| Multiple Linear Regression - Estimated Regression Equation |
| Wealth[t] = + 169088.919201667 + 44386.189096122Group[t] -7.97639691845783Costs[t] + 44.9817209607593GrCosts[t] + 20.8889825495510Trades[t] -124.124022764451GrTrades[t] + 3.24416126930998Dividends[t] -1.98194712090063GrDiv[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) | 169088.919201667 | 131306.033497 | 1.2877 | 0.201064 | 0.100532 |
| Group | 44386.189096122 | 208024.502483 | 0.2134 | 0.83151 | 0.415755 |
| Costs | -7.97639691845783 | 5.115122 | -1.5594 | 0.122341 | 0.06117 |
| GrCosts | 44.9817209607593 | 6.916541 | 6.5035 | 0 | 0 |
| Trades | 20.8889825495510 | 371.115535 | 0.0563 | 0.955235 | 0.477618 |
| GrTrades | -124.124022764451 | 767.620535 | -0.1617 | 0.871897 | 0.435948 |
| Dividends | 3.24416126930998 | 1.052572 | 3.0821 | 0.002712 | 0.001356 |
| GrDiv | -1.98194712090063 | 1.759834 | -1.1262 | 0.263005 | 0.131502 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.879612234896614 |
| R-squared | 0.773717683779815 |
| Adjusted R-squared | 0.756500551023932 |
| F-TEST (value) | 44.9388231333357 |
| F-TEST (DF numerator) | 7 |
| F-TEST (DF denominator) | 92 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 431863.421873433 |
| Sum Squared Residuals | 17158553394005.2 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 6282929 | 6386316.03972655 | -103387.039726548 |
| 2 | 4324047 | 1387171.54836454 | 2936875.45163546 |
| 3 | 4108272 | 3599378.26289088 | 508893.737109118 |
| 4 | -1212617 | -578903.183266423 | -633713.816733577 |
| 5 | 1485329 | 2365546.83185312 | -880217.831853115 |
| 6 | 1779876 | 1973493.16237177 | -193617.162371775 |
| 7 | 1367203 | 272149.790901857 | 1095053.20909814 |
| 8 | 2519076 | 2042288.80087328 | 476787.199126724 |
| 9 | 912684 | 1638359.92865464 | -725675.928654639 |
| 10 | 1443586 | 864840.69385146 | 578745.30614854 |
| 11 | 1220017 | 762051.642825089 | 457965.357174911 |
| 12 | 984885 | 226038.594905255 | 758846.405094745 |
| 13 | 1457425 | 853257.454790668 | 604167.545209332 |
| 14 | -572920 | -67256.0691685112 | -505663.930831489 |
| 15 | 929144 | 1190037.97917522 | -260893.979175218 |
| 16 | 1151176 | 610148.956165508 | 541027.043834492 |
| 17 | 790090 | 1049419.89602645 | -259329.896026451 |
| 18 | 774497 | 1076160.70648901 | -301663.706489011 |
| 19 | 990576 | 1626979.70714124 | -636403.707141244 |
| 20 | 454195 | 433258.887175928 | 20936.1128240724 |
| 21 | 876607 | 785746.000153654 | 90860.999846346 |
| 22 | 711969 | 1131858.20204154 | -419889.202041545 |
| 23 | 702380 | 601990.539898081 | 100389.460101919 |
| 24 | 264449 | 423689.744508243 | -159240.744508243 |
| 25 | 450033 | 549091.376593148 | -99058.3765931484 |
| 26 | 541063 | 251308.076357372 | 289754.923642628 |
| 27 | 588864 | 1245967.25845008 | -657103.25845008 |
| 28 | -37216 | 182271.458702259 | -219487.458702259 |
| 29 | 783310 | 205878.222469817 | 577431.777530183 |
| 30 | 467359 | 223386.252329554 | 243972.747670446 |
| 31 | 688779 | 445271.311259793 | 243507.688740207 |
| 32 | 608419 | 776003.384665646 | -167584.384665646 |
| 33 | 696348 | 555604.605625711 | 140743.394374289 |
| 34 | 597793 | 504552.319437318 | 93240.680562682 |
| 35 | 821730 | 1130507.00577152 | -308777.005771524 |
| 36 | 377934 | 356188.703843345 | 21745.296156655 |
| 37 | 651939 | 375975.638388432 | 275963.361611568 |
| 38 | 697458 | 544543.539900742 | 152914.460099258 |
| 39 | 700368 | 534902.036434504 | 165465.963565496 |
| 40 | 225986 | 398558.90854616 | -172572.908546160 |
| 41 | 348695 | 540842.734605645 | -192147.734605645 |
| 42 | 373683 | 373835.800312194 | -152.800312193984 |
| 43 | 501709 | 442054.646037082 | 59654.3539629178 |
| 44 | 413743 | 497746.224305792 | -84003.224305792 |
| 45 | 379825 | 357832.220405325 | 21992.779594675 |
| 46 | 336260 | 474661.218654044 | -138401.218654044 |
| 47 | 636765 | 523384.640967973 | 113380.359032027 |
| 48 | 481231 | 630284.586576875 | -149053.586576875 |
| 49 | 469107 | 527279.41439274 | -58172.4143927402 |
| 50 | 211928 | 399423.818523135 | -187495.818523135 |
| 51 | 563925 | 455700.324086413 | 108224.675913587 |
| 52 | 511939 | 521656.663466601 | -9717.66346660082 |
| 53 | 521016 | 709585.037173761 | -188569.037173761 |
| 54 | 543856 | 423270.973170767 | 120585.026829233 |
| 55 | 329304 | 567207.604686967 | -237903.604686967 |
| 56 | 423262 | 351122.225804998 | 72139.7741950017 |
| 57 | 509665 | 302724.90430399 | 206940.09569601 |
| 58 | 455881 | 412204.190744772 | 43676.8092552283 |
| 59 | 367772 | 483832.730816631 | -116060.730816631 |
| 60 | 406339 | 658538.525218427 | -252199.525218427 |
| 61 | 493408 | 533653.905676261 | -40245.905676261 |
| 62 | 232942 | 353402.03877954 | -120460.03877954 |
| 63 | 416002 | 444989.552020461 | -28987.5520204609 |
| 64 | 337430 | 579609.322119898 | -242179.322119898 |
| 65 | 361517 | 340862.952697074 | 20654.0473029265 |
| 66 | 360962 | 377823.521245926 | -16861.5212459258 |
| 67 | 235561 | 425714.507730913 | -190153.507730913 |
| 68 | 408247 | 410730.912850956 | -2483.91285095649 |
| 69 | 450296 | 585055.543336288 | -134759.543336288 |
| 70 | 418799 | 482885.739045836 | -64086.7390458364 |
| 71 | 247405 | 354665.000350160 | -107260.000350160 |
| 72 | 378519 | 255930.115313601 | 122588.884686399 |
| 73 | 326638 | 505137.097888236 | -178499.097888236 |
| 74 | 328233 | 422113.100354128 | -93880.100354128 |
| 75 | 386225 | 539735.785533787 | -153510.785533787 |
| 76 | 283662 | 357285.808174515 | -73623.8081745145 |
| 77 | 370225 | 534324.488256184 | -164099.488256184 |
| 78 | 269236 | 403642.860295325 | -134406.860295325 |
| 79 | 365732 | 386678.804676956 | -20946.8046769559 |
| 80 | 420383 | 369243.381692076 | 51139.6183079244 |
| 81 | 345811 | 356460.047525544 | -10649.0475255444 |
| 82 | 431809 | 490224.10695931 | -58415.1069593097 |
| 83 | 418876 | 614178.381228799 | -195302.381228799 |
| 84 | 297476 | 291522.024092342 | 5953.97590765828 |
| 85 | 416776 | 498558.852313691 | -81782.8523136906 |
| 86 | 357257 | 497759.864530765 | -140502.864530765 |
| 87 | 458343 | 434659.818614362 | 23683.1813856377 |
| 88 | 388386 | 502337.116178859 | -113951.116178859 |
| 89 | 358934 | 499546.634035402 | -140612.634035402 |
| 90 | 407560 | 500063.927333786 | -92503.9273337863 |
| 91 | 392558 | 464197.229504247 | -71639.2295042473 |
| 92 | 373177 | 423012.511795306 | -49835.5117953057 |
| 93 | 428370 | 359492.053816016 | 68877.9461839836 |
| 94 | 369419 | 607675.859824658 | -238256.859824658 |
| 95 | 358649 | 276705.149590825 | 81943.850409175 |
| 96 | 376641 | 398131.882316998 | -21490.8823169976 |
| 97 | 467427 | 533660.453725924 | -66233.453725924 |
| 98 | 364885 | 333947.336323015 | 30937.663676985 |
| 99 | 436230 | 571292.142706832 | -135062.142706832 |
| 100 | 329118 | 355938.468166609 | -26820.4681666091 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 11 | 1 | 1.19037910383521e-22 | 5.95189551917607e-23 |
| 12 | 1 | 7.09622549790317e-24 | 3.54811274895158e-24 |
| 13 | 1 | 1.75240555565901e-26 | 8.76202777829504e-27 |
| 14 | 1 | 8.64771326849173e-30 | 4.32385663424586e-30 |
| 15 | 1 | 3.48482187955609e-30 | 1.74241093977805e-30 |
| 16 | 1 | 1.54903114429186e-33 | 7.74515572145929e-34 |
| 17 | 1 | 5.02888781240301e-34 | 2.51444390620151e-34 |
| 18 | 1 | 1.79261876268328e-33 | 8.9630938134164e-34 |
| 19 | 1 | 5.7979916699563e-34 | 2.89899583497815e-34 |
| 20 | 1 | 8.3294400783142e-34 | 4.1647200391571e-34 |
| 21 | 1 | 2.12115621522508e-34 | 1.06057810761254e-34 |
| 22 | 1 | 5.13289237992928e-34 | 2.56644618996464e-34 |
| 23 | 1 | 2.20112279983348e-33 | 1.10056139991674e-33 |
| 24 | 1 | 1.92306207037696e-33 | 9.61531035188479e-34 |
| 25 | 1 | 1.11583399949318e-32 | 5.57916999746588e-33 |
| 26 | 1 | 6.1191085554401e-32 | 3.05955427772005e-32 |
| 27 | 1 | 1.28998389172075e-31 | 6.44991945860376e-32 |
| 28 | 1 | 2.08403251733892e-33 | 1.04201625866946e-33 |
| 29 | 1 | 9.7099972021833e-36 | 4.85499860109166e-36 |
| 30 | 1 | 5.2429184785328e-35 | 2.6214592392664e-35 |
| 31 | 1 | 1.71404595742551e-35 | 8.57022978712756e-36 |
| 32 | 1 | 8.16951026725391e-35 | 4.08475513362696e-35 |
| 33 | 1 | 7.53813570213431e-36 | 3.76906785106715e-36 |
| 34 | 1 | 1.15399669668171e-35 | 5.76998348340855e-36 |
| 35 | 1 | 1.42187301601965e-35 | 7.10936508009824e-36 |
| 36 | 1 | 3.08203244106513e-35 | 1.54101622053256e-35 |
| 37 | 1 | 1.41690410036761e-35 | 7.08452050183807e-36 |
| 38 | 1 | 4.30924441872554e-37 | 2.15462220936277e-37 |
| 39 | 1 | 9.50476240058416e-37 | 4.75238120029208e-37 |
| 40 | 1 | 8.3100264884597e-37 | 4.15501324422985e-37 |
| 41 | 1 | 6.09921396510381e-36 | 3.04960698255190e-36 |
| 42 | 1 | 9.23647907619842e-36 | 4.61823953809921e-36 |
| 43 | 1 | 2.29862236800554e-35 | 1.14931118400277e-35 |
| 44 | 1 | 1.10584542388862e-34 | 5.52922711944309e-35 |
| 45 | 1 | 9.33416216275592e-34 | 4.66708108137796e-34 |
| 46 | 1 | 4.84714688174923e-33 | 2.42357344087461e-33 |
| 47 | 1 | 3.13892531342864e-32 | 1.56946265671432e-32 |
| 48 | 1 | 2.87224279829764e-31 | 1.43612139914882e-31 |
| 49 | 1 | 2.59374745085057e-30 | 1.29687372542528e-30 |
| 50 | 1 | 7.22299487690739e-31 | 3.61149743845370e-31 |
| 51 | 1 | 4.0969232599299e-31 | 2.04846162996495e-31 |
| 52 | 1 | 2.25622532240611e-30 | 1.12811266120306e-30 |
| 53 | 1 | 2.07686513849199e-29 | 1.03843256924600e-29 |
| 54 | 1 | 3.24451528472277e-29 | 1.62225764236138e-29 |
| 55 | 1 | 2.63571497776064e-29 | 1.31785748888032e-29 |
| 56 | 1 | 1.14631382803522e-28 | 5.73156914017611e-29 |
| 57 | 1 | 1.20981261721505e-28 | 6.04906308607526e-29 |
| 58 | 1 | 1.35705744747111e-27 | 6.78528723735554e-28 |
| 59 | 1 | 1.42748543821370e-26 | 7.13742719106848e-27 |
| 60 | 1 | 1.40564114929163e-25 | 7.02820574645815e-26 |
| 61 | 1 | 1.98227506457302e-25 | 9.91137532286511e-26 |
| 62 | 1 | 2.15815226642559e-25 | 1.07907613321279e-25 |
| 63 | 1 | 1.75690317262030e-24 | 8.78451586310152e-25 |
| 64 | 1 | 1.47244815175061e-23 | 7.36224075875307e-24 |
| 65 | 1 | 1.65521730335069e-22 | 8.27608651675343e-23 |
| 66 | 1 | 1.45516959849100e-21 | 7.27584799245499e-22 |
| 67 | 1 | 5.47007106774782e-22 | 2.73503553387391e-22 |
| 68 | 1 | 5.20918864829693e-21 | 2.60459432414846e-21 |
| 69 | 1 | 5.41374926448516e-20 | 2.70687463224258e-20 |
| 70 | 1 | 4.57565060986389e-19 | 2.28782530493195e-19 |
| 71 | 1 | 1.86605530399817e-18 | 9.33027651999083e-19 |
| 72 | 1 | 2.13298750365173e-17 | 1.06649375182586e-17 |
| 73 | 1 | 7.3154061652939e-17 | 3.65770308264695e-17 |
| 74 | 1 | 6.99764274483525e-16 | 3.49882137241762e-16 |
| 75 | 0.999999999999997 | 5.49311158792649e-15 | 2.74655579396325e-15 |
| 76 | 0.999999999999988 | 2.44969590945067e-14 | 1.22484795472534e-14 |
| 77 | 0.9999999999999 | 1.99749067643547e-13 | 9.98745338217737e-14 |
| 78 | 0.999999999999916 | 1.67848509114937e-13 | 8.39242545574683e-14 |
| 79 | 0.999999999999022 | 1.95548250133224e-12 | 9.77741250666118e-13 |
| 80 | 0.999999999990403 | 1.91940409596353e-11 | 9.59702047981763e-12 |
| 81 | 0.999999999893168 | 2.13663085139701e-10 | 1.06831542569851e-10 |
| 82 | 0.999999999560246 | 8.79507877185377e-10 | 4.39753938592689e-10 |
| 83 | 0.999999996455011 | 7.08997742598527e-09 | 3.54498871299263e-09 |
| 84 | 0.999999978412269 | 4.31754620803546e-08 | 2.15877310401773e-08 |
| 85 | 0.9999997281817 | 5.43636601460318e-07 | 2.71818300730159e-07 |
| 86 | 0.99999735487824 | 5.29024351957893e-06 | 2.64512175978947e-06 |
| 87 | 0.999984940192528 | 3.01196149437864e-05 | 1.50598074718932e-05 |
| 88 | 0.999866066268065 | 0.000267867463870475 | 0.000133933731935238 |
| 89 | 0.999647652929996 | 0.00070469414000808 | 0.00035234707000404 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 79 | 1 | NOK |
| 5% type I error level | 79 | 1 | NOK |
| 10% type I error level | 79 | 1 | NOK |
