| Multiple Linear Regression - Estimated Regression Equation |
| Wealth[t] = -88821.7832784671 + 28.4192263508631Costs[t] -324.547038190327Trades[t] + 4.432023324069Dividends[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) | -88821.7832784671 | 133149.674196 | -0.6671 | 0.50632 | 0.25316 |
| Costs | 28.4192263508631 | 3.868836 | 7.3457 | 0 | 0 |
| Trades | -324.547038190327 | 443.562453 | -0.7317 | 0.466145 | 0.233072 |
| Dividends | 4.432023324069 | 1.124363 | 3.9418 | 0.000154 | 7.7e-05 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.744645919140252 |
| R-squared | 0.55449754489223 |
| Adjusted R-squared | 0.540575593170113 |
| F-TEST (value) | 39.8290093199577 |
| F-TEST (DF numerator) | 3 |
| F-TEST (DF denominator) | 96 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 593204.53405958 |
| Sum Squared Residuals | 33781595445968.9 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 6282929 | 5124602.57390763 | 1158326.42609237 |
| 2 | 4324047 | 1019895.18605208 | 3304151.81394792 |
| 3 | 4108272 | 2929616.04944915 | 1178655.95055085 |
| 4 | -1212617 | 2013269.33019600 | -3225886.33019600 |
| 5 | 1485329 | 1930143.46944477 | -444814.469444769 |
| 6 | 1779876 | 1768950.28987672 | 10925.7101232770 |
| 7 | 1367203 | 1492101.07220845 | -124898.072208452 |
| 8 | 2519076 | 2049538.24963169 | 469537.750368313 |
| 9 | 912684 | 1103908.41168577 | -191224.411685770 |
| 10 | 1443586 | 550255.989729416 | 893330.010270584 |
| 11 | 1220017 | 1696189.52310429 | -476172.523104285 |
| 12 | 984885 | 448631.173444984 | 536253.826555016 |
| 13 | 1457425 | 337976.658194335 | 1119448.34180567 |
| 14 | -572920 | 1213539.61871092 | -1786459.61871092 |
| 15 | 929144 | 869424.869719486 | 59719.1302805138 |
| 16 | 1151176 | 734179.852456258 | 416996.147543742 |
| 17 | 790090 | 1355408.90015295 | -565318.900152948 |
| 18 | 774497 | 846489.21239458 | -71992.2123945796 |
| 19 | 990576 | 1067070.97597276 | -76494.9759727618 |
| 20 | 454195 | 841028.677497204 | -386833.677497204 |
| 21 | 876607 | 606598.831525736 | 270008.168474264 |
| 22 | 711969 | 872197.483212349 | -160228.483212349 |
| 23 | 702380 | 990501.626430696 | -288121.626430696 |
| 24 | 264449 | 791332.298397956 | -526883.298397956 |
| 25 | 450033 | 674199.791293136 | -224166.791293136 |
| 26 | 541063 | 623044.549015327 | -81981.5490153266 |
| 27 | 588864 | 898308.955777911 | -309444.955777911 |
| 28 | -37216 | 328935.091356921 | -366151.091356921 |
| 29 | 783310 | 285235.233971338 | 498074.766028662 |
| 30 | 467359 | 424675.689876976 | 42683.3101230244 |
| 31 | 688779 | 384134.85817744 | 304644.141822560 |
| 32 | 608419 | 689773.84570314 | -81354.84570314 |
| 33 | 696348 | 442121.544704112 | 254226.455295888 |
| 34 | 597793 | 476340.0057936 | 121452.994206400 |
| 35 | 821730 | 1304137.34055216 | -482407.340552156 |
| 36 | 377934 | 841844.707682225 | -463910.707682225 |
| 37 | 651939 | 567705.116747636 | 84233.8832523637 |
| 38 | 697458 | 535035.585857631 | 162422.414142369 |
| 39 | 700368 | 802715.040067593 | -102347.040067593 |
| 40 | 225986 | 333449.9175596 | -107463.9175596 |
| 41 | 348695 | 434062.069061489 | -85367.0690614887 |
| 42 | 373683 | 708695.58003287 | -335012.58003287 |
| 43 | 501709 | 382200.125382412 | 119508.874617588 |
| 44 | 413743 | 593163.824560216 | -179420.824560216 |
| 45 | 379825 | 329094.780974815 | 50730.2190251847 |
| 46 | 336260 | 458349.0398683 | -122089.039868300 |
| 47 | 636765 | 871932.602364987 | -235167.602364987 |
| 48 | 481231 | 626675.123870018 | -145444.123870018 |
| 49 | 469107 | 563551.177529618 | -94444.177529618 |
| 50 | 211928 | 303997.555475467 | -92069.5554754674 |
| 51 | 563925 | 445007.021057619 | 118917.978942381 |
| 52 | 511939 | 577690.98147728 | -65751.98147728 |
| 53 | 521016 | 917978.912582567 | -396962.912582567 |
| 54 | 543856 | 538861.721568651 | 4994.2784313485 |
| 55 | 329304 | 686366.849765579 | -357062.849765579 |
| 56 | 423262 | 219344.356522514 | 203917.643477486 |
| 57 | 509665 | 237924.928107729 | 271740.071892271 |
| 58 | 455881 | 431174.86291879 | 24706.1370812102 |
| 59 | 367772 | 353907.957984328 | 13864.0420156722 |
| 60 | 406339 | 530908.137005598 | -124569.137005598 |
| 61 | 493408 | 472261.061311671 | 21146.9386883287 |
| 62 | 232942 | 209636.246182206 | 23305.7538177940 |
| 63 | 416002 | 408448.090180069 | 7553.90981993126 |
| 64 | 337430 | 457169.267209198 | -119739.267209198 |
| 65 | 361517 | 223125.151709636 | 138391.848290364 |
| 66 | 360962 | 383028.424885145 | -22066.424885145 |
| 67 | 235561 | 270238.251459067 | -34677.2514590669 |
| 68 | 408247 | 397398.973668749 | 10848.0263312513 |
| 69 | 450296 | 502248.943613902 | -51952.9436139022 |
| 70 | 418799 | 449826.297548700 | -31027.2975487004 |
| 71 | 247405 | 100018.230191678 | 147386.769808322 |
| 72 | 378519 | 213775.190088605 | 164743.809911395 |
| 73 | 326638 | 414528.343324262 | -87890.343324262 |
| 74 | 328233 | 274745.419948628 | 53487.5800513718 |
| 75 | 386225 | 482830.407216473 | -96605.407216473 |
| 76 | 283662 | 286234.988643715 | -2572.98864371539 |
| 77 | 370225 | 433339.215850412 | -63114.215850412 |
| 78 | 269236 | 248278.473754515 | 20957.5262454848 |
| 79 | 365732 | 217453.323188823 | 148278.676811177 |
| 80 | 420383 | 397006.035125351 | 23376.9648746492 |
| 81 | 345811 | 212232.172441151 | 133578.827558849 |
| 82 | 431809 | 417904.772180079 | 13904.2278199207 |
| 83 | 418876 | 532847.897120853 | -113971.897120853 |
| 84 | 297476 | 104088.544499944 | 193387.455500056 |
| 85 | 416776 | 376197.08945801 | 40578.9105419902 |
| 86 | 357257 | 334281.812675811 | 22975.1873241892 |
| 87 | 458343 | 386813.283084124 | 71529.7169158756 |
| 88 | 388386 | 382734.085186548 | 5651.91481345217 |
| 89 | 358934 | 422561.600990134 | -63627.6009901338 |
| 90 | 407560 | 381749.351068290 | 25810.6489317105 |
| 91 | 392558 | 374652.90330183 | 17905.0966981699 |
| 92 | 373177 | 349108.116299717 | 24068.8837002828 |
| 93 | 428370 | 224922.236156705 | 203447.763843295 |
| 94 | 369419 | 634968.074665044 | -265549.074665044 |
| 95 | 358649 | 116578.057862086 | 242070.942137914 |
| 96 | 376641 | 251059.539786421 | 125581.460213579 |
| 97 | 467427 | 417108.345486622 | 50318.6545133783 |
| 98 | 364885 | 198159.814196427 | 166725.185803573 |
| 99 | 436230 | 553688.593639298 | -117458.593639298 |
| 100 | 329118 | 271429.169156339 | 57688.8308436605 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 7 | 1 | 1.62336210351231e-19 | 8.11681051756157e-20 |
| 8 | 1 | 1.89514848719594e-24 | 9.47574243597968e-25 |
| 9 | 1 | 1.22906304159547e-23 | 6.14531520797737e-24 |
| 10 | 1 | 3.87458480111444e-26 | 1.93729240055722e-26 |
| 11 | 1 | 3.03956811830951e-28 | 1.51978405915476e-28 |
| 12 | 1 | 1.52051214142206e-28 | 7.6025607071103e-29 |
| 13 | 1 | 3.18822294155307e-33 | 1.59411147077654e-33 |
| 14 | 1 | 1.15052452018687e-43 | 5.75262260093435e-44 |
| 15 | 1 | 6.93226009983493e-44 | 3.46613004991747e-44 |
| 16 | 1 | 1.22030625960227e-46 | 6.10153129801135e-47 |
| 17 | 1 | 4.16413802377642e-47 | 2.08206901188821e-47 |
| 18 | 1 | 1.17164926325578e-46 | 5.85824631627888e-47 |
| 19 | 1 | 1.75291684756292e-46 | 8.76458423781458e-47 |
| 20 | 1 | 8.64966041910391e-46 | 4.32483020955196e-46 |
| 21 | 1 | 9.49556547518535e-47 | 4.74778273759268e-47 |
| 22 | 1 | 5.16843423697256e-46 | 2.58421711848628e-46 |
| 23 | 1 | 3.09576850189213e-45 | 1.54788425094607e-45 |
| 24 | 1 | 2.35397046646772e-45 | 1.17698523323386e-45 |
| 25 | 1 | 1.95792843072467e-44 | 9.78964215362336e-45 |
| 26 | 1 | 1.80936275411794e-43 | 9.04681377058969e-44 |
| 27 | 1 | 1.59097017108618e-42 | 7.95485085543091e-43 |
| 28 | 1 | 2.33787774387899e-44 | 1.16893887193950e-44 |
| 29 | 1 | 1.26286989836058e-46 | 6.31434949180291e-47 |
| 30 | 1 | 1.03956246300896e-45 | 5.1978123150448e-46 |
| 31 | 1 | 1.81490818968447e-46 | 9.07454094842233e-47 |
| 32 | 1 | 9.85627692114693e-46 | 4.92813846057347e-46 |
| 33 | 1 | 7.1754911198025e-47 | 3.58774555990125e-47 |
| 34 | 1 | 1.23341449683296e-46 | 6.16707248416482e-47 |
| 35 | 1 | 5.83041277125122e-46 | 2.91520638562561e-46 |
| 36 | 1 | 1.94974552108695e-45 | 9.74872760543477e-46 |
| 37 | 1 | 8.24999474910211e-46 | 4.12499737455105e-46 |
| 38 | 1 | 3.15037121230465e-47 | 1.57518560615233e-47 |
| 39 | 1 | 3.14153417880109e-47 | 1.57076708940054e-47 |
| 40 | 1 | 5.25834929356343e-47 | 2.62917464678172e-47 |
| 41 | 1 | 4.10080919761868e-46 | 2.05040459880934e-46 |
| 42 | 1 | 3.29434509030749e-45 | 1.64717254515374e-45 |
| 43 | 1 | 1.25504088278451e-44 | 6.27520441392255e-45 |
| 44 | 1 | 1.50337567661167e-43 | 7.51687838305834e-44 |
| 45 | 1 | 1.97157584528449e-42 | 9.85787922642246e-43 |
| 46 | 1 | 1.42056335876742e-41 | 7.1028167938371e-42 |
| 47 | 1 | 5.95487995103109e-41 | 2.97743997551554e-41 |
| 48 | 1 | 7.0307907860611e-40 | 3.51539539303055e-40 |
| 49 | 1 | 7.93873310049888e-39 | 3.96936655024944e-39 |
| 50 | 1 | 6.56489171198985e-39 | 3.28244585599492e-39 |
| 51 | 1 | 4.16577051693753e-39 | 2.08288525846877e-39 |
| 52 | 1 | 2.51136097195419e-38 | 1.25568048597709e-38 |
| 53 | 1 | 2.919764795537e-37 | 1.4598823977685e-37 |
| 54 | 1 | 3.64741624289181e-37 | 1.82370812144590e-37 |
| 55 | 1 | 6.60318225613464e-37 | 3.30159112806732e-37 |
| 56 | 1 | 3.64941212412581e-36 | 1.82470606206291e-36 |
| 57 | 1 | 6.53808564892334e-37 | 3.26904282446167e-37 |
| 58 | 1 | 5.01346295623121e-36 | 2.50673147811561e-36 |
| 59 | 1 | 7.6587489547504e-35 | 3.8293744773752e-35 |
| 60 | 1 | 1.13360194106297e-33 | 5.66800970531486e-34 |
| 61 | 1 | 3.28216837410445e-33 | 1.64108418705223e-33 |
| 62 | 1 | 5.69045826616496e-33 | 2.84522913308248e-33 |
| 63 | 1 | 7.24907458887198e-32 | 3.62453729443599e-32 |
| 64 | 1 | 6.77857306806719e-31 | 3.38928653403359e-31 |
| 65 | 1 | 9.5102005851084e-30 | 4.7551002925542e-30 |
| 66 | 1 | 7.01928250520036e-29 | 3.50964125260018e-29 |
| 67 | 1 | 2.73792346926102e-29 | 1.36896173463051e-29 |
| 68 | 1 | 4.17292758378546e-28 | 2.08646379189273e-28 |
| 69 | 1 | 5.8877356400622e-27 | 2.9438678200311e-27 |
| 70 | 1 | 8.48689483459219e-26 | 4.24344741729609e-26 |
| 71 | 1 | 3.243623326978e-25 | 1.621811663489e-25 |
| 72 | 1 | 3.87965814409832e-24 | 1.93982907204916e-24 |
| 73 | 1 | 2.42324694025938e-23 | 1.21162347012969e-23 |
| 74 | 1 | 3.1365261729328e-22 | 1.5682630864664e-22 |
| 75 | 1 | 4.55753168957208e-21 | 2.27876584478604e-21 |
| 76 | 1 | 1.36179465888522e-20 | 6.80897329442612e-21 |
| 77 | 1 | 1.56399259676986e-19 | 7.81996298384931e-20 |
| 78 | 1 | 9.91949224546848e-20 | 4.95974612273424e-20 |
| 79 | 1 | 1.72917012462424e-18 | 8.64585062312118e-19 |
| 80 | 1 | 3.01979388567285e-17 | 1.50989694283643e-17 |
| 81 | 1 | 4.70374789211651e-16 | 2.35187394605826e-16 |
| 82 | 0.999999999999998 | 4.2358029258758e-15 | 2.1179014629379e-15 |
| 83 | 0.999999999999969 | 6.20958427082655e-14 | 3.10479213541327e-14 |
| 84 | 0.999999999999815 | 3.69857779263073e-13 | 1.84928889631536e-13 |
| 85 | 0.999999999996875 | 6.24912155604845e-12 | 3.12456077802423e-12 |
| 86 | 0.999999999948873 | 1.02254561690886e-10 | 5.11272808454428e-11 |
| 87 | 0.999999999861463 | 2.77073557761392e-10 | 1.38536778880696e-10 |
| 88 | 0.99999999800262 | 3.9947581520865e-09 | 1.99737907604325e-09 |
| 89 | 0.999999983610695 | 3.27786098694872e-08 | 1.63893049347436e-08 |
| 90 | 0.99999973346822 | 5.33063558668573e-07 | 2.66531779334286e-07 |
| 91 | 0.999995673586997 | 8.65282600662877e-06 | 4.32641300331439e-06 |
| 92 | 0.999933940366812 | 0.000132119266376143 | 6.60596331880713e-05 |
| 93 | 0.999587244609272 | 0.000825510781456029 | 0.000412755390728014 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 87 | 1 | NOK |
| 5% type I error level | 87 | 1 | NOK |
| 10% type I error level | 87 | 1 | NOK |
