| Multiple Linear Regression - Estimated Regression Equation |
| Wealth[t] = -42000.8185908956 + 15.9214989697913Costs[t] + 2669.75885268391Orders[t] + 2.98822899621563Dividends[t] -4099.56734915861t + 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) | -42000.8185908956 | 314242.402391 | -0.1337 | 0.894161 | 0.447081 |
| Costs | 15.9214989697913 | 6.324037 | 2.5176 | 0.014757 | 0.007379 |
| Orders | 2669.75885268391 | 1168.612151 | 2.2846 | 0.026221 | 0.01311 |
| Dividends | 2.98822899621563 | 1.271689 | 2.3498 | 0.0224 | 0.0112 |
| t | -4099.56734915861 | 6197.911928 | -0.6614 | 0.51109 | 0.255545 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.8155944379683 |
| R-squared | 0.665194287244827 |
| Adjusted R-squared | 0.640844780862632 |
| F-TEST (value) | 27.3185943404278 |
| F-TEST (DF numerator) | 4 |
| F-TEST (DF denominator) | 55 |
| p-value | 1.64890323617328e-12 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 618138.706379022 |
| Sum Squared Residuals | 21015250317816.2 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 6282154 | 5333375.58192474 | 948778.418075258 |
| 2 | 4321023 | 1853812.95194609 | 2467210.04805391 |
| 3 | 4111912 | 2897359.06723487 | 1214552.93276513 |
| 4 | 223193 | 2355698.80915878 | -2132505.80915878 |
| 5 | 1491348 | 2028076.28218514 | -536728.282185141 |
| 6 | 1629616 | 1530509.88505418 | 99106.1149458233 |
| 7 | 1398893 | 1669951.64665333 | -271058.646653331 |
| 8 | 1926517 | 2059159.99843476 | -132642.998434765 |
| 9 | 983660 | 1310744.75719886 | -327084.757198863 |
| 10 | 1443586 | 663415.929788135 | 780170.070211865 |
| 11 | 1073089 | 1335558.85674196 | -262469.856741959 |
| 12 | 984885 | 579878.395082897 | 405006.604917103 |
| 13 | 1405225 | 1235620.04583311 | 169604.954166890 |
| 14 | 227132 | 1198895.92992751 | -971763.929927506 |
| 15 | 929118 | 1323994.09565187 | -394876.095651872 |
| 16 | 1071292 | 617559.202303258 | 453732.797696742 |
| 17 | 638830 | 1135148.72644845 | -496318.726448447 |
| 18 | 856956 | 1282835.10621271 | -425879.106212711 |
| 19 | 992426 | 1216637.63736300 | -224211.637363003 |
| 20 | 444477 | 1266354.07257114 | -821877.072571138 |
| 21 | 857217 | 519639.867490744 | 337577.132509256 |
| 22 | 711969 | 640673.276979881 | 71295.7230201192 |
| 23 | 702380 | 845559.523341843 | -143179.523341843 |
| 24 | 358589 | 1239374.82262514 | -880785.822625143 |
| 25 | 297978 | 591381.36999582 | -293403.369995821 |
| 26 | 585715 | 443621.288439671 | 142093.711560329 |
| 27 | 657954 | 1141931.52151572 | -483977.521515719 |
| 28 | 209458 | 320762.116800883 | -111304.116800883 |
| 29 | 786690 | 162424.282798194 | 624265.717201806 |
| 30 | 439798 | 584617.103670244 | -144819.103670244 |
| 31 | 688779 | 214422.881323347 | 474356.118676653 |
| 32 | 574339 | 518962.285723295 | 55376.7142767048 |
| 33 | 741409 | 281461.172024343 | 459947.827975657 |
| 34 | 597793 | 307877.856349429 | 289915.143650571 |
| 35 | 644190 | 783356.199422065 | -139166.199422065 |
| 36 | 377934 | 975003.411922775 | -597069.411922775 |
| 37 | 640273 | 432987.024247672 | 207285.975752328 |
| 38 | 697458 | 436860.481665942 | 260597.518334058 |
| 39 | 550608 | 630436.96506448 | -79828.9650644799 |
| 40 | 207393 | 447012.103266425 | -239619.103266425 |
| 41 | 301607 | 852747.88313204 | -551140.88313204 |
| 42 | 345783 | 441943.681589344 | -96160.6815893441 |
| 43 | 501749 | 371699.856486442 | 130049.143513558 |
| 44 | 379983 | 473098.445141067 | -93115.4451410666 |
| 45 | 387475 | 157986.872333110 | 229488.127666890 |
| 46 | 377305 | 199075.270347247 | 178229.729652753 |
| 47 | 370837 | 603235.154516543 | -232398.154516543 |
| 48 | 430866 | 687625.543049717 | -256759.543049717 |
| 49 | 469107 | 354322.540425556 | 114784.459574444 |
| 50 | 194493 | 127155.29055608 | 67337.7094439199 |
| 51 | 530670 | 362521.105205040 | 168148.894794960 |
| 52 | 518365 | 576673.855243524 | -58308.8552435236 |
| 53 | 491303 | 680072.615811201 | -188769.615811201 |
| 54 | 527021 | 359799.223016033 | 167221.776983967 |
| 55 | 233773 | 579018.395251971 | -345245.395251971 |
| 56 | 405972 | 155273.567516702 | 250698.432483298 |
| 57 | 652925 | -49526.4962785979 | 702451.496278598 |
| 58 | 446211 | 193344.759748833 | 252866.240251167 |
| 59 | 341340 | 170037.450076304 | 171302.549923696 |
| 60 | 387699 | 348682.454449138 | 39016.5455508623 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 8 | 0.997140474029396 | 0.00571905194120871 | 0.00285952597060436 |
| 9 | 0.999999984434015 | 3.11319693294107e-08 | 1.55659846647053e-08 |
| 10 | 0.99999999999919 | 1.62172001154219e-12 | 8.10860005771095e-13 |
| 11 | 0.999999999998945 | 2.10930653405723e-12 | 1.05465326702861e-12 |
| 12 | 0.999999999999229 | 1.54202677297281e-12 | 7.71013386486407e-13 |
| 13 | 0.999999999999967 | 6.53604704721324e-14 | 3.26802352360662e-14 |
| 14 | 0.999999999999998 | 3.739284204768e-15 | 1.869642102384e-15 |
| 15 | 0.999999999999997 | 5.28156872774791e-15 | 2.64078436387396e-15 |
| 16 | 1 | 5.95424975150389e-16 | 2.97712487575194e-16 |
| 17 | 1 | 9.26210498796022e-16 | 4.63105249398011e-16 |
| 18 | 1 | 1.12274508467804e-15 | 5.6137254233902e-16 |
| 19 | 1 | 2.62294992432246e-16 | 1.31147496216123e-16 |
| 20 | 1 | 8.99887764060649e-16 | 4.49943882030324e-16 |
| 21 | 1 | 1.45323304045917e-16 | 7.26616520229583e-17 |
| 22 | 1 | 2.54072460716500e-16 | 1.27036230358250e-16 |
| 23 | 1 | 1.11747018211046e-15 | 5.58735091055229e-16 |
| 24 | 0.999999999999998 | 4.38758006829298e-15 | 2.19379003414649e-15 |
| 25 | 0.999999999999997 | 5.19255975599411e-15 | 2.59627987799705e-15 |
| 26 | 0.999999999999994 | 1.23728249854256e-14 | 6.1864124927128e-15 |
| 27 | 0.99999999999999 | 2.01890606152338e-14 | 1.00945303076169e-14 |
| 28 | 0.999999999999998 | 3.3724395883887e-15 | 1.68621979419435e-15 |
| 29 | 0.999999999999998 | 3.66220198245120e-15 | 1.83110099122560e-15 |
| 30 | 0.999999999999989 | 2.21162893006839e-14 | 1.10581446503420e-14 |
| 31 | 0.99999999999996 | 8.02707903678107e-14 | 4.01353951839053e-14 |
| 32 | 0.99999999999976 | 4.78923395762952e-13 | 2.39461697881476e-13 |
| 33 | 0.999999999999547 | 9.05473827053027e-13 | 4.52736913526513e-13 |
| 34 | 0.999999999997764 | 4.47144634491074e-12 | 2.23572317245537e-12 |
| 35 | 0.999999999986884 | 2.62322988523811e-11 | 1.31161494261905e-11 |
| 36 | 0.999999999929854 | 1.40292909737269e-10 | 7.01464548686344e-11 |
| 37 | 0.999999999857464 | 2.85071623031067e-10 | 1.42535811515533e-10 |
| 38 | 0.99999999992703 | 1.45939533307164e-10 | 7.29697666535818e-11 |
| 39 | 0.999999999771287 | 4.5742621349062e-10 | 2.2871310674531e-10 |
| 40 | 0.999999999238672 | 1.52265571977943e-09 | 7.61327859889713e-10 |
| 41 | 0.999999996109395 | 7.78121015541112e-09 | 3.89060507770556e-09 |
| 42 | 0.999999978077764 | 4.38444728817214e-08 | 2.19222364408607e-08 |
| 43 | 0.999999904474492 | 1.9105101540558e-07 | 9.552550770279e-08 |
| 44 | 0.99999944749783 | 1.105004341214e-06 | 5.52502170607e-07 |
| 45 | 0.999997116385475 | 5.76722905035026e-06 | 2.88361452517513e-06 |
| 46 | 0.999986069462716 | 2.786107456729e-05 | 1.3930537283645e-05 |
| 47 | 0.9999397916416 | 0.000120416716801121 | 6.02083584005603e-05 |
| 48 | 0.999715372687427 | 0.000569254625145964 | 0.000284627312572982 |
| 49 | 0.998746864383265 | 0.00250627123347017 | 0.00125313561673509 |
| 50 | 0.999918380688764 | 0.000163238622471801 | 8.16193112359004e-05 |
| 51 | 0.999560260843643 | 0.00087947831271471 | 0.000439739156357355 |
| 52 | 0.998781325870283 | 0.002437348259434 | 0.001218674129717 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 45 | 1 | NOK |
| 5% type I error level | 45 | 1 | NOK |
| 10% type I error level | 45 | 1 | NOK |
