| Multiple Linear Regression - Estimated Regression Equation |
| Wealth[t] = -191286.673295896 + 285064.424055682Group[t] + 26.8409962495057Costs[t] -265.782661298832Trades[t] + 4.28215324408698Dividends[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) | -191286.673295896 | 136841.296711 | -1.3979 | 0.165407 | 0.082703 |
| Group | 285064.424055682 | 119021.423951 | 2.3951 | 0.018579 | 0.009289 |
| Costs | 26.8409962495057 | 3.833843 | 7.0011 | 0 | 0 |
| Trades | -265.782661298832 | 433.703931 | -0.6128 | 0.541459 | 0.27073 |
| Dividends | 4.28215324408698 | 1.099394 | 3.895 | 0.000183 | 9.1e-05 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.761489545827322 |
| R-squared | 0.579866328404301 |
| Adjusted R-squared | 0.562176489600272 |
| F-TEST (value) | 32.7796276058897 |
| F-TEST (DF numerator) | 4 |
| F-TEST (DF denominator) | 95 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 579091.205622821 |
| Sum Squared Residuals | 31857929320820.8 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 6282929 | 5082235.61530373 | 1200693.38469627 |
| 2 | 4324047 | 1161383.01100049 | 3162663.98899951 |
| 3 | 4108272 | 2977995.82621678 | 1130276.17378322 |
| 4 | -1212617 | 1815519.50263203 | -3028136.50263203 |
| 5 | 1485329 | 2025022.68714031 | -539693.687140308 |
| 6 | 1779876 | 1869869.12981448 | -89993.1298144844 |
| 7 | 1367203 | 1333888.90846951 | 33314.0915304871 |
| 8 | 2519076 | 2149148.56278612 | 369927.437213880 |
| 9 | 912684 | 1244504.50974265 | -331820.509742647 |
| 10 | 1443586 | 706408.65846467 | 737177.34153533 |
| 11 | 1220017 | 1522916.85425205 | -302899.854252051 |
| 12 | 984885 | 325423.224189772 | 659461.775810228 |
| 13 | 1457425 | 506446.919100573 | 950978.080899427 |
| 14 | -572920 | 1051955.18111971 | -1624875.18111971 |
| 15 | 929144 | 1028235.67194084 | -99091.6719408383 |
| 16 | 1151176 | 604775.557891148 | 546400.442108852 |
| 17 | 790090 | 1204919.53325630 | -414829.533256305 |
| 18 | 774497 | 1008605.06519791 | -234108.065197908 |
| 19 | 990576 | 1199229.68024933 | -208653.680249333 |
| 20 | 454195 | 713946.621318701 | -259751.621318701 |
| 21 | 876607 | 763352.971471928 | 113254.028528072 |
| 22 | 711969 | 1012531.56449353 | -300562.564493532 |
| 23 | 702380 | 848188.516524647 | -145808.516524647 |
| 24 | 264449 | 663210.453064015 | -398761.453064015 |
| 25 | 450033 | 546540.341465184 | -96507.3414651838 |
| 26 | 541063 | 489799.259829181 | 51263.7401708187 |
| 27 | 588864 | 1044186.05504365 | -455322.05504365 |
| 28 | -37216 | 211517.809744680 | -248733.809744680 |
| 29 | 783310 | 166601.329657602 | 616708.670342398 |
| 30 | 467359 | 313200.902198544 | 154158.097801456 |
| 31 | 688779 | 549999.911515869 | 138779.088484131 |
| 32 | 608419 | 842812.086412095 | -234393.086412095 |
| 33 | 696348 | 604783.795710454 | 91564.2042895462 |
| 34 | 597793 | 639380.89107302 | -41587.8910730192 |
| 35 | 821730 | 1154250.28897315 | -332520.288973151 |
| 36 | 377934 | 703859.531448381 | -325925.531448381 |
| 37 | 651939 | 441014.360696048 | 210924.639303952 |
| 38 | 697458 | 697116.661617115 | 341.338382885078 |
| 39 | 700368 | 957482.661491773 | -257114.661491773 |
| 40 | 225986 | 221123.812046129 | 4862.1879538707 |
| 41 | 348695 | 348153.324464841 | 541.675535159316 |
| 42 | 373683 | 573710.487001295 | -200027.487001295 |
| 43 | 501709 | 271815.031260625 | 229893.968739375 |
| 44 | 413743 | 468415.599750683 | -54672.599750683 |
| 45 | 379825 | 212604.3685541 | 167220.6314459 |
| 46 | 336260 | 621338.069210161 | -285078.069210161 |
| 47 | 636765 | 1022505.70612255 | -385740.706122549 |
| 48 | 481231 | 795845.820561051 | -314614.820561051 |
| 49 | 469107 | 440015.429292914 | 29091.5707070861 |
| 50 | 211928 | 188416.688623091 | 23511.3113769090 |
| 51 | 563925 | 612765.844254289 | -48840.8442542888 |
| 52 | 511939 | 742359.175020328 | -230420.175020328 |
| 53 | 521016 | 1067532.53205851 | -546516.53205851 |
| 54 | 543856 | 707277.968113737 | -163421.968113737 |
| 55 | 329304 | 847428.906054742 | -518124.906054742 |
| 56 | 423262 | 109622.880835187 | 313639.119164813 |
| 57 | 509665 | 122527.752535341 | 387137.247464659 |
| 58 | 455881 | 310965.144485786 | 144915.855514214 |
| 59 | 367772 | 240792.406226713 | 126979.593773287 |
| 60 | 406339 | 691621.228432584 | -285282.228432584 |
| 61 | 493408 | 634698.679153068 | -141290.679153068 |
| 62 | 232942 | 97951.8044467842 | 134990.195553216 |
| 63 | 416002 | 573930.178184297 | -157928.178184297 |
| 64 | 337430 | 620804.057912187 | -283374.057912187 |
| 65 | 361517 | 112235.999435205 | 249281.000564795 |
| 66 | 360962 | 301684.566755986 | 59277.433244014 |
| 67 | 235561 | 158624.929210587 | 76936.0707894134 |
| 68 | 408247 | 564822.51024213 | -156575.510242130 |
| 69 | 450296 | 383410.139953018 | 66885.8600469817 |
| 70 | 418799 | 614730.927592323 | -195931.927592323 |
| 71 | 247405 | 277124.438145097 | -29719.4381450967 |
| 72 | 378519 | 100260.016597592 | 278258.983402408 |
| 73 | 326638 | 295784.131347223 | 30853.8686527769 |
| 74 | 328233 | 160170.149309479 | 168062.850690521 |
| 75 | 386225 | 361488.560961723 | 24736.4390382773 |
| 76 | 283662 | 456170.547960335 | -172508.547960335 |
| 77 | 370225 | 314838.793344933 | 55386.206655067 |
| 78 | 269236 | 135969.451591452 | 133266.548408548 |
| 79 | 365732 | 109433.00563201 | 256298.99436799 |
| 80 | 420383 | 570938.139907145 | -150555.139907145 |
| 81 | 345811 | 99977.8214655644 | 245833.178534436 |
| 82 | 431809 | 584013.681245498 | -152204.681245498 |
| 83 | 418876 | 411639.980886051 | 7236.01911394867 |
| 84 | 297476 | -4541.86795523082 | 302017.867955231 |
| 85 | 416776 | 258407.050855702 | 158368.949144298 |
| 86 | 357257 | 502501.592045361 | -145244.592045361 |
| 87 | 458343 | 270126.642290883 | 188216.357709117 |
| 88 | 388386 | 264659.158675936 | 123726.841324064 |
| 89 | 358934 | 304567.127014048 | 54366.8729859519 |
| 90 | 407560 | 263547.689313455 | 144012.310686545 |
| 91 | 392558 | 257765.486437581 | 134792.513562419 |
| 92 | 373177 | 517038.10998087 | -143861.109980870 |
| 93 | 428370 | 115188.579036879 | 313181.420963121 |
| 94 | 369419 | 792644.347867473 | -423225.347867473 |
| 95 | 358649 | 8152.11365182494 | 350496.886348175 |
| 96 | 376641 | 422335.226362685 | -45694.2263626851 |
| 97 | 467427 | 297749.722209187 | 169677.277790813 |
| 98 | 364885 | 379644.59580242 | -14759.5958024197 |
| 99 | 436230 | 428965.845724742 | 7264.15427525829 |
| 100 | 329118 | 441518.781983859 | -112400.781983859 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 8 | 0.999999999998418 | 3.1645702196305e-12 | 1.58228510981525e-12 |
| 9 | 1 | 2.36435079898823e-19 | 1.18217539949411e-19 |
| 10 | 1 | 1.05113266549439e-20 | 5.25566332747197e-21 |
| 11 | 1 | 1.04818315386112e-20 | 5.24091576930562e-21 |
| 12 | 1 | 3.32324264361246e-24 | 1.66162132180623e-24 |
| 13 | 1 | 1.31715937173074e-27 | 6.58579685865371e-28 |
| 14 | 1 | 9.08570979688364e-36 | 4.54285489844182e-36 |
| 15 | 1 | 2.11898839197200e-37 | 1.05949419598600e-37 |
| 16 | 1 | 5.21421389494501e-41 | 2.60710694747250e-41 |
| 17 | 1 | 1.41045377311976e-40 | 7.05226886559882e-41 |
| 18 | 1 | 8.7186085688568e-41 | 4.3593042844284e-41 |
| 19 | 1 | 7.89986124836895e-41 | 3.94993062418448e-41 |
| 20 | 1 | 5.79159243840955e-40 | 2.89579621920477e-40 |
| 21 | 1 | 6.97662388197713e-41 | 3.48831194098856e-41 |
| 22 | 1 | 1.61949913869317e-40 | 8.09749569346587e-41 |
| 23 | 1 | 8.91735065134776e-40 | 4.45867532567388e-40 |
| 24 | 1 | 1.34505148480314e-39 | 6.7252574240157e-40 |
| 25 | 1 | 1.01293590469622e-38 | 5.06467952348111e-39 |
| 26 | 1 | 3.39284412051721e-38 | 1.69642206025860e-38 |
| 27 | 1 | 1.04364273708496e-37 | 5.21821368542481e-38 |
| 28 | 1 | 1.58269665158338e-39 | 7.91348325791692e-40 |
| 29 | 1 | 1.11211486706492e-42 | 5.56057433532462e-43 |
| 30 | 1 | 4.24902649237626e-42 | 2.12451324618813e-42 |
| 31 | 1 | 1.07868208352872e-42 | 5.39341041764361e-43 |
| 32 | 1 | 3.42402082412782e-42 | 1.71201041206391e-42 |
| 33 | 1 | 3.59803350497438e-43 | 1.79901675248719e-43 |
| 34 | 1 | 5.61612281627169e-43 | 2.80806140813584e-43 |
| 35 | 1 | 2.79448873341134e-42 | 1.39724436670567e-42 |
| 36 | 1 | 1.25018769993058e-41 | 6.25093849965291e-42 |
| 37 | 1 | 2.38035206535222e-42 | 1.19017603267611e-42 |
| 38 | 1 | 1.07853972957077e-43 | 5.39269864785383e-44 |
| 39 | 1 | 6.48048062700721e-44 | 3.24024031350360e-44 |
| 40 | 1 | 1.04125383161291e-43 | 5.20626915806456e-44 |
| 41 | 1 | 7.91340835382049e-43 | 3.95670417691024e-43 |
| 42 | 1 | 6.64003025379098e-42 | 3.32001512689549e-42 |
| 43 | 1 | 1.8860886243338e-41 | 9.430443121669e-42 |
| 44 | 1 | 2.10387129360014e-40 | 1.05193564680007e-40 |
| 45 | 1 | 2.08755675271351e-39 | 1.04377837635676e-39 |
| 46 | 1 | 1.01186543311014e-38 | 5.05932716555072e-39 |
| 47 | 1 | 2.68308654922045e-38 | 1.34154327461023e-38 |
| 48 | 1 | 2.18542102607907e-37 | 1.09271051303953e-37 |
| 49 | 1 | 2.14528088423108e-36 | 1.07264044211554e-36 |
| 50 | 1 | 1.73432395562127e-36 | 8.67161977810637e-37 |
| 51 | 1 | 9.74703370610281e-37 | 4.87351685305140e-37 |
| 52 | 1 | 4.35336278505796e-36 | 2.17668139252898e-36 |
| 53 | 1 | 3.50711547270463e-35 | 1.75355773635231e-35 |
| 54 | 1 | 2.19231275847791e-35 | 1.09615637923896e-35 |
| 55 | 1 | 4.31422468234738e-35 | 2.15711234117369e-35 |
| 56 | 1 | 2.23282309408219e-34 | 1.11641154704110e-34 |
| 57 | 1 | 4.95950960621056e-35 | 2.47975480310528e-35 |
| 58 | 1 | 3.6504039905664e-34 | 1.8252019952832e-34 |
| 59 | 1 | 5.05414092112506e-33 | 2.52707046056253e-33 |
| 60 | 1 | 6.56416632167164e-32 | 3.28208316083582e-32 |
| 61 | 1 | 1.80763792116053e-31 | 9.03818960580265e-32 |
| 62 | 1 | 2.77939645489286e-31 | 1.38969822744643e-31 |
| 63 | 1 | 3.06657190517476e-30 | 1.53328595258738e-30 |
| 64 | 1 | 2.68778857857251e-29 | 1.34389428928625e-29 |
| 65 | 1 | 3.49727890136217e-28 | 1.74863945068109e-28 |
| 66 | 1 | 1.55361707575962e-27 | 7.76808537879808e-28 |
| 67 | 1 | 3.41308770417749e-28 | 1.70654385208875e-28 |
| 68 | 1 | 3.55956774590701e-27 | 1.77978387295351e-27 |
| 69 | 1 | 5.4767360026223e-26 | 2.73836800131115e-26 |
| 70 | 1 | 6.11732437960281e-25 | 3.05866218980141e-25 |
| 71 | 1 | 3.87907224319380e-24 | 1.93953612159690e-24 |
| 72 | 1 | 5.62334656819256e-23 | 2.81167328409628e-23 |
| 73 | 1 | 2.80573683584832e-22 | 1.40286841792416e-22 |
| 74 | 1 | 3.3915842844131e-21 | 1.69579214220655e-21 |
| 75 | 1 | 4.43824921330119e-20 | 2.21912460665059e-20 |
| 76 | 1 | 2.82492196198215e-19 | 1.41246098099107e-19 |
| 77 | 1 | 2.95943265775402e-18 | 1.47971632887701e-18 |
| 78 | 1 | 1.43630831613879e-18 | 7.18154158069395e-19 |
| 79 | 1 | 2.01252677927244e-17 | 1.00626338963622e-17 |
| 80 | 1 | 3.50172108077631e-16 | 1.75086054038816e-16 |
| 81 | 0.999999999999998 | 4.67594783510287e-15 | 2.33797391755143e-15 |
| 82 | 0.999999999999986 | 2.84176358588887e-14 | 1.42088179294443e-14 |
| 83 | 0.999999999999788 | 4.23528052907799e-13 | 2.11764026453900e-13 |
| 84 | 0.99999999999945 | 1.09910415396630e-12 | 5.49552076983148e-13 |
| 85 | 0.999999999989664 | 2.06729176226892e-11 | 1.03364588113446e-11 |
| 86 | 0.999999999811667 | 3.76665188122917e-10 | 1.88332594061458e-10 |
| 87 | 0.999999998697094 | 2.60581208301199e-09 | 1.30290604150599e-09 |
| 88 | 0.999999981361623 | 3.72767532024662e-08 | 1.86383766012331e-08 |
| 89 | 0.999999928468822 | 1.43062356055788e-07 | 7.15311780278942e-08 |
| 90 | 0.99999876883545 | 2.46232910008815e-06 | 1.23116455004408e-06 |
| 91 | 0.999984569458153 | 3.08610836936538e-05 | 1.54305418468269e-05 |
| 92 | 0.999711194978223 | 0.000577610043554435 | 0.000288805021777217 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 85 | 1 | NOK |
| 5% type I error level | 85 | 1 | NOK |
| 10% type I error level | 85 | 1 | NOK |
