| Multiple Linear Regression - Estimated Regression Equation |
| Wealth[t] = + 294370.551448375 + 9.09965160204044Costs[t] -180.944089053398Orders[t] + 0.738242849391378Dividends[t] -346.303558627737t + 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) | 294370.551448375 | 53080.636479 | 5.5457 | 1e-06 | 1e-06 |
| Costs | 9.09965160204044 | 7.40132 | 1.2295 | 0.22515 | 0.112575 |
| Orders | -180.944089053398 | 474.895146 | -0.381 | 0.704943 | 0.352472 |
| Dividends | 0.738242849391378 | 0.407513 | 1.8116 | 0.076583 | 0.038291 |
| t | -346.303558627737 | 936.761194 | -0.3697 | 0.713316 | 0.356658 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.350414092233016 |
| R-squared | 0.122790036035489 |
| Adjusted R-squared | 0.046510908734227 |
| F-TEST (value) | 1.60974620947790 |
| F-TEST (DF numerator) | 4 |
| F-TEST (DF denominator) | 46 |
| p-value | 0.187896665754246 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 89158.422019695 |
| Sum Squared Residuals | 365664313983.934 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 194493 | 363793.112919668 | -169300.112919668 |
| 2 | 530670 | 385947.497940873 | 144722.502059127 |
| 3 | 518365 | 405971.66695083 | 112393.333049170 |
| 4 | 491303 | 481158.864189646 | 10144.1358103537 |
| 5 | 527021 | 399501.477428195 | 127519.522571805 |
| 6 | 233773 | 429666.01726431 | -195893.01726431 |
| 7 | 405972 | 344997.023424595 | 60974.9765754047 |
| 8 | 652925 | 361790.480116336 | 291134.519883664 |
| 9 | 446211 | 396382.338738386 | 49828.6612616139 |
| 10 | 341340 | 366819.462472095 | -25479.4624720946 |
| 11 | 387699 | 424589.866877107 | -36890.8668771066 |
| 12 | 493408 | 402730.778135224 | 90677.221864776 |
| 13 | 146494 | 342517.900116807 | -196023.900116807 |
| 14 | 414462 | 383297.262254703 | 31164.7377452967 |
| 15 | 364304 | 404895.435835959 | -40591.4358359589 |
| 16 | 355178 | 346969.159979436 | 8208.84002056363 |
| 17 | 357760 | 430717.967048511 | -72957.9670485114 |
| 18 | 261216 | 353073.997512249 | -91857.9975122487 |
| 19 | 397144 | 372647.390319517 | 24496.6096804826 |
| 20 | 374943 | 383988.915097027 | -9045.91509702724 |
| 21 | 424898 | 382466.995279112 | 42431.0047208875 |
| 22 | 202055 | 325770.228997027 | -123715.228997027 |
| 23 | 378525 | 354931.073364142 | 23593.9266358575 |
| 24 | 310768 | 371654.911324157 | -60886.9113241572 |
| 25 | 325738 | 347657.256982726 | -21919.2569827264 |
| 26 | 394510 | 384949.419988764 | 9560.58001123585 |
| 27 | 247060 | 354766.983360266 | -107706.983360266 |
| 28 | 368078 | 373362.175984464 | -5284.17598446397 |
| 29 | 236761 | 344349.125563938 | -107588.125563938 |
| 30 | 312378 | 337501.945642350 | -25123.9456423496 |
| 31 | 339836 | 374359.182355092 | -34523.1823550918 |
| 32 | 347385 | 335618.503642139 | 11766.4963578608 |
| 33 | 426280 | 380097.860937372 | 46182.1390626277 |
| 34 | 352850 | 387190.717342426 | -34340.717342426 |
| 35 | 301881 | 316195.754871797 | -14314.7548717971 |
| 36 | 377516 | 359702.679629153 | 17813.3203708468 |
| 37 | 357312 | 368472.321044384 | -11160.3210443841 |
| 38 | 458343 | 362892.814521577 | 95450.1854784235 |
| 39 | 354228 | 360173.977992028 | -5945.97799202815 |
| 40 | 308636 | 370180.902225009 | -61544.9022250092 |
| 41 | 386212 | 359092.098026599 | 27119.9019734013 |
| 42 | 393343 | 362060.060137966 | 31282.9398620343 |
| 43 | 378509 | 360279.154382757 | 18229.8456172434 |
| 44 | 452469 | 334277.589393866 | 118191.410606134 |
| 45 | 364839 | 426677.936659968 | -61838.9366599678 |
| 46 | 358649 | 315553.273207567 | 43095.7267924328 |
| 47 | 376641 | 344942.314112785 | 31698.6858872151 |
| 48 | 429112 | 362012.339835496 | 67099.6601645036 |
| 49 | 330546 | 338100.650623410 | -7554.65062341034 |
| 50 | 403560 | 393023.866952399 | 10536.1330476012 |
| 51 | 317892 | 341720.270997787 | -23828.2709977874 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 8 | 0.999996159342638 | 7.68131472472353e-06 | 3.84065736236176e-06 |
| 9 | 0.999994285198886 | 1.14296022270545e-05 | 5.71480111352725e-06 |
| 10 | 0.999990776478215 | 1.84470435705724e-05 | 9.22352178528618e-06 |
| 11 | 0.999979140232783 | 4.1719534434222e-05 | 2.0859767217111e-05 |
| 12 | 0.999990373367297 | 1.92532654051587e-05 | 9.62663270257937e-06 |
| 13 | 0.999999733846074 | 5.32307851399562e-07 | 2.66153925699781e-07 |
| 14 | 0.99999974233983 | 5.15320340034468e-07 | 2.57660170017234e-07 |
| 15 | 0.999999313022337 | 1.37395532618426e-06 | 6.86977663092131e-07 |
| 16 | 0.99999874601937 | 2.50796125806381e-06 | 1.25398062903190e-06 |
| 17 | 0.999999717822024 | 5.6435595116163e-07 | 2.82177975580815e-07 |
| 18 | 0.999999206701693 | 1.58659661321778e-06 | 7.93298306608889e-07 |
| 19 | 0.999999104189153 | 1.79162169421509e-06 | 8.95810847107547e-07 |
| 20 | 0.99999783305948 | 4.33388104127622e-06 | 2.16694052063811e-06 |
| 21 | 0.9999959631167 | 8.07376659947206e-06 | 4.03688329973603e-06 |
| 22 | 0.999998607614706 | 2.78477058867004e-06 | 1.39238529433502e-06 |
| 23 | 0.999999460426316 | 1.07914736875013e-06 | 5.39573684375067e-07 |
| 24 | 0.999998580430546 | 2.83913890789466e-06 | 1.41956945394733e-06 |
| 25 | 0.999997404198352 | 5.19160329527971e-06 | 2.59580164763985e-06 |
| 26 | 0.999996589741198 | 6.82051760401477e-06 | 3.41025880200738e-06 |
| 27 | 0.999994196206582 | 1.16075868362915e-05 | 5.80379341814576e-06 |
| 28 | 0.999986208514185 | 2.75829716298629e-05 | 1.37914858149315e-05 |
| 29 | 0.999984453355163 | 3.10932896743656e-05 | 1.55466448371828e-05 |
| 30 | 0.99998014015295 | 3.97196940991508e-05 | 1.98598470495754e-05 |
| 31 | 0.999939321255208 | 0.000121357489583447 | 6.06787447917233e-05 |
| 32 | 0.999848979139503 | 0.000302041720994272 | 0.000151020860497136 |
| 33 | 0.999819758172448 | 0.000360483655104420 | 0.000180241827552210 |
| 34 | 0.9996807114911 | 0.00063857701780151 | 0.000319288508900755 |
| 35 | 0.99909573212842 | 0.00180853574315841 | 0.000904267871579207 |
| 36 | 0.998049630423837 | 0.00390073915232605 | 0.00195036957616302 |
| 37 | 0.994888806832002 | 0.0102223863359967 | 0.00511119316799836 |
| 38 | 0.989725603615988 | 0.0205487927680246 | 0.0102743963840123 |
| 39 | 0.97542735691884 | 0.0491452861623218 | 0.0245726430811609 |
| 40 | 0.998460280351207 | 0.0030794392975852 | 0.0015397196487926 |
| 41 | 0.993960854926569 | 0.0120782901468629 | 0.00603914507343144 |
| 42 | 0.983927377583853 | 0.0321452448322938 | 0.0160726224161469 |
| 43 | 0.970153382428467 | 0.0596932351430666 | 0.0298466175715333 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 30 | 0.833333333333333 | NOK |
| 5% type I error level | 35 | 0.972222222222222 | NOK |
| 10% type I error level | 36 | 1 | NOK |
