Multiple Linear Regression - Estimated Regression Equation
Wealth [t] = + 26815.1716663598 + 28.4423690327317Costs[t] -463.877420704819Trades[t] + 3.82285499850765Dividends[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)26815.171666359866411.4254830.40380.6868220.343411
Costs28.44236903273172.74684910.354500
Trades-463.877420704819301.928614-1.53640.1260660.063033
Dividends3.822854998507650.7323735.219800


Multiple Linear Regression - Regression Statistics
Multiple R0.756944435132817
R-squared0.57296487787854
Adjusted R-squared0.566395106768979
F-TEST (value)87.2123044050513
F-TEST (DF numerator)3
F-TEST (DF denominator)195
p-value0
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation422769.996983159
Sum Squared Residuals34853221718082.4


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
162829294963560.631941131319368.36805887
243240471043358.606816623280688.39318338
341082722890142.461860591218129.53813941
4-12126172064783.72544135-3277400.72544135
514853291928056.57342529-442727.57342529
617798761768068.5811132711807.4188867283
713672031462870.64159563-95667.6415956324
825190761978107.62547622540968.374523783
99126841120617.59846769-207933.598467687
101443586621953.369135881821632.630864119
1112200171646822.41386432-426805.413864324
12984885519982.949383172464902.050616828
131457425421772.2218260881035652.77817391
14-5729201275881.84433321-1848801.84433321
15929144858297.9758424870846.0241575195
161151176743418.101589696407757.898410304
177900901280479.65234963-490389.652349631
18774497823013.505115154-48516.5051151539
199905761125946.35861864-135370.358618641
20454195830275.151712447-376080.151712447
21876607655797.128176725220809.871823275
22711969928035.220563962-216066.220563962
23702380991388.683777595-289008.683777595
24264449795344.000975645-530895.000975645
25450033693726.821340237-243693.821340237
26541063691242.481709928-150179.481709929
27588864931663.257132157-342799.257132157
28-37216407927.589413775-445143.589413775
29783310376319.524564720406990.47543528
30467359459976.6964283767382.30357162436
31688779442852.809682823245926.190317177
32608419729200.562960948-120781.562960948
33696348502700.475381793193647.524618207
34597793523040.60185332674752.3981466744
358217301232992.59506332-411262.595063321
36377934873989.188904991-496055.188904991
37651939616943.69858605334995.3014139468
38697458570992.84341507126465.156584930
39700368790574.544096889-90206.5440968892
40225986380364.065559250-154378.065559250
41348695358031.220792129-9336.22079212873
42373683757397.786290445-383714.786290445
43501709409306.44472518292402.5552748176
44413743622740.594802806-208997.594802806
45379825394070.884307934-14245.8843079336
46336260508718.143654103-172458.143654103
47636765855704.886880199-218939.886880199
48481231614167.387261089-132936.387261089
49469107593328.000374625-124221.000374625
50211928368547.17810484-156619.178104840
51563925479821.98458235784103.015417643
52511939590433.506790365-78494.5067903655
53521016902706.018821891-381690.018821891
54543856542883.242457091972.75754290892
55329304684696.769755748-355392.769755748
56423262284150.178080472139111.821919528
57509665321723.023189555187941.976810445
58455881484304.066443734-28423.0664437344
59367772394060.752804532-26288.7528045317
60406339579435.689258001-173096.689258001
61493408524000.199944574-30592.1999445742
62232942283265.320201563-50323.3202015629
63416002461750.098191303-45748.0981913032
64337430511061.105791645-173631.105791646
65361517291865.62604016269651.3739598379
66360962311696.0677091449265.9322908599
67235561326369.805467438-90808.8054674384
68408247444524.419508336-36277.419508336
69450296524950.083607045-74654.0836070455
70418799495698.143423425-76899.1434234246
71247405190995.92207936256409.0779206378
72378519298922.10141711779596.898582883
73326638460350.225963725-133712.225963725
74328233340564.651039419-12331.6510394190
75386225521217.965858924-134992.965858924
76283662352247.61563963-68585.61563963
77370225472538.032823084-102313.032823084
78269236312855.374207109-43619.3742071088
79365732274502.36827712691229.6317228739
80420383417030.8463207333352.1536792671
81345811287130.17151219858680.8284878025
82431809468572.300328228-36763.3003282283
83418876555627.901115055-136751.901115055
84297476193098.095802182104377.904197818
85416776427179.16776031-10403.1677603097
86357257400886.344159054-43629.3441590542
87458343435567.35937825122775.6406217486
88388386433103.772699022-44717.7726990225
89358934464385.943586854-105451.943586854
90407560432912.293100938-25352.2931009385
91392558424884.344186610-32326.3441866096
92373177408598.891636267-35421.8916362674
93428370288078.782367424140291.217632576
94369419662996.88986494-293577.88986494
95358649203128.602366470155520.397633530
96376641324075.42506613852565.574933862
97467427462803.9772339964623.02276600403
98364885243488.207394349121396.792605651
99436230587042.452116563-150812.452116563
100329118340961.582256603-11843.5822566032
101317365338345.829489786-20980.8294897865
102286849389975.655231954-103126.655231954
103376685500141.47955726-123456.479557260
104407198469739.990141755-62541.990141755
105377772313587.18482085464184.8151791463
106271483310931.324836773-39448.3248367725
107153661318495.805792261-164834.805792261
108513294449921.54372811363372.4562718867
109324881543172.407140601-218291.407140601
110264512343958.805053351-79446.8050533509
111420968299241.852203463121726.147796537
112129302286350.497997066-157048.497997066
113191521469007.537079756-277486.537079756
114268673371464.973337486-102791.973337486
115353179282075.57353062671103.4264693744
116354624266944.23205095387679.7679490474
117363713351092.63740235812620.3625976424
118456657419422.93441363737234.0655863627
119211742378057.791238996-166315.791238996
120338381252809.63543669985571.3645633008
121418530706725.582989165-288195.582989165
122351483301339.24558014550143.7544198551
123372928374616.879640488-1688.87964048755
124485538471799.88886567913738.1111343209
125279268325472.694436023-46204.6944360234
126219060399729.894830799-180669.894830799
127325560258938.92717574466621.0728242559
128325314258644.43633477866669.5636652218
129322046247306.38795697874739.6120430219
130325560258938.92717574466621.0728242559
131325599255850.89140735369748.1085926472
132377028254596.288666922122431.711333078
133325560258938.92717574466621.0728242559
134323850259408.73356678864441.2664332121
135325560258938.92717574466621.0728242559
136331514262929.90517906568584.0948209352
137325632257039.5355200168592.4644799902
138325560258938.92717574466621.0728242559
139325560258938.92717574466621.0728242559
140325560258938.92717574466621.0728242559
141322265256895.18569219165369.8143078089
142325560258938.92717574466621.0728242559
143325906265303.28529189460602.7147081064
144325985259236.39696854866748.6030314516
145346145275103.07284631071041.9271536905
146325898246626.31941035179271.6805896493
147325560258938.92717574466621.0728242559
148325356256851.27229763868504.7277023619
149325560258938.92717574466621.0728242559
150325930260004.80800105665925.1919989442
151318020261176.87501880656843.1249811944
152326389274227.05406651752161.9459334827
153325560258938.92717574466621.0728242559
154302925258853.99934310944071.0006568913
155325540258949.52468395966590.475316041
156325560258938.92717574466621.0728242559
157325560258938.92717574466621.0728242559
158326736263742.12284839362993.8771516069
159340580267688.8015638872891.1984361198
160325560258938.92717574466621.0728242559
161325560258938.92717574466621.0728242559
162325560258938.92717574466621.0728242559
163325560258938.92717574466621.0728242559
164331828260572.41510935971255.5848906407
165323299257907.88881186665391.1111881335
166325560258938.92717574466621.0728242559
167325560258938.92717574466621.0728242559
168387722214194.796057562173527.203942438
169325560258938.92717574466621.0728242559
170325560258938.92717574466621.0728242559
171325560258938.92717574466621.0728242559
172324598261333.83239684463264.1676031564
173325560258938.92717574466621.0728242559
174328726265194.06869122863531.9313087724
175325560258938.92717574466621.0728242559
176325043258670.80052770766372.1994722933
177325560258938.92717574466621.0728242559
178325806260590.02933132665215.970668674
179325560258938.92717574466621.0728242559
180325560258938.92717574466621.0728242559
181387732312566.29986529675165.700134704
182349729311152.45036377938576.5496362215
183332202239651.74665208592550.2533479147
184305442304985.645203315456.354796685192
185329537264288.65348223465248.3465177656
186327055269252.87547928257802.1245207183
187356245287274.42120714968970.5787928513
188328451265907.44451112662543.5554888743
189307062282257.36184111824804.6381588817
190325560258938.92717574466621.0728242559
191331345260241.18587874771103.8141212533
192325560258938.92717574466621.0728242559
193331824263644.83473377268179.1652662277
194325560258938.92717574466621.0728242559
195325685259457.44401699766227.5559830027
196325560258938.92717574466621.0728242559
197404480496662.41923355-92182.4192335504
198325560258938.92717574466621.0728242559
199325560258938.92717574466621.0728242559


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
713.26732666913845e-401.63366333456922e-40
816.02484748718642e-513.01242374359321e-51
914.5259120266963e-502.26295601334815e-50
1013.83162234677005e-561.91581117338502e-56
1112.66146510213713e-611.33073255106857e-61
1216.96293588740394e-633.48146794370197e-63
1311.35743567965451e-736.78717839827254e-74
1411.7366362059929e-948.6831810299645e-95
1516.0956102125008e-963.0478051062504e-96
1616.39849051160183e-1023.19924525580091e-102
1713.77206723248843e-1041.88603361624422e-104
1813.40196519469905e-1041.70098259734952e-104
1917.6318611819307e-1053.81593059096535e-105
2012.06976169975338e-1041.03488084987669e-104
2113.35613404433545e-1071.67806702216772e-107
2219.83278300316899e-1074.91639150158449e-107
2314.00451015305243e-1062.00225507652622e-106
2414.19021299395168e-1072.09510649697584e-107
2513.89122411404258e-1061.94561205702129e-106
2613.6443765033431e-1051.82218825167155e-105
2713.19779767270187e-1041.59889883635094e-104
2811.41541594583645e-1077.07707972918224e-108
2912.91590438613751e-1131.45795219306875e-113
3011.63553490689399e-1128.17767453446997e-113
3117.37414249214582e-1153.68707124607291e-115
3211.53915771251647e-1147.69578856258234e-115
3311.05160540982602e-1175.2580270491301e-118
3413.62387463498022e-1181.81193731749011e-118
3517.76301023921873e-1183.88150511960937e-118
3613.69057736515962e-1171.84528868257981e-117
3712.86942800482131e-1191.43471400241065e-119
3811.51679311214883e-1227.58396556074416e-123
3917.14698854201455e-1233.57349427100727e-123
4019.54508514362289e-1234.77254257181145e-123
4114.32410850683719e-1222.16205425341860e-122
4215.54546040156931e-1212.77273020078466e-121
4311.08372105133652e-1205.41860525668262e-121
4411.63092821122468e-1198.15464105612342e-120
4512.04819511488149e-1181.02409755744075e-118
4611.94798359736884e-1179.73991798684418e-118
4719.59564037781515e-1174.79782018890757e-117
4811.19071629364128e-1155.95358146820641e-116
4911.25717675804930e-1146.28588379024648e-115
5019.0839767843893e-1154.54198839219465e-115
5111.47635189467989e-1157.38175947339945e-116
5217.74600370061036e-1153.87300185030518e-115
5317.73119232598123e-1143.86559616299062e-114
5411.51205650832808e-1137.5602825416404e-114
5511.16094940722527e-1135.80474703612635e-114
5613.19026643520077e-1131.59513321760039e-113
5712.83707858787844e-1151.41853929393922e-115
5818.18280165853393e-1154.09140082926696e-115
5911.24878703929184e-1136.24393519645922e-114
6011.12972319615225e-1125.64861598076124e-113
6115.03484737798711e-1132.51742368899356e-113
6211.43455888313529e-1127.17279441567645e-113
6311.35176030085914e-1116.75880150429569e-112
6412.10685476860146e-1101.05342738430073e-110
6512.06963039961165e-1091.03481519980583e-109
6612.49968190637659e-1081.24984095318829e-108
6711.07465145508639e-1085.37325727543195e-109
6811.43635331229445e-1077.18176656147224e-108
6912.12548091472526e-1061.06274045736263e-106
7011.98340034261623e-1059.91700171308115e-106
7112.33634525715295e-1041.16817262857648e-104
7212.67769481834634e-1041.33884740917317e-104
7311.51306630569584e-1037.56533152847921e-104
7411.97039944944755e-1029.85199724723775e-103
7512.58809772404869e-1011.29404886202434e-101
7611.55642851983976e-1007.78214259919878e-101
7711.42731884044808e-997.13659420224041e-100
7814.36596860567251e-992.18298430283626e-99
7915.98905311536985e-982.99452655768493e-98
8016.00577342174392e-973.00288671087196e-97
8117.25306158962649e-963.62653079481325e-96
8212.34780267761888e-951.17390133880944e-95
8311.68332939019122e-948.41664695095611e-95
8412.13209530617305e-931.06604765308652e-93
8512.84943844590023e-921.42471922295012e-92
8611.21056991505752e-916.05284957528759e-92
8711.69167318731686e-918.45836593658431e-92
8812.20942351723998e-901.10471175861999e-90
8911.81931750887460e-899.09658754437298e-90
9012.52503667615078e-881.26251833807539e-88
9113.39832698550430e-871.69916349275215e-87
9213.61554187065225e-861.80777093532612e-86
9313.51047395741301e-861.75523697870651e-86
9414.06540728018182e-852.03270364009091e-85
9513.93451945271315e-851.96725972635658e-85
9615.77377180555211e-852.88688590277605e-85
9717.13517303227323e-843.56758651613661e-84
9818.86789132633806e-834.43394566316903e-83
9911.11689906402845e-815.58449532014226e-82
10011.49363093922222e-807.46815469611109e-81
10111.62800018741873e-798.14000093709366e-80
10211.58978179440408e-797.9489089720204e-80
10311.78303768871759e-788.91518844358795e-79
10418.72353678357359e-784.36176839178679e-78
10516.2455006033475e-773.12275030167375e-77
10611.72107382087751e-768.60536910438756e-77
10713.51622536226882e-771.75811268113441e-77
10815.26901238649352e-782.63450619324676e-78
10916.21338769151378e-773.10669384575689e-77
11011.80353559990103e-769.01767799950515e-77
11112.38564826338259e-761.19282413169129e-76
11212.37752063024191e-781.18876031512095e-78
11313.42901391663106e-821.71450695831553e-82
11414.45397849228801e-822.22698924614400e-82
11513.79264036662742e-811.89632018331371e-81
11613.87302556637661e-801.93651278318831e-80
11716.84809078091772e-793.42404539045886e-79
11816.93952195294989e-803.46976097647495e-80
11912.88620495078059e-841.44310247539030e-84
12016.37989822826372e-833.18994911413186e-83
12117.11761223041293e-843.55880611520647e-84
12219.6508026036568e-834.8254013018284e-83
12316.47292237943322e-833.23646118971661e-83
12413.000956752394e-891.500478376197e-89
12517.7004738603229e-883.85023693016145e-88
12611.04449676654375e-965.22248383271873e-97
12714.5426455462887e-952.27132277314435e-95
12811.96504884188472e-939.82524420942358e-94
12916.74552298592464e-923.37276149296232e-92
13012.85519381863902e-901.42759690931951e-90
13111.18462786782808e-885.9231393391404e-89
13217.87658872792619e-883.93829436396309e-88
13313.33344681056282e-861.66672340528141e-86
13411.38980327821671e-846.94901639108356e-85
13515.75466544646979e-832.87733272323489e-83
13612.35949806380869e-811.17974903190435e-81
13719.51543786234588e-804.75771893117294e-80
13813.80779294172494e-781.90389647086247e-78
13911.50605873761501e-767.53029368807506e-77
14015.88665426391536e-752.94332713195768e-75
14111.77901866430572e-738.8950933215286e-74
14216.82227831347345e-723.41113915673672e-72
14313.02886578295771e-711.51443289147886e-71
14411.17673074311602e-695.88365371558012e-70
14513.36728879185685e-681.68364439592842e-68
14611.19742216000019e-665.98711080000096e-67
14714.52293030940106e-652.26146515470053e-65
14811.63100272779556e-638.1550136389778e-64
14916.00059622421266e-623.00029811210633e-62
15012.17412255794560e-601.08706127897280e-60
15111.68938014042818e-598.44690070214089e-60
15214.52425378085212e-612.26212689042606e-61
15311.88780329706210e-599.43901648531048e-60
15411.27759529921951e-616.38797649609753e-62
15516.31326846739794e-603.15663423369897e-60
15613.11439253901827e-581.55719626950913e-58
15711.51229637998627e-567.56148189993136e-57
15817.39013061931734e-553.69506530965867e-55
15913.13543622936136e-531.56771811468068e-53
16011.4620451711299e-517.3102258556495e-52
16116.70167538283866e-503.35083769141933e-50
16213.01842638863028e-481.50921319431514e-48
16311.33522474713755e-466.67612373568776e-47
16414.44117553583621e-452.22058776791810e-45
16511.95875244893679e-439.79376224468396e-44
16618.29632535639955e-424.14816267819977e-42
16713.44477845072833e-401.72238922536416e-40
16812.72861548813127e-391.36430774406564e-39
16911.16503527525322e-375.82517637626609e-38
17014.86787379274755e-362.43393689637377e-36
17111.98892308467334e-349.94461542336668e-35
17218.12126160025714e-334.06063080012857e-33
17313.16738102610307e-311.58369051305154e-31
17411.23414398088541e-296.17071990442707e-30
17514.58642814515117e-282.29321407257559e-28
17611.70478267035044e-268.5239133517522e-27
17716.0064547088705e-253.00322735443525e-25
17812.11191359586289e-231.05595679793144e-23
17917.01497210939179e-223.50748605469589e-22
18012.25471565701325e-201.12735782850662e-20
18112.23210872259032e-201.11605436129516e-20
18216.03650440533605e-193.01825220266803e-19
18313.57310604178349e-181.78655302089175e-18
18411.81121518939284e-179.05607594696422e-18
18518.79769858220062e-164.39884929110031e-16
18618.11031064848526e-164.05515532424263e-16
1870.999999999999983.83808748837981e-141.91904374418991e-14
1880.9999999999989032.19469364159312e-121.09734682079656e-12
18911.25905087416576e-166.29525437082879e-17
1900.9999999999999588.30892841779156e-144.15446420889578e-14
19112.06341014768688e-621.03170507384344e-62
19211.00348576710517e-495.01742883552583e-50


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level1861NOK
5% type I error level1861NOK
10% type I error level1861NOK