 |
| 66 | 337724 | 233020.967691249 | 104703.032308751 |
| 67 | 326431 | 418636.660181122 | -92205.6601811217 |
| 68 | 327556 | 284118.014360667 | 43437.985639333 |
| 69 | 356850 | 188718.506292663 | 168131.493707337 |
| 70 | 321024 | 194864.426163936 | 126159.573836064 |
| 71 | 355822 | 156032.257272854 | 199789.742727146 |
| 72 | 324047 | 261659.125096242 | 62387.8749037582 |
| 73 | 328576 | 209291.4544658 | 119284.5455342 |
| 74 | 332013 | 219368.287137922 | 112644.712862078 |
| 75 | 319634 | 324993.19938525 | -5359.19938525022 |
| 76 | 279230 | 265096.619081615 | 14133.3809183849 |
| 77 | 532682 | 1028447.69601692 | -495765.696016921 |
| 78 | 171493 | 166986.529655007 | 4506.47034499305 |
| 79 | 302211 | 220081.637088631 | 82129.3629113688 |
| 80 | 286146 | 282977.582973631 | 3168.41702636893 |
| 81 | 306844 | 181291.451859568 | 125552.548140432 |
| 82 | 307705 | 298631.440145438 | 9073.55985456208 |
| 83 | 299446 | 204888.785507001 | 94557.214492999 |
| 84 | -78375 | 340572.859397513 | -418947.859397513 |
| 85 | 235098 | 438512.302578535 | -203414.302578535 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 9 | 0.999952070493982 | 9.5859012036465e-05 | 4.79295060182325e-05 |
| 10 | 0.999945740800299 | 0.00010851839940221 | 5.42591997011051e-05 |
| 11 | 0.99987428171779 | 0.000251436564418748 | 0.000125718282209374 |
| 12 | 0.999886342987903 | 0.000227314024194875 | 0.000113657012097438 |
| 13 | 0.999971971310401 | 5.60573791979386e-05 | 2.80286895989693e-05 |
| 14 | 0.999994175595394 | 1.16488092113403e-05 | 5.82440460567014e-06 |
| 15 | 0.99999384322557 | 1.23135488589638e-05 | 6.15677442948188e-06 |
| 16 | 1 | 1.71201097727476e-19 | 8.5600548863738e-20 |
| 17 | 1 | 5.65087461543498e-20 | 2.82543730771749e-20 |
| 18 | 1 | 1.70912462204404e-22 | 8.54562311022019e-23 |
| 19 | 1 | 4.0463030590122e-23 | 2.0231515295061e-23 |
| 20 | 1 | 2.0964684362509e-25 | 1.04823421812545e-25 |
| 21 | 1 | 5.5237360166608e-25 | 2.7618680083304e-25 |
| 22 | 1 | 1.76252791852425e-24 | 8.81263959262126e-25 |
| 23 | 1 | 3.50272226630326e-25 | 1.75136113315163e-25 |
| 24 | 1 | 2.2211104661777e-24 | 1.11055523308885e-24 |
| 25 | 1 | 1.54972275234054e-25 | 7.7486137617027e-26 |
| 26 | 1 | 8.828740328167e-25 | 4.4143701640835e-25 |
| 27 | 1 | 4.0952804144437e-24 | 2.04764020722185e-24 |
| 28 | 1 | 4.76215559591186e-25 | 2.38107779795593e-25 |
| 29 | 1 | 1.37462386351657e-26 | 6.87311931758283e-27 |
| 30 | 1 | 2.19296181165224e-26 | 1.09648090582612e-26 |
| 31 | 1 | 6.43972121349973e-27 | 3.21986060674986e-27 |
| 32 | 1 | 2.5877901644983e-26 | 1.29389508224915e-26 |
| 33 | 1 | 8.59855689561831e-26 | 4.29927844780916e-26 |
| 34 | 1 | 3.8835645151734e-25 | 1.9417822575867e-25 |
| 35 | 1 | 2.21129173327592e-24 | 1.10564586663796e-24 |
| 36 | 1 | 2.9863965376057e-24 | 1.49319826880285e-24 |
| 37 | 1 | 1.06547903053862e-23 | 5.32739515269312e-24 |
| 38 | 1 | 2.53735404758405e-23 | 1.26867702379202e-23 |
| 39 | 1 | 4.21186914661241e-23 | 2.1059345733062e-23 |
| 40 | 1 | 3.09224241867536e-23 | 1.54612120933768e-23 |
| 41 | 1 | 1.47840942510266e-22 | 7.39204712551329e-23 |
| 42 | 1 | 8.25043819783678e-22 | 4.12521909891839e-22 |
| 43 | 1 | 5.6571611601275e-22 | 2.82858058006375e-22 |
| 44 | 1 | 1.4729799630954e-21 | 7.36489981547702e-22 |
| 45 | 1 | 8.49761739107581e-21 | 4.2488086955379e-21 |
| 46 | 1 | 5.29181360953162e-20 | 2.64590680476581e-20 |
| 47 | 1 | 4.23565611120482e-20 | 2.11782805560241e-20 |
| 48 | 1 | 3.87406416362939e-21 | 1.9370320818147e-21 |
| 49 | 1 | 1.64774265202473e-20 | 8.23871326012367e-21 |
| 50 | 1 | 1.03913295180695e-20 | 5.19566475903474e-21 |
| 51 | 1 | 6.45328444745121e-20 | 3.22664222372561e-20 |
| 52 | 1 | 1.21076067896913e-19 | 6.05380339484564e-20 |
| 53 | 1 | 3.80963520432642e-20 | 1.90481760216321e-20 |
| 54 | 1 | 2.82310574775931e-20 | 1.41155287387965e-20 |
| 55 | 1 | 2.6080679281463e-19 | 1.30403396407315e-19 |
| 56 | 1 | 2.86253116341317e-19 | 1.43126558170658e-19 |
| 57 | 1 | 7.78986687239409e-20 | 3.89493343619704e-20 |
| 58 | 1 | 8.90231388877267e-19 | 4.45115694438634e-19 |
| 59 | 1 | 4.81044685234348e-18 | 2.40522342617174e-18 |
| 60 | 1 | 5.03468250475543e-17 | 2.51734125237772e-17 |
| 61 | 1 | 5.54673918689674e-16 | 2.77336959344837e-16 |
| 62 | 0.999999999999998 | 4.03265527231981e-15 | 2.01632763615991e-15 |
| 63 | 0.999999999999978 | 4.45823664676965e-14 | 2.22911832338483e-14 |
| 64 | 0.999999999999884 | 2.32895594878605e-13 | 1.16447797439303e-13 |
| 65 | 0.999999999998776 | 2.44865518298563e-12 | 1.22432759149281e-12 |
| 66 | 0.999999999993839 | 1.23221530799729e-11 | 6.16107653998644e-12 |
| 67 | 0.99999999993344 | 1.33118376594874e-10 | 6.65591882974368e-11 |
| 68 | 0.999999999316181 | 1.36763742612205e-09 | 6.83818713061026e-10 |
| 69 | 0.999999999273175 | 1.45364913061697e-09 | 7.26824565308485e-10 |
| 70 | 0.999999991480031 | 1.70399378603937e-08 | 8.51996893019683e-09 |
| 71 | 0.999999964683617 | 7.06327664868426e-08 | 3.53163832434213e-08 |
| 72 | 0.999999573905265 | 8.52189470219706e-07 | 4.26094735109853e-07 |
| 73 | 0.999995310359418 | 9.37928116399244e-06 | 4.68964058199622e-06 |
| 74 | 0.999953447909168 | 9.31041816634891e-05 | 4.65520908317445e-05 |
| 75 | 0.999706712043823 | 0.0005865759123536 | 0.0002932879561768 |
| 76 | 0.999049045196858 | 0.00190190960628446 | 0.000950954803142228 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 68 | 1 | NOK |
| 5% type I error level | 68 | 1 | NOK |
| 10% type I error level | 68 | 1 | NOK |
