| Multiple Linear Regression - Estimated Regression Equation |
| Wealth [t] = + 715947.084583941 + 21.495781857674Costs[t] -3855.32416995473Trades[t] -1.17140535691399Dividends[t] + 0.0299110528431907TrDiv[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) | 715947.084583941 | 312229.455963 | 2.293 | 0.026684 | 0.013342 |
| Costs | 21.495781857674 | 5.729245 | 3.7519 | 0.00051 | 0.000255 |
| Trades | -3855.32416995473 | 1100.628291 | -3.5028 | 0.00107 | 0.000535 |
| Dividends | -1.17140535691399 | 2.1403 | -0.5473 | 0.586932 | 0.293466 |
| TrDiv | 0.0299110528431907 | 0.006901 | 4.3345 | 8.4e-05 | 4.2e-05 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.812965176413633 |
| R-squared | 0.66091237806125 |
| Adjusted R-squared | 0.630086230612272 |
| F-TEST (value) | 21.4399927579395 |
| F-TEST (DF numerator) | 4 |
| F-TEST (DF denominator) | 44 |
| p-value | 7.21631754352359e-10 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 721742.058513831 |
| Sum Squared Residuals | 22920110357222.4 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 6282929 | 6683887.45004589 | -400958.450045888 |
| 2 | 4324047 | 824961.706658465 | 3499085.29334154 |
| 3 | 4108272 | 2751406.9293653 | 1356865.07063470 |
| 4 | -1212617 | -156412.514936801 | -1056204.4850632 |
| 5 | 1485329 | 1724757.74742663 | -239428.747426634 |
| 6 | 1779876 | 1580386.41283274 | 199489.587167257 |
| 7 | 1367203 | 1451258.52244419 | -84055.5224441936 |
| 8 | 2519076 | 2373771.46159587 | 145304.538404128 |
| 9 | 912684 | 530253.029575272 | 382430.970424728 |
| 10 | 1443586 | 745447.591444877 | 698138.408555123 |
| 11 | 1220017 | 1384808.97951899 | -164791.979518985 |
| 12 | 984885 | 666151.722151661 | 318733.277848339 |
| 13 | 1457425 | 171528.377322739 | 1285896.62267726 |
| 14 | -572920 | 902912.652251892 | -1475832.65225189 |
| 15 | 929144 | 632773.413245609 | 296370.586754391 |
| 16 | 1151176 | 748255.658595311 | 402920.341404689 |
| 17 | 790090 | 1050789.34519181 | -260699.345191809 |
| 18 | 774497 | 810840.98934077 | -36343.9893407696 |
| 19 | 990576 | 804647.361222844 | 185928.638777156 |
| 20 | 454195 | 887636.107061598 | -433441.107061598 |
| 21 | 876607 | 732979.46088039 | 143627.539119610 |
| 22 | 711969 | 979123.626249426 | -267154.626249426 |
| 23 | 702380 | 920307.921818147 | -217927.921818147 |
| 24 | 264449 | 817233.378242163 | -552784.378242163 |
| 25 | 450033 | 728682.238716216 | -278649.238716216 |
| 26 | 541063 | 856780.969297827 | -315717.969297827 |
| 27 | 588864 | 758443.660342362 | -169579.660342362 |
| 28 | -37216 | 545587.195872171 | -582803.195872171 |
| 29 | 783310 | 755394.795401768 | 27915.2045982317 |
| 30 | 467359 | 114005.899149518 | 353353.100850482 |
| 31 | 688779 | 651314.598341962 | 37464.4016580384 |
| 32 | 608419 | 787787.72105513 | -179368.721055130 |
| 33 | 696348 | 700271.842610513 | -3923.84261051299 |
| 34 | 597793 | 654225.690650008 | -56432.6906500078 |
| 35 | 821730 | 523984.615395247 | 297745.384604753 |
| 36 | 377934 | 871871.424980693 | -493937.424980693 |
| 37 | 651939 | 724438.202882798 | -72499.2028827978 |
| 38 | 697458 | 659119.90322267 | 38338.0967773304 |
| 39 | 700368 | 690730.492193417 | 9637.50780658263 |
| 40 | 225986 | 497026.724075425 | -271040.724075425 |
| 41 | 348695 | 716776.189750495 | -368081.189750495 |
| 42 | 373683 | 838648.276578457 | -464965.276578457 |
| 43 | 501709 | 466174.313032287 | 35534.6869677131 |
| 44 | 413743 | 690219.442438361 | -276476.442438361 |
| 45 | 379825 | 623640.588627346 | -243815.588627346 |
| 46 | 336260 | 655776.642924459 | -319516.642924459 |
| 47 | 636765 | 559996.41197262 | 76768.58802738 |
| 48 | 481231 | 794494.4236033 | -313263.423603300 |
| 49 | 469107 | 660960.407339162 | -191853.407339162 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 8 | 0.999999544831541 | 9.10336917402721e-07 | 4.55168458701361e-07 |
| 9 | 0.99999896131506 | 2.07736987972554e-06 | 1.03868493986277e-06 |
| 10 | 0.999999981572859 | 3.68542826753797e-08 | 1.84271413376898e-08 |
| 11 | 0.999999975032549 | 4.99349022652152e-08 | 2.49674511326076e-08 |
| 12 | 0.99999998110526 | 3.77894789084448e-08 | 1.88947394542224e-08 |
| 13 | 0.999999996862117 | 6.27576503541607e-09 | 3.13788251770803e-09 |
| 14 | 0.999999999999861 | 2.77044379890532e-13 | 1.38522189945266e-13 |
| 15 | 0.999999999999743 | 5.14462394796567e-13 | 2.57231197398284e-13 |
| 16 | 0.999999999999943 | 1.12926633765013e-13 | 5.64633168825065e-14 |
| 17 | 0.999999999999702 | 5.95001089092457e-13 | 2.97500544546228e-13 |
| 18 | 0.99999999999929 | 1.41925707076958e-12 | 7.09628535384791e-13 |
| 19 | 0.999999999999133 | 1.73471916365727e-12 | 8.67359581828634e-13 |
| 20 | 0.999999999996937 | 6.12646718667591e-12 | 3.06323359333795e-12 |
| 21 | 0.999999999997225 | 5.55083032034328e-12 | 2.77541516017164e-12 |
| 22 | 0.9999999999917 | 1.66015590504748e-11 | 8.3007795252374e-12 |
| 23 | 0.999999999960955 | 7.80905564356612e-11 | 3.90452782178306e-11 |
| 24 | 0.999999999921138 | 1.57724225776189e-10 | 7.88621128880944e-11 |
| 25 | 0.999999999672057 | 6.55886441583376e-10 | 3.27943220791688e-10 |
| 26 | 0.999999998528358 | 2.94328424053372e-09 | 1.47164212026686e-09 |
| 27 | 0.999999994901755 | 1.01964909135522e-08 | 5.09824545677611e-09 |
| 28 | 0.999999999136831 | 1.72633764939764e-09 | 8.63168824698822e-10 |
| 29 | 0.999999999311835 | 1.37633034144963e-09 | 6.88165170724813e-10 |
| 30 | 0.999999997375362 | 5.24927665137684e-09 | 2.62463832568842e-09 |
| 31 | 0.999999990664133 | 1.86717342542710e-08 | 9.33586712713552e-09 |
| 32 | 0.999999954789001 | 9.04219969326104e-08 | 4.52109984663052e-08 |
| 33 | 0.999999924360187 | 1.51279626529823e-07 | 7.56398132649113e-08 |
| 34 | 0.999999653620943 | 6.927581144794e-07 | 3.463790572397e-07 |
| 35 | 0.99999777938291 | 4.4412341817148e-06 | 2.2206170908574e-06 |
| 36 | 0.9999896051801 | 2.07896398017451e-05 | 1.03948199008725e-05 |
| 37 | 0.999982021717567 | 3.59565648659548e-05 | 1.79782824329774e-05 |
| 38 | 0.999989758799179 | 2.04824016423153e-05 | 1.02412008211576e-05 |
| 39 | 0.99994012713588 | 0.000119745728241537 | 5.98728641207684e-05 |
| 40 | 0.999937131187974 | 0.000125737624051992 | 6.2868812025996e-05 |
| 41 | 0.999827160805453 | 0.000345678389094785 | 0.000172839194547393 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 34 | 1 | NOK |
| 5% type I error level | 34 | 1 | NOK |
| 10% type I error level | 34 | 1 | NOK |
