Multiple Linear Regression - Estimated Regression Equation
Wealth[t] = + 112200.404639828 -9.55889135755833Costs[t] + 367.777760278712Orders[t] + 3.34229417014197Dividends[t] + 0.326106031720589`Profit/Trades`[t] -0.0604840098092537`Profit/Cost`[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)112200.40463982827238.0029774.11935.5e-052.8e-05
Costs-9.558891357558332.445302-3.90910.0001266.3e-05
Orders367.777760278712375.1884480.98020.3281190.16406
Dividends3.342294170141970.32657710.234300
`Profit/Trades`0.3261060317205890.5181420.62940.5298040.264902
`Profit/Cost`-0.06048400980925370.607411-0.09960.9207780.460389


Multiple Linear Regression - Regression Statistics
Multiple R0.64654374737574
R-squared0.418018817270664
Adjusted R-squared0.403824154277266
F-TEST (value)29.449013158331
F-TEST (DF numerator)5
F-TEST (DF denominator)205
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation154023.847431686
Sum Squared Residuals4863285843420.16


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
1-1212617-628097.372760566-584519.627239434
21367203250621.0541913791116581.94580862
31220017727120.293869742492896.706130258
4984885198692.090449285786192.909550715
5-572920-126168.969871309-446751.030128691
61151176581429.613206373569746.386793627
77900901046535.1819411-256445.181941102
8454195454527.857822369-332.85782236926
9702380577613.616810228124766.383189772
10264449453167.476809822-188718.476809822
11450033523153.465658821-73120.4656588211
12541063196637.92600178344425.07399822
13-37216130754.241761845-167970.241761845
14783310155456.13488028627853.86511972
15467359192397.791322095274961.208677905
168217301112861.7021898-291131.702189799
17377934354703.27899369223230.7210063084
18651939338368.459816706313570.540183294
19225986388270.616332064-162284.616332064
20348695536130.283810954-187435.283810954
21373683324952.31327448548730.6867255151
22501709415653.89943056186055.1005694395
23413743472353.31056065-58610.3105606503
24379825314398.25921637465426.7407836261
25469107495217.410521403-26110.4105214026
26211928360925.508289351-148997.508289351
27423262323518.96852283999743.0314771614
28509665258080.167920617251584.832079383
29455881372592.60834884683288.3916511544
30367772451698.810565288-83926.8105652876
31232942311271.948363669-78329.9483636686
32361517304405.80214695957111.1978530409
33360962381460.584705164-20498.5847051645
34235561379486.972590163-143925.972590163
35450296564522.337436091-114226.337436091
36378519208909.704112466169609.295887534
37326638469844.326983828-143206.326983828
38328233378996.283777479-50763.2837774785
39386225504890.835996638-118665.835996638
40370225497951.77368616-127726.77368616
41269236356402.990092557-87166.9900925565
42365732351716.22157524114015.7784247585
43345811315316.86401892830494.1359810725
44418876581640.177393836-162764.177393836
45297476244133.14605142253342.8539485779
46416776460828.329632345-44052.3296323445
47458343416822.18288341941520.8171165811
48388386463651.589961738-75265.5899617382
49358934465816.739157878-106882.739157878
50407560463469.950462262-55909.9504622624
51392558426874.376825143-34316.3768251429
52428370328965.84100222999404.158997771
53358649236529.145091326122119.854908674
54467427501414.411466967-33987.4114669667
55436230533141.509986334-96911.5099863336
56286849413685.516710042-126836.516710042
57376685463538.905484008-86853.9054840077
58407198493591.46467723-86393.4646772296
59377772340943.17597623736828.8240237635
60271483355920.670926348-84437.670926348
61324881416264.685904128-91383.6859041276
62420968340804.339483980163.6605161003
63191521367105.5621718-175584.5621718
64354624300377.46170781754246.538292183
65363713397390.406606438-33677.4066064379
66456657397122.82160643259534.1783935684
67338381317322.75982865521058.2401713446
68418530414370.8061891814159.1938108186
69351483335701.42075434115781.5792456587
70372928450290.026262225-77362.0262622253
71325314323925.4843233011388.51567669918
72322046311665.27003395910380.7299660405
73325599321991.1515413633607.84845863697
74377028293366.77942792683661.2205720742
75323850335936.35982185-12086.35982185
76331514317616.64086984713897.3591301529
77325632321560.2261515964071.77384840442
78322265311047.265316311217.7346837001
79325906299072.85806320426833.1419367957
80325985330336.3670085-4351.36700849955
81346145328199.0251572917945.9748427103
82325898305220.97450287720677.0254971226
83325356324009.1847636671346.81523633301
84325930356537.964059056-30607.964059056
85318020309664.7520508158355.24794918465
86326389314798.88922244411590.1107775563
87302925309376.637681193-6451.6376811932
88325540329690.211918127-4150.21191812665
89326736338103.157070733-11367.1570707325
90340580320058.0307073420521.9692926601
91331828315045.52242402816782.4775759715
92323299328896.27844157-5597.27844156951
93387722267497.329465757120224.670534243
94324598328671.911268304-4073.91126830426
95328726325210.8530724773515.14692752339
96325043322275.6655097622767.33449023758
97387732351134.66271615636597.3372838438
98332202296963.60956886135238.3904311386
99328451328667.595737449-216.595737448872
100307062338572.027140949-31510.0271409494
101331345321691.8237467969653.17625320357
102331824326520.8975759655303.10242403505
103325685336768.995279782-11083.9952797823
104322741307566.69207057715174.3079294227
105310902320286.738209617-9384.7382096171
106324295324005.552315521289.447684478713
107326156322214.1735390243941.82646097562
108326960315135.95119994111824.0488000591
109333411300237.85370419533173.1462958049
110297761320742.524780904-22981.5247809043
111325536333476.252406657-7940.2524066575
112325762335721.19504183-9959.1950418305
113327957324441.3199295413515.68007045879
114318521338897.389871741-20376.3898717409
115319775329684.368400487-9909.36840048719
116325486352689.660569558-27203.6605695577
117325838322299.5468212993538.45317870066
118331767331726.92392446440.0760755357987
119324523319239.8012960725283.19870392838
120339995344972.321764079-4977.32176407862
121319582326535.069662153-6953.06966215315
122307245294904.94402780212340.0559721984
123317967344889.872968248-26922.8729682478
124331488364815.754422632-33327.7544226321
125335452398787.136287294-63335.1362872935
126334184299590.22110162434593.7788983758
127313213278763.47582511234449.5241748881
128348678362257.917697507-13579.9176975073
129328727312430.90695382716296.0930461728
130387978378771.4681717459206.53182825536
131336704361162.390681515-24458.3906815152
132322076324456.444920821-2380.44492082082
133334272324082.0066073710189.9933926302
134338197333289.6055391224907.39446087785
135322145342571.316027479-20426.3160274788
136323351309506.12160199813844.8783980018
137327748352179.904256144-24431.9042561445
138328157330580.969495052-2423.96949505209
139311594296724.63131673514869.3686832654
140335962326867.1199966729094.8800033281
141372426388656.291555648-16230.2915556476
142319844316912.8916584922931.10834150761
143311464324440.893669147-12976.8936691469
144353417321349.9912767232067.00872328
145325590319988.443345475601.55665453
146326126299398.41151377426727.5884862258
147369376412539.128736447-43163.1287364473
148325871325960.876125347-89.8761253470948
149342165336204.9433116645960.05668833626
150324967352907.699878477-27940.6998784771
151314832322660.370564107-7828.37056410722
152325557318251.4110395117305.58896048895
153322649334967.326617758-12318.3266177584
154324598322606.0539393251991.94606067482
155325567328250.546497647-2683.54649764672
156324005322210.6431937541794.35680624635
157325748356570.125203698-30822.1252036984
158323385317367.113959536017.88604046979
159315409326654.892758486-11245.8927584855
160312275315801.241381886-3526.2413818858
161320576308958.46153849911617.5384615012
162325246322452.9240267452793.07597325455
163332961313050.65904657719910.340953423
164323010338719.209800727-15709.209800727
165345253377003.432781828-31750.4327818281
166325559315514.44780239210044.5521976085
167319951316623.3603157633327.63968423696
168318519311248.3773282397270.62267176097
169343222373923.200494577-30701.2004945769
170317234366477.886749162-49243.8867491624
171314025304345.029374329679.97062568026
172320249314520.5076792695728.4923207311
173349365359983.501123561-10618.501123561
174289197250873.67433338138323.3256666187
175329245327963.6278371011281.37216289872
176240869326027.105631516-85158.1056315161
177327182318309.9357025318872.06429746909
178322876306510.4430061216365.5569938797
179323117327762.716390114-4645.71639011354
180306351307622.910119474-1271.91011947364
181335137326065.0021326059071.9978673952
182308271312786.114121214-4515.1141212143
183301731317639.205549197-15908.2055491966
184382409342669.37815389939739.6218461009
185298731307613.807914121-8882.80791412086
186243650251609.734832198-7959.73483219766
187319771327516.673764519-7745.67376451944
188347262348105.465749713-843.465749713367
189343945327604.97142232616340.0285776738
190311874310946.178686521927.82131347854
191316708329350.482110074-12642.4821100743
192333463344568.464310812-11105.4643108119
193344282340529.3954141363752.60458586425
194319635307660.8002928211974.1997071797
195301186309232.083649938-8046.0836499378
196300381351160.88984963-50779.8898496296
197318765354840.623544312-36075.6235443124
198312448371660.458444228-59212.4584442278
199299715360169.710993394-60454.7109933941
200373399208204.887256343165194.112743657
201325586341763.193417503-16177.193417503
202291221336481.346221694-45260.3462216941
203261173346047.865857355-84874.865857355
204255027355425.022903842-100398.022903842
205-58143240539.430936442-298682.430936442
206227033282688.837938903-55655.8379389034
20721267251056.773918372-229789.773918372
208238675387137.930777243-148462.930777243
209197687301260.586507083-103573.586507083
210418341257807.57029265160533.42970735
211-29770655110.3911066286-352816.391106629


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
913.87188403680054e-271.93594201840027e-27
1011.80489241755293e-279.02446208776465e-28
1111.31035641297382e-266.5517820648691e-27
1212.72818951018991e-271.36409475509495e-27
1314.92127343672458e-282.46063671836229e-28
1418.68346569531875e-404.34173284765938e-40
1511.02588889700918e-415.12944448504592e-42
1612.22365854584213e-541.11182927292106e-54
1719.16030053275391e-544.58015026637696e-54
1814.51609908966401e-582.25804954483201e-58
1911.55068083097424e-597.7534041548712e-60
2015.19568829365494e-602.59784414682747e-60
2112.00952637770705e-601.00476318885353e-60
2212.96837520183669e-601.48418760091835e-60
2311.23049593384702e-596.15247966923511e-60
2413.28501705561148e-591.64250852780574e-59
2511.07071785490377e-585.35358927451887e-59
2612.23990568142306e-591.11995284071153e-59
2715.5672627755991e-592.78363138779955e-59
2814.71483596378643e-642.35741798189321e-64
2912.41231882512028e-641.20615941256014e-64
3019.38699769453655e-644.69349884726827e-64
3111.30101875424217e-636.50509377121085e-64
3217.15483378703779e-633.57741689351889e-63
3312.21370516520976e-621.10685258260488e-62
3411.24365839607946e-626.21829198039732e-63
3515.0847801209458e-622.5423900604729e-62
3611.00262516129606e-625.01312580648031e-63
3711.05718643077449e-625.28593215387247e-63
3815.76070857197284e-622.88035428598642e-62
3911.67058838722775e-618.35294193613875e-62
4015.31712400849589e-612.65856200424794e-61
4111.59722238418518e-607.9861119209259e-61
4218.60314484255331e-604.30157242127666e-60
4314.73771902130104e-592.36885951065052e-59
4411.02490569506642e-585.12452847533209e-59
4515.08132945900714e-582.54066472950357e-58
4612.51435924106698e-571.25717962053349e-57
4711.29877773809361e-566.49388869046806e-57
4816.58402658316374e-563.29201329158187e-56
4911.34784355773223e-556.73921778866116e-56
5016.78997409924704e-553.39498704962352e-55
5113.52857245926358e-541.76428622963179e-54
5216.88303560684969e-543.44151780342484e-54
5318.34504616193585e-544.17252308096793e-54
5412.34744903544973e-531.17372451772486e-53
5515.22557586969015e-532.61278793484507e-53
5613.84914191225206e-531.92457095612603e-53
5711.02749527914009e-525.13747639570043e-53
5812.96147281088386e-521.48073640544193e-52
5911.15931704158358e-515.79658520791792e-52
6011.72559486023556e-518.6279743011778e-52
6114.5305930569e-512.26529652845e-51
6216.63571484551566e-513.31785742275783e-51
6316.55483125401344e-523.27741562700672e-52
6411.93124568450415e-519.65622842252077e-52
6516.32922189508212e-513.16461094754106e-51
6611.27886246918524e-506.39431234592621e-51
6715.36323859258519e-502.68161929629259e-50
6811.40868356845609e-497.04341784228043e-50
6916.01835833925139e-493.0091791696257e-49
7012.26340432309209e-491.13170216154605e-49
7112.47533770098338e-491.23766885049169e-49
7211.17460316900582e-485.87301584502909e-49
7319.28408443734125e-494.64204221867063e-49
7411.22106007703696e-486.10530038518478e-49
7514.550840792091e-482.2754203960455e-48
7611.92437968290355e-479.62189841451775e-48
7719.07403868025372e-474.53701934012686e-47
7814.03615990967349e-462.01807995483674e-46
7911.49855940521158e-457.49279702605792e-46
8016.83355685483329e-453.41677842741664e-45
8112.93850548110219e-441.46925274055109e-44
8211.19212176219238e-435.96060881096189e-44
8311.75772316167222e-438.78861580836112e-44
8414.01569577749098e-432.00784788874549e-43
8511.69793474651162e-428.48967373255812e-43
8617.52951756944098e-423.76475878472049e-42
8713.2603089237348e-411.6301544618674e-41
8811.40870923213407e-407.04354616067035e-41
8915.51569180971058e-402.75784590485529e-40
9012.01594307420397e-391.00797153710198e-39
9117.64970286768989e-393.82485143384495e-39
9213.11977990679273e-381.55988995339636e-38
9311.15295545550466e-385.76477727752328e-39
9414.79906382424969e-382.39953191212485e-38
9511.95656984041119e-379.78284920205596e-38
9617.89832459241512e-373.94916229620756e-37
9712.47542555907562e-361.23771277953781e-36
9817.06742007705009e-363.53371003852505e-36
9912.76924812702804e-351.38462406351402e-35
10019.94196082414099e-354.97098041207049e-35
10113.65011908087206e-341.82505954043603e-34
10211.3800472244675e-336.90023612233751e-34
10315.26350104808726e-332.63175052404363e-33
10411.87889957159936e-329.39449785799679e-33
10517.08776557518854e-323.54388278759427e-32
10612.56019833212846e-311.28009916606423e-31
10719.14787827478964e-314.57393913739482e-31
10813.11958169064651e-301.55979084532326e-30
10919.02895440022268e-304.51447720011134e-30
11013.16870877724416e-291.58435438862208e-29
11111.0503658419903e-285.25182920995148e-29
11213.69630720217583e-281.84815360108791e-28
11311.3021838527439e-276.5109192637195e-28
11414.45349019760965e-272.22674509880482e-27
11511.53048312781663e-267.65241563908316e-27
11614.99764006361206e-262.49882003180603e-26
11711.65625515630154e-258.2812757815077e-26
11815.43060471934885e-252.71530235967442e-25
11911.76336784473346e-248.81683922366732e-25
12015.10391376634953e-242.55195688317476e-24
12111.660806351588e-238.30403175794e-24
12215.03079404817044e-232.51539702408522e-23
12311.55681366812099e-227.78406834060494e-23
12413.82651028581695e-221.91325514290847e-22
12514.48394558173128e-222.24197279086564e-22
12611.06246341096041e-215.31231705480203e-22
12713.00683074780446e-211.50341537390223e-21
12819.18786524984198e-214.59393262492099e-21
12912.61937502596034e-201.30968751298017e-20
13017.8595077690398e-203.9297538845199e-20
13112.02554400538583e-191.01277200269292e-19
13216.05745399729538e-193.02872699864769e-19
13311.74682358011831e-188.73411790059154e-19
13415.13759098768024e-182.56879549384012e-18
13511.46499625607852e-177.3249812803926e-18
13614.2043448568765e-172.10217242843825e-17
13711.15780518615979e-165.78902593079895e-17
13813.22467513989872e-161.61233756994936e-16
13918.54700981967497e-164.27350490983748e-16
1400.9999999999999992.31214527292907e-151.15607263646454e-15
1410.9999999999999976.02238149564509e-153.01119074782255e-15
1420.9999999999999921.61151690587969e-148.05758452939846e-15
1430.9999999999999794.25569384261315e-142.12784692130658e-14
1440.999999999999959.85064925558446e-144.92532462779223e-14
1450.9999999999998732.5469537978763e-131.27347689893815e-13
1460.9999999999997025.95575139012674e-132.97787569506337e-13
1470.999999999999491.01822067849405e-125.09110339247026e-13
1480.99999999999872.59930526548194e-121.29965263274097e-12
1490.99999999999686.39846964792863e-123.19923482396432e-12
1500.9999999999921381.57239956744707e-117.86199783723534e-12
1510.999999999980723.85616800750235e-111.92808400375118e-11
1520.9999999999533739.32538391149662e-114.66269195574831e-11
1530.9999999998879972.24006221517678e-101.12003110758839e-10
1540.9999999997391955.21610352070068e-102.60805176035034e-10
1550.999999999388531.22294087919833e-096.11470439599165e-10
1560.9999999986097452.78050909048336e-091.39025454524168e-09
1570.9999999969314936.13701400927421e-093.06850700463711e-09
1580.9999999931779241.36441524258841e-086.82207621294204e-09
1590.999999984808693.03826194860295e-081.51913097430148e-08
1600.999999966985976.60280614079187e-083.30140307039594e-08
1610.9999999331312811.33737437594019e-076.68687187970094e-08
1620.9999998585328822.82934235957819e-071.41467117978909e-07
1630.9999997240340645.51931871665819e-072.75965935832909e-07
1640.9999994234770871.15304582591335e-065.76522912956675e-07
1650.9999988719000022.25619999578937e-061.12809999789468e-06
1660.999998075196063.84960788236004e-061.92480394118002e-06
1670.99999613093667.7381268014503e-063.86906340072515e-06
1680.9999926066921571.47866156854934e-057.39330784274668e-06
1690.9999863102204522.73795590953713e-051.36897795476857e-05
1700.999981837474013.63250519808544e-051.81625259904272e-05
1710.999965555197976.88896040596879e-053.44448020298439e-05
1720.9999374053872530.0001251892254934256.25946127467124e-05
1730.9998834475344450.0002331049311091470.000116552465554573
1740.9998298682230550.0003402635538898510.000170131776944926
1750.9996895290806580.0006209418386842790.00031047091934214
1760.9994988088264710.001002382347057020.000501191173528511
1770.9991154376263430.001769124747313210.000884562373656603
1780.9985687806574510.002862438685097140.00143121934254857
1790.9990811892119550.001837621576090620.00091881078804531
1800.9983785326166490.003242934766702810.00162146738335141
1810.9974952874661590.005009425067682770.00250471253384139
1820.9958569969989440.008286006002111540.00414300300105577
1830.993071396922170.01385720615566010.00692860307783007
1840.9886483350667450.02270332986650970.0113516649332548
1850.9818030756809520.03639384863809680.0181969243190484
1860.978312472321780.04337505535644060.0216875276782203
1870.967224237375980.06555152524803820.0327757626240191
1880.9502308637030160.09953827259396740.0497691362969837
1890.9258378152006210.1483243695987580.0741621847993788
1900.8923368559766870.2153262880466250.107663144023313
1910.8504982305552730.2990035388894540.149501769444727
1920.796441877016770.407116245966460.20355812298323
1930.7360297573639470.5279404852721050.263970242636053
1940.6600139429289380.6799721141421250.339986057071062
1950.6343797322604080.7312405354791840.365620267739592
1960.5549825106120620.8900349787758760.445017489387938
1970.500264774472170.999470451055660.49973522552783
1980.398238263880940.796476527761880.60176173611906
1990.2950316112572980.5900632225145950.704968388742702
2000.4026755642817750.805351128563550.597324435718225
2010.2863563717562680.5727127435125360.713643628243732
2020.3937115072798090.7874230145596190.60628849272019


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level1740.896907216494845NOK
5% type I error level1780.917525773195876NOK
10% type I error level1800.927835051546392NOK