| Multiple Linear Regression - Estimated Regression Equation |
| Wealth[t] = + 205204.989348910 -210280.941099507Group[t] + 30.6772483966378Costs[t] -324.567875602376Trades[t] + 2.3730252473845Dividends[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) | 205204.989348910 | 126632.659901 | 1.6205 | 0.108445 | 0.054223 |
| Group | -210280.941099507 | 100241.326173 | -2.0977 | 0.038582 | 0.019291 |
| Costs | 30.6772483966378 | 3.190638 | 9.6148 | 0 | 0 |
| Trades | -324.567875602376 | 358.607505 | -0.9051 | 0.367714 | 0.183857 |
| Dividends | 2.3730252473845 | 0.926933 | 2.5601 | 0.012042 | 0.006021 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.821002770953783 |
| R-squared | 0.67404554991379 |
| Adjusted R-squared | 0.660321152015423 |
| F-TEST (value) | 49.1129414131897 |
| F-TEST (DF numerator) | 4 |
| F-TEST (DF denominator) | 95 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 487513.442644005 |
| Sum Squared Residuals | 22578588892067.9 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 6282154 | 5346852.30085869 | 935301.69914131 |
| 2 | 4321023 | 1212823.90092650 | 3108199.09907350 |
| 3 | 4111912 | 3105888.72129747 | 1006023.27870253 |
| 4 | 223193 | 2341891.54442077 | -2118698.54442077 |
| 5 | 1491348 | 2085240.4592307 | -593892.459230699 |
| 6 | 1629616 | 1835539.00013950 | -205923.000139503 |
| 7 | 1398893 | 1401965.10647826 | -3072.10647826221 |
| 8 | 1926517 | 2034072.02207523 | -107555.022075230 |
| 9 | 983660 | 1358599.91327737 | -374939.913277366 |
| 10 | 1443586 | 782572.629842963 | 661013.370157037 |
| 11 | 1073089 | 1332678.92603456 | -259589.926034559 |
| 12 | 984885 | 462131.086733516 | 522753.913266484 |
| 13 | 1405225 | 676195.346523948 | 729029.653476052 |
| 14 | 227132 | 1328408.54241618 | -1101276.54241618 |
| 15 | 929118 | 1028699.37947680 | -99581.379476803 |
| 16 | 1071292 | 504182.781478658 | 567109.218521342 |
| 17 | 638830 | 861894.875676787 | -223064.875676787 |
| 18 | 856956 | 981444.451927678 | -124488.451927678 |
| 19 | 992426 | 1367984.35263983 | -375558.352639827 |
| 20 | 444477 | 712071.387815901 | -267594.387815901 |
| 21 | 857217 | 760412.413197399 | 96804.5868026011 |
| 22 | 711969 | 1052334.03226176 | -340365.032261763 |
| 23 | 702380 | 763472.720725566 | -61092.7207255656 |
| 24 | 358589 | 671992.66963147 | -313403.669631470 |
| 25 | 297978 | 498115.866209977 | -200137.866209977 |
| 26 | 585715 | 611077.66858178 | -25362.6685817795 |
| 27 | 657954 | 1140299.64952648 | -482345.649526476 |
| 28 | 209458 | 375279.120466404 | -165821.120466404 |
| 29 | 786690 | 322093.177272373 | 464596.822727627 |
| 30 | 439798 | 438310.177801725 | 1487.82219827473 |
| 31 | 688779 | 506303.992267596 | 182475.007732404 |
| 32 | 574339 | 791999.946798282 | -217660.946798282 |
| 33 | 741409 | 596043.98193069 | 145365.018069309 |
| 34 | 597793 | 570286.344438931 | 27506.6555610687 |
| 35 | 644190 | 771757.572805169 | -127567.572805169 |
| 36 | 377934 | 756838.444405076 | -378904.444405076 |
| 37 | 640273 | 492387.773099243 | 147885.226900757 |
| 38 | 697458 | 609519.549619643 | 87938.4503803568 |
| 39 | 550608 | 707209.855527275 | -156601.855527275 |
| 40 | 207393 | 262064.336855251 | -54671.3368552506 |
| 41 | 301607 | 286792.132850683 | 14814.867149317 |
| 42 | 345783 | 624829.440402476 | -279046.440402476 |
| 43 | 501749 | 283002.128840440 | 218746.871159560 |
| 44 | 379983 | 450444.367620285 | -70461.3676202853 |
| 45 | 387475 | 280891.19862556 | 106583.801374440 |
| 46 | 377305 | 551814.14777581 | -174509.147775810 |
| 47 | 370837 | 784499.36254241 | -413662.362542409 |
| 48 | 430866 | 655531.013438052 | -224665.013438052 |
| 49 | 469107 | 407328.779251844 | 61778.2207481563 |
| 50 | 194493 | 235586.391668363 | -41093.3916683634 |
| 51 | 530670 | 523601.554808009 | 7068.44519199109 |
| 52 | 518365 | 603616.898166888 | -85251.8981668882 |
| 53 | 491303 | 839563.835773396 | -348260.835773396 |
| 54 | 527021 | 534387.252754684 | -7366.25275468426 |
| 55 | 233773 | 668452.625977665 | -434679.625977665 |
| 56 | 405972 | 182155.877370101 | 223816.122629899 |
| 57 | 652925 | 226463.085565390 | 426461.91443461 |
| 58 | 446211 | 346431.844298556 | 99779.1557014437 |
| 59 | 341340 | 235705.458586665 | 105634.541413335 |
| 60 | 387699 | 665997.823809616 | -278298.823809616 |
| 61 | 493408 | 584575.983739852 | -91167.9837398521 |
| 62 | 146494 | 172620.425600293 | -26126.4256002927 |
| 63 | 414462 | 514598.351242623 | -100136.351242623 |
| 64 | 364304 | 604514.865314149 | -240210.865314149 |
| 65 | 355178 | 191393.656562713 | 163784.343437287 |
| 66 | 357760 | 309663.353249281 | 48096.6467507191 |
| 67 | 261216 | 189621.086805310 | 71594.9131946903 |
| 68 | 397144 | 489289.597318375 | -92145.597318375 |
| 69 | 374943 | 319240.647995658 | 55702.3520043418 |
| 70 | 424898 | 546511.456244787 | -121613.456244787 |
| 71 | 202055 | 344647.053942752 | -142592.053942752 |
| 72 | 378525 | 228697.589519919 | 149827.410480081 |
| 73 | 310768 | 281428.686501203 | 29339.3134987966 |
| 74 | 325738 | 196494.303968394 | 129243.696031606 |
| 75 | 394510 | 326259.352620996 | 68250.6473790036 |
| 76 | 247060 | 437060.314034655 | -190000.314034655 |
| 77 | 368078 | 283062.095065313 | 85015.9049346867 |
| 78 | 236761 | 181455.664484941 | 55305.3355150587 |
| 79 | 312378 | 161058.683561186 | 151319.316438814 |
| 80 | 339836 | 449841.042937028 | -110005.042937028 |
| 81 | 347385 | 173531.711907103 | 173853.288092897 |
| 82 | 426280 | 538223.028001819 | -111943.028001819 |
| 83 | 352850 | 332429.504838589 | 20420.495161411 |
| 84 | 301881 | 108084.232111034 | 193796.767888966 |
| 85 | 377516 | 249592.654328812 | 127923.345671188 |
| 86 | 357312 | 508891.769045934 | -151579.769045934 |
| 87 | 458343 | 292931.754487573 | 165411.245512427 |
| 88 | 354228 | 253645.516843247 | 100582.483156753 |
| 89 | 308636 | 291533.843244303 | 17102.1567556972 |
| 90 | 386212 | 253988.095649622 | 132223.904350378 |
| 91 | 393343 | 266176.628172588 | 127166.371827412 |
| 92 | 378509 | 479095.824054814 | -100586.824054814 |
| 93 | 452469 | 182815.463759315 | 269653.536240685 |
| 94 | 364839 | 682437.496599533 | -317598.496599533 |
| 95 | 358649 | 127320.334527143 | 231328.665472857 |
| 96 | 376641 | 427935.21662891 | -51294.21662891 |
| 97 | 429112 | 268811.704636681 | 160300.295363319 |
| 98 | 330546 | 350866.583174919 | -20320.5831749190 |
| 99 | 403560 | 375265.525569749 | 28294.474430251 |
| 100 | 317892 | 417816.658888574 | -99924.6588885743 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 8 | 1 | 1.14950965585681e-15 | 5.74754827928404e-16 |
| 9 | 1 | 6.50192402395504e-24 | 3.25096201197752e-24 |
| 10 | 1 | 9.8389847131465e-26 | 4.91949235657325e-26 |
| 11 | 1 | 1.09331675281288e-25 | 5.46658376406438e-26 |
| 12 | 1 | 5.56955056448243e-28 | 2.78477528224121e-28 |
| 13 | 1 | 1.19906892278859e-31 | 5.99534461394296e-32 |
| 14 | 1 | 6.14506189946576e-34 | 3.07253094973288e-34 |
| 15 | 1 | 6.80467709672857e-35 | 3.40233854836428e-35 |
| 16 | 1 | 1.81358795447156e-38 | 9.06793977235778e-39 |
| 17 | 1 | 1.00611277651984e-37 | 5.03056388259921e-38 |
| 18 | 1 | 4.14645866930642e-38 | 2.07322933465321e-38 |
| 19 | 1 | 6.45718189579459e-38 | 3.22859094789729e-38 |
| 20 | 1 | 4.8059319749975e-37 | 2.40296598749875e-37 |
| 21 | 1 | 1.28743242062180e-37 | 6.43716210310901e-38 |
| 22 | 1 | 3.96508430295402e-37 | 1.98254215147701e-37 |
| 23 | 1 | 1.39043656624749e-36 | 6.95218283123747e-37 |
| 24 | 1 | 6.30361347947488e-36 | 3.15180673973744e-36 |
| 25 | 1 | 2.30446578924454e-35 | 1.15223289462227e-35 |
| 26 | 1 | 1.07255870838167e-34 | 5.36279354190836e-35 |
| 27 | 1 | 2.8229844597628e-34 | 1.4114922298814e-34 |
| 28 | 1 | 4.27595018248717e-34 | 2.13797509124359e-34 |
| 29 | 1 | 5.71056452836322e-36 | 2.85528226418161e-36 |
| 30 | 1 | 3.73588069179919e-35 | 1.86794034589960e-35 |
| 31 | 1 | 1.52453543166418e-35 | 7.6226771583209e-36 |
| 32 | 1 | 6.1702786543498e-35 | 3.0851393271749e-35 |
| 33 | 1 | 6.03071074959444e-36 | 3.01535537479722e-36 |
| 34 | 1 | 8.7183147117415e-36 | 4.35915735587075e-36 |
| 35 | 1 | 4.62526601527646e-35 | 2.31263300763823e-35 |
| 36 | 1 | 1.46046141829268e-34 | 7.30230709146342e-35 |
| 37 | 1 | 1.12673394782425e-34 | 5.63366973912124e-35 |
| 38 | 1 | 8.82644793150257e-36 | 4.41322396575128e-36 |
| 39 | 1 | 2.49612257980424e-35 | 1.24806128990212e-35 |
| 40 | 1 | 4.68516129621032e-35 | 2.34258064810516e-35 |
| 41 | 1 | 3.15945586510931e-34 | 1.57972793255466e-34 |
| 42 | 1 | 8.85011631103996e-34 | 4.42505815551998e-34 |
| 43 | 1 | 2.13197647725125e-33 | 1.06598823862563e-33 |
| 44 | 1 | 1.45530460245198e-32 | 7.2765230122599e-33 |
| 45 | 1 | 1.08419570529626e-31 | 5.42097852648129e-32 |
| 46 | 1 | 7.4121730740075e-31 | 3.70608653700375e-31 |
| 47 | 1 | 2.02728265934929e-30 | 1.01364132967465e-30 |
| 48 | 1 | 1.33020707434613e-29 | 6.65103537173064e-30 |
| 49 | 1 | 8.83389851278769e-29 | 4.41694925639384e-29 |
| 50 | 1 | 1.09850310028250e-28 | 5.49251550141249e-29 |
| 51 | 1 | 1.66036095582744e-28 | 8.30180477913721e-29 |
| 52 | 1 | 4.02085181224515e-28 | 2.01042590612258e-28 |
| 53 | 1 | 2.46548157216292e-27 | 1.23274078608146e-27 |
| 54 | 1 | 8.74873256765517e-28 | 4.37436628382759e-28 |
| 55 | 1 | 8.1781997733751e-28 | 4.08909988668755e-28 |
| 56 | 1 | 4.6803253177759e-27 | 2.34016265888795e-27 |
| 57 | 1 | 5.30178978807201e-30 | 2.65089489403600e-30 |
| 58 | 1 | 4.01979073556749e-29 | 2.00989536778375e-29 |
| 59 | 1 | 4.11344415346927e-28 | 2.05672207673463e-28 |
| 60 | 1 | 2.73768883310221e-27 | 1.36884441655110e-27 |
| 61 | 1 | 9.16671822180903e-27 | 4.58335911090451e-27 |
| 62 | 1 | 5.88655577201967e-28 | 2.94327788600983e-28 |
| 63 | 1 | 4.19669479827719e-27 | 2.09834739913859e-27 |
| 64 | 1 | 3.585170659887e-26 | 1.7925853299435e-26 |
| 65 | 1 | 3.88709899949494e-25 | 1.94354949974747e-25 |
| 66 | 1 | 2.63461669667776e-24 | 1.31730834833888e-24 |
| 67 | 1 | 9.03853465591332e-24 | 4.51926732795666e-24 |
| 68 | 1 | 5.5502768073258e-23 | 2.7751384036629e-23 |
| 69 | 1 | 5.82214151830326e-22 | 2.91107075915163e-22 |
| 70 | 1 | 3.45704794732006e-21 | 1.72852397366003e-21 |
| 71 | 1 | 4.96030486154134e-21 | 2.48015243077067e-21 |
| 72 | 1 | 5.30294113769182e-20 | 2.65147056884591e-20 |
| 73 | 1 | 3.13731943233893e-19 | 1.56865971616947e-19 |
| 74 | 1 | 3.36360402352731e-18 | 1.68180201176365e-18 |
| 75 | 1 | 3.71466028589896e-17 | 1.85733014294948e-17 |
| 76 | 1 | 1.16785932064480e-16 | 5.83929660322401e-17 |
| 77 | 1 | 1.31203610752780e-15 | 6.56018053763902e-16 |
| 78 | 1 | 6.97345101787183e-16 | 3.48672550893592e-16 |
| 79 | 0.999999999999998 | 3.7449693448447e-15 | 1.87248467242235e-15 |
| 80 | 0.999999999999976 | 4.75893121137737e-14 | 2.37946560568869e-14 |
| 81 | 0.999999999999745 | 5.09366704066196e-13 | 2.54683352033098e-13 |
| 82 | 0.999999999998429 | 3.14222237310169e-12 | 1.57111118655085e-12 |
| 83 | 0.999999999985867 | 2.82653649342057e-11 | 1.41326824671029e-11 |
| 84 | 0.99999999995228 | 9.54390588863874e-11 | 4.77195294431937e-11 |
| 85 | 0.999999999395675 | 1.20865028835267e-09 | 6.04325144176336e-10 |
| 86 | 0.999999993403396 | 1.31932072034809e-08 | 6.59660360174044e-09 |
| 87 | 0.999999958298718 | 8.34025633430263e-08 | 4.17012816715132e-08 |
| 88 | 0.999999590794206 | 8.18411587533157e-07 | 4.09205793766579e-07 |
| 89 | 0.999999479751128 | 1.04049774354137e-06 | 5.20248871770684e-07 |
| 90 | 0.99999282066021 | 1.43586795808325e-05 | 7.17933979041623e-06 |
| 91 | 0.99990807258056 | 0.000183854838881042 | 9.1927419440521e-05 |
| 92 | 0.999022326475942 | 0.00195534704811663 | 0.000977673524058315 |
| 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 |
