| Multiple Linear Regression - Estimated Regression Equation |
| APPLE[t] = -42.9866879231334 + 6.63274331102043e-07VOLUME[t] + 3.80563439777418MICROSOFT[t] + 0.00110067474813571NASDAQ[t] -86.4307633236699INFLATION[t] -0.296771689245468CONS.CONF[t] + 93.305945123973LANCERINGEN[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) | -42.9866879231334 | 16.584751 | -2.5919 | 0.010699 | 0.005349 |
| VOLUME | 6.63274331102043e-07 | 0 | 2.9143 | 0.004236 | 0.002118 |
| MICROSOFT | 3.80563439777418 | 0.937704 | 4.0585 | 8.7e-05 | 4.4e-05 |
| NASDAQ | 0.00110067474813571 | 0.007095 | 0.1551 | 0.876977 | 0.438488 |
| INFLATION | -86.4307633236699 | 208.817893 | -0.4139 | 0.679665 | 0.339832 |
| CONS.CONF | -0.296771689245468 | 0.179528 | -1.6531 | 0.100868 | 0.050434 |
| LANCERINGEN | 93.305945123973 | 7.245541 | 12.8777 | 0 | 0 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.939050560655683 |
| R-squared | 0.881815955467753 |
| Adjusted R-squared | 0.876050880124716 |
| F-TEST (value) | 152.958270793960 |
| F-TEST (DF numerator) | 6 |
| F-TEST (DF denominator) | 123 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 26.9825524003687 |
| Sum Squared Residuals | 89551.1504867532 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 25.94 | 80.8557538591651 | -54.9157538591652 |
| 2 | 28.66 | 62.8939670709372 | -34.2339670709372 |
| 3 | 33.95 | 89.3820230721157 | -55.4320230721157 |
| 4 | 31.01 | 35.1160676244502 | -4.10606762445021 |
| 5 | 21 | 21.4210479030977 | -0.421047903097695 |
| 6 | 26.19 | 47.8211067460395 | -21.6311067460395 |
| 7 | 25.41 | 28.9200652053225 | -3.51006520532249 |
| 8 | 30.47 | 29.5192189746137 | 0.95078102538635 |
| 9 | 12.88 | 33.6786834555216 | -20.7986834555215 |
| 10 | 9.78 | 46.9050595827561 | -37.1250595827561 |
| 11 | 8.25 | 15.4464278200857 | -7.19642782008572 |
| 12 | 7.44 | -4.0145951078294 | 11.4545951078294 |
| 13 | 10.81 | 31.844867783762 | -21.0348677837620 |
| 14 | 9.12 | 23.2064740909074 | -14.0864740909074 |
| 15 | 11.03 | 17.2273553945034 | -6.19735539450343 |
| 16 | 12.74 | 40.912852077269 | -28.1728520772690 |
| 17 | 9.98 | 35.6867934250321 | -25.7067934250322 |
| 18 | 11.62 | 41.7323298519303 | -30.1123298519303 |
| 19 | 9.4 | 33.256547465217 | -23.856547465217 |
| 20 | 9.27 | 15.2445417832451 | -5.97454178324506 |
| 21 | 7.76 | 14.8752894138179 | -7.11528941381792 |
| 22 | 8.78 | 28.3651923621954 | -19.5851923621954 |
| 23 | 10.65 | 36.5429461996102 | -25.8929461996102 |
| 24 | 10.95 | 36.3180660457339 | -25.3680660457339 |
| 25 | 12.36 | 36.3481048323019 | -23.9881048323019 |
| 26 | 10.85 | 28.9811615170905 | -18.1311615170905 |
| 27 | 11.84 | 23.2465695030647 | -11.4065695030647 |
| 28 | 12.14 | 12.0863985697903 | 0.0536014302096524 |
| 29 | 11.65 | 9.4250105671446 | 2.22498943285541 |
| 30 | 8.86 | 20.1291317007791 | -11.2691317007791 |
| 31 | 7.63 | 10.4900600591011 | -2.86006005910109 |
| 32 | 7.38 | 9.39593583803132 | -2.01593583803132 |
| 33 | 7.25 | 2.37665249143934 | 4.87334750856066 |
| 34 | 8.03 | 21.6919446583704 | -13.6619446583704 |
| 35 | 7.75 | 24.9529523412318 | -17.2029523412318 |
| 36 | 7.16 | 16.5902166773755 | -9.43021667737545 |
| 37 | 7.18 | 12.3461337239074 | -5.16613372390735 |
| 38 | 7.51 | 14.5110443536876 | -7.00104435368757 |
| 39 | 7.07 | 16.5107139813911 | -9.44071398139105 |
| 40 | 7.11 | 20.1230006941788 | -13.0130006941788 |
| 41 | 8.98 | 20.0440454008582 | -11.0640454008582 |
| 42 | 9.53 | 17.7379461020554 | -8.20794610205537 |
| 43 | 10.54 | 20.9087371484098 | -10.3687371484098 |
| 44 | 11.31 | 19.1087202060284 | -7.7987202060284 |
| 45 | 10.36 | 25.4573232422457 | -15.0973232422457 |
| 46 | 11.44 | 20.9811767333467 | -9.54117673334675 |
| 47 | 10.45 | 15.5290720046675 | -5.07907200466753 |
| 48 | 10.69 | 20.5822900359451 | -9.89229003594507 |
| 49 | 11.28 | 23.6376922778664 | -12.3576922778664 |
| 50 | 11.96 | 19.7983458919574 | -7.83834589195736 |
| 51 | 13.52 | 20.4620867002748 | -6.9420867002748 |
| 52 | 12.89 | 20.4842713546142 | -7.59427135461416 |
| 53 | 14.03 | 16.0309290824058 | -2.00092908240577 |
| 54 | 16.27 | 23.4300821098814 | -7.16008210988144 |
| 55 | 16.17 | 23.9172709786171 | -7.74727097861713 |
| 56 | 17.25 | 20.6669218378919 | -3.41692183789193 |
| 57 | 19.38 | 22.5893737726393 | -3.20937377263930 |
| 58 | 26.2 | 34.1641842700399 | -7.96418427003985 |
| 59 | 33.53 | 41.7645245460467 | -8.2345245460467 |
| 60 | 32.2 | 35.4141296487356 | -3.21412964873559 |
| 61 | 38.45 | 48.2737766299742 | -9.82377662997417 |
| 62 | 44.86 | 39.9714736354894 | 4.88852636451063 |
| 63 | 41.67 | 25.7162406869496 | 15.9537593130504 |
| 64 | 36.06 | 36.9980806718056 | -0.938080671805559 |
| 65 | 39.76 | 30.4368825468849 | 9.32311745311509 |
| 66 | 36.81 | 24.1136559628857 | 12.6963440371143 |
| 67 | 42.65 | 27.1113230938242 | 15.5386769061758 |
| 68 | 46.89 | 29.9743062169019 | 16.9156937830981 |
| 69 | 53.61 | 33.1307859107884 | 20.4792140892116 |
| 70 | 57.59 | 41.5217570491998 | 16.0682429508002 |
| 71 | 67.82 | 39.4413057599670 | 28.3786942400330 |
| 72 | 71.89 | 32.0752418882022 | 39.8147581117978 |
| 73 | 75.51 | 49.3215717322991 | 26.1884282677009 |
| 74 | 68.49 | 44.6748775051776 | 23.8151224948224 |
| 75 | 62.72 | 44.4570850692006 | 18.2629149307994 |
| 76 | 70.39 | 34.2420795780953 | 36.1479204219047 |
| 77 | 59.77 | 22.2687896909669 | 37.5012103090331 |
| 78 | 57.27 | 26.0419734563558 | 31.2280265436442 |
| 79 | 67.96 | 30.0294653580796 | 37.9305346419203 |
| 80 | 67.85 | 35.7774302627842 | 32.0725697372158 |
| 81 | 76.98 | 43.9292836445621 | 33.0507163554379 |
| 82 | 81.08 | 44.2908932282377 | 36.7891067717623 |
| 83 | 91.66 | 46.9144173754938 | 44.7455826245062 |
| 84 | 84.84 | 51.4902426796129 | 33.3497573203871 |
| 85 | 85.73 | 67.3441489863837 | 18.3858510136163 |
| 86 | 84.61 | 42.5805174141638 | 42.0294825858362 |
| 87 | 92.91 | 41.6322730937661 | 51.2777269062339 |
| 88 | 99.8 | 48.7216179284278 | 51.0783820715722 |
| 89 | 121.19 | 54.4810449769064 | 66.7089550230936 |
| 90 | 122.04 | 151.845718798019 | -29.8057187980187 |
| 91 | 131.76 | 149.935150429140 | -18.1751504291402 |
| 92 | 138.48 | 148.537841746340 | -10.0578417463397 |
| 93 | 153.47 | 153.274189885879 | 0.195810114120932 |
| 94 | 189.95 | 178.204108301687 | 11.7458916983126 |
| 95 | 182.22 | 174.526196973170 | 7.69380302682965 |
| 96 | 198.08 | 171.234345665279 | 26.8456543347206 |
| 97 | 135.36 | 180.963594030809 | -45.6035940308092 |
| 98 | 125.02 | 155.25417618831 | -30.23417618831 |
| 99 | 143.5 | 159.810688589504 | -16.3106885895037 |
| 100 | 173.95 | 159.253041148666 | 14.6969588513344 |
| 101 | 188.75 | 156.230959270286 | 32.519040729714 |
| 102 | 167.44 | 155.421514661960 | 12.0184853380404 |
| 103 | 158.95 | 147.293471790200 | 11.6565282098003 |
| 104 | 169.53 | 145.077721274670 | 24.4522787253302 |
| 105 | 113.66 | 155.662716347404 | -42.0027163474043 |
| 106 | 107.59 | 162.703552474707 | -55.1135524747073 |
| 107 | 92.67 | 141.217544664301 | -48.5475446643008 |
| 108 | 85.35 | 133.764004887750 | -48.4140048877502 |
| 109 | 90.13 | 135.241198990579 | -45.1111989905786 |
| 110 | 89.31 | 121.506058528397 | -32.1960585283973 |
| 111 | 105.12 | 128.927601682757 | -23.8076016827570 |
| 112 | 125.83 | 128.924053867594 | -3.09405386759378 |
| 113 | 135.81 | 125.959474681562 | 9.85052531843817 |
| 114 | 142.43 | 140.779898537027 | 1.65010146297288 |
| 115 | 163.39 | 139.288345224752 | 24.1016547752482 |
| 116 | 168.21 | 138.684711741000 | 29.5252882589995 |
| 117 | 185.35 | 145.244799792134 | 40.1052002078659 |
| 118 | 188.5 | 155.900438323179 | 32.5995616768208 |
| 119 | 199.91 | 156.230327175709 | 43.6796728242911 |
| 120 | 210.73 | 160.842996354633 | 49.8870036453667 |
| 121 | 192.06 | 252.486968263572 | -60.4269682635722 |
| 122 | 204.62 | 251.931361863989 | -47.3113618639892 |
| 123 | 235 | 251.424747720031 | -16.4247477200307 |
| 124 | 261.09 | 256.233954376700 | 4.85604562329968 |
| 125 | 256.88 | 245.207240174050 | 11.6727598259504 |
| 126 | 251.53 | 234.202306900899 | 17.3276930991007 |
| 127 | 257.25 | 245.178047256480 | 12.0719527435204 |
| 128 | 243.1 | 228.718986789162 | 14.3810132108384 |
| 129 | 283.75 | 237.566757153433 | 46.1832428465669 |
| 130 | 300.98 | 245.684408487982 | 55.2955915120177 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 10 | 0.00883182622638272 | 0.0176636524527654 | 0.991168173773617 |
| 11 | 0.00385406293981634 | 0.00770812587963268 | 0.996145937060184 |
| 12 | 0.000714442499211908 | 0.00142888499842382 | 0.999285557500788 |
| 13 | 0.000201759181202269 | 0.000403518362404537 | 0.999798240818798 |
| 14 | 3.68802794864591e-05 | 7.37605589729181e-05 | 0.999963119720514 |
| 15 | 1.05259267654330e-05 | 2.10518535308660e-05 | 0.999989474073235 |
| 16 | 2.57232160790274e-06 | 5.14464321580548e-06 | 0.999997427678392 |
| 17 | 4.59744838510258e-07 | 9.19489677020516e-07 | 0.999999540255161 |
| 18 | 8.68607030947852e-08 | 1.73721406189570e-07 | 0.999999913139297 |
| 19 | 2.68182703280054e-08 | 5.36365406560107e-08 | 0.99999997318173 |
| 20 | 5.74445994089876e-09 | 1.14889198817975e-08 | 0.99999999425554 |
| 21 | 8.87565537715149e-10 | 1.77513107543030e-09 | 0.999999999112434 |
| 22 | 2.22863366541408e-10 | 4.45726733082815e-10 | 0.999999999777137 |
| 23 | 6.93060298338562e-11 | 1.38612059667712e-10 | 0.999999999930694 |
| 24 | 2.16361901884136e-11 | 4.32723803768273e-11 | 0.999999999978364 |
| 25 | 4.62657954982719e-12 | 9.25315909965439e-12 | 0.999999999995373 |
| 26 | 8.24991093731318e-13 | 1.64998218746264e-12 | 0.999999999999175 |
| 27 | 1.36525018800123e-13 | 2.73050037600245e-13 | 0.999999999999863 |
| 28 | 2.58446675724050e-14 | 5.16893351448099e-14 | 0.999999999999974 |
| 29 | 3.87061904033887e-15 | 7.74123808067774e-15 | 0.999999999999996 |
| 30 | 5.54459412905716e-16 | 1.10891882581143e-15 | 1 |
| 31 | 9.5974736985795e-17 | 1.9194947397159e-16 | 1 |
| 32 | 1.51837394087406e-17 | 3.03674788174812e-17 | 1 |
| 33 | 4.44904628550355e-18 | 8.8980925710071e-18 | 1 |
| 34 | 7.51841170712612e-19 | 1.50368234142522e-18 | 1 |
| 35 | 1.03911785052128e-19 | 2.07823570104256e-19 | 1 |
| 36 | 1.62425551247787e-20 | 3.24851102495573e-20 | 1 |
| 37 | 4.42849086817641e-21 | 8.85698173635282e-21 | 1 |
| 38 | 8.74656581669227e-22 | 1.74931316333845e-21 | 1 |
| 39 | 1.39654345922866e-22 | 2.79308691845732e-22 | 1 |
| 40 | 2.24914754338109e-23 | 4.49829508676218e-23 | 1 |
| 41 | 5.50016732403144e-24 | 1.10003346480629e-23 | 1 |
| 42 | 7.10717526563169e-25 | 1.42143505312634e-24 | 1 |
| 43 | 9.15157496165267e-26 | 1.83031499233053e-25 | 1 |
| 44 | 1.23779084457862e-26 | 2.47558168915725e-26 | 1 |
| 45 | 1.80240901739741e-27 | 3.60481803479483e-27 | 1 |
| 46 | 3.69104880193839e-28 | 7.38209760387679e-28 | 1 |
| 47 | 1.20980461893497e-28 | 2.41960923786993e-28 | 1 |
| 48 | 6.47068742109815e-29 | 1.29413748421963e-28 | 1 |
| 49 | 2.48461509538547e-29 | 4.96923019077095e-29 | 1 |
| 50 | 1.78864275654020e-29 | 3.57728551308041e-29 | 1 |
| 51 | 2.41104603248189e-29 | 4.82209206496378e-29 | 1 |
| 52 | 1.37164584432159e-29 | 2.74329168864317e-29 | 1 |
| 53 | 1.15957379986041e-29 | 2.31914759972083e-29 | 1 |
| 54 | 9.98527794834313e-29 | 1.99705558966863e-28 | 1 |
| 55 | 8.38041288679858e-28 | 1.67608257735972e-27 | 1 |
| 56 | 4.27593489576162e-27 | 8.55186979152323e-27 | 1 |
| 57 | 6.85289982928962e-26 | 1.37057996585792e-25 | 1 |
| 58 | 3.1052913760075e-21 | 6.210582752015e-21 | 1 |
| 59 | 1.81004499599053e-17 | 3.62008999198106e-17 | 1 |
| 60 | 1.46414043880065e-15 | 2.92828087760130e-15 | 0.999999999999999 |
| 61 | 1.95389619043278e-14 | 3.90779238086555e-14 | 0.99999999999998 |
| 62 | 8.35506308942592e-13 | 1.67101261788518e-12 | 0.999999999999164 |
| 63 | 3.77896007865473e-11 | 7.55792015730947e-11 | 0.99999999996221 |
| 64 | 3.8099270465788e-11 | 7.6198540931576e-11 | 0.9999999999619 |
| 65 | 3.24420038397389e-10 | 6.48840076794778e-10 | 0.99999999967558 |
| 66 | 1.99946513224456e-09 | 3.99893026448911e-09 | 0.999999998000535 |
| 67 | 2.95773615437723e-08 | 5.91547230875445e-08 | 0.999999970422638 |
| 68 | 5.60715027609537e-07 | 1.12143005521907e-06 | 0.999999439284972 |
| 69 | 2.48249147041372e-06 | 4.96498294082745e-06 | 0.99999751750853 |
| 70 | 3.55637144015454e-06 | 7.11274288030909e-06 | 0.99999644362856 |
| 71 | 7.35061210535285e-05 | 0.000147012242107057 | 0.999926493878946 |
| 72 | 0.00105665978305947 | 0.00211331956611895 | 0.99894334021694 |
| 73 | 0.00213409845041338 | 0.00426819690082675 | 0.997865901549587 |
| 74 | 0.00265930889235527 | 0.00531861778471053 | 0.997340691107645 |
| 75 | 0.00265089320322789 | 0.00530178640645577 | 0.997349106796772 |
| 76 | 0.00364043380323075 | 0.0072808676064615 | 0.99635956619677 |
| 77 | 0.00358053571580708 | 0.00716107143161416 | 0.996419464284193 |
| 78 | 0.00280244720597450 | 0.00560489441194901 | 0.997197552794026 |
| 79 | 0.00573022578353366 | 0.0114604515670673 | 0.994269774216466 |
| 80 | 0.00711668530709293 | 0.0142333706141859 | 0.992883314692907 |
| 81 | 0.0206846322548985 | 0.0413692645097970 | 0.979315367745101 |
| 82 | 0.0737007645661578 | 0.147401529132316 | 0.926299235433842 |
| 83 | 0.16474768390458 | 0.32949536780916 | 0.83525231609542 |
| 84 | 0.187114602411862 | 0.374229204823725 | 0.812885397588138 |
| 85 | 0.164615926176382 | 0.329231852352763 | 0.835384073823618 |
| 86 | 0.207319417376496 | 0.414638834752992 | 0.792680582623504 |
| 87 | 0.296394784407189 | 0.592789568814379 | 0.70360521559281 |
| 88 | 0.384694264790358 | 0.769388529580716 | 0.615305735209642 |
| 89 | 0.586660751404065 | 0.82667849719187 | 0.413339248595935 |
| 90 | 0.609506004764596 | 0.780987990470808 | 0.390493995235404 |
| 91 | 0.559066872235898 | 0.881866255528204 | 0.440933127764102 |
| 92 | 0.565579744663759 | 0.868840510672481 | 0.434420255336241 |
| 93 | 0.643747432839749 | 0.712505134320503 | 0.356252567160251 |
| 94 | 0.718631458139667 | 0.562737083720666 | 0.281368541860333 |
| 95 | 0.672235422846977 | 0.655529154306046 | 0.327764577153023 |
| 96 | 0.667180102586611 | 0.665639794826777 | 0.332819897413389 |
| 97 | 0.738409000323496 | 0.523181999353009 | 0.261590999676505 |
| 98 | 0.777504430507826 | 0.444991138984348 | 0.222495569492174 |
| 99 | 0.766085131224968 | 0.467829737550064 | 0.233914868775032 |
| 100 | 0.741070651210856 | 0.517858697578289 | 0.258929348789144 |
| 101 | 0.757102662037639 | 0.485794675924722 | 0.242897337962361 |
| 102 | 0.700483064110283 | 0.599033871779433 | 0.299516935889717 |
| 103 | 0.66470617451061 | 0.670587650978781 | 0.335293825489391 |
| 104 | 0.672078315992538 | 0.655843368014925 | 0.327921684007462 |
| 105 | 0.959373073223498 | 0.0812538535530046 | 0.0406269267765023 |
| 106 | 0.971192974643925 | 0.0576140507121501 | 0.0288070253560751 |
| 107 | 0.959246761852402 | 0.0815064762951969 | 0.0407532381475984 |
| 108 | 0.976947642738115 | 0.0461047145237691 | 0.0230523572618846 |
| 109 | 0.964328659539884 | 0.0713426809202314 | 0.0356713404601157 |
| 110 | 0.941990394292644 | 0.116019211414712 | 0.0580096057073558 |
| 111 | 0.91042668246964 | 0.179146635060721 | 0.0895733175303607 |
| 112 | 0.928593895383824 | 0.142812209232353 | 0.0714061046161764 |
| 113 | 0.94757798974919 | 0.104844020501618 | 0.0524220102508092 |
| 114 | 0.91662225009491 | 0.166755499810180 | 0.0833777499050899 |
| 115 | 0.920848355539454 | 0.158303288921092 | 0.0791516444605458 |
| 116 | 0.902770949550138 | 0.194458100899724 | 0.097229050449862 |
| 117 | 0.996293318816436 | 0.00741336236712839 | 0.00370668118356419 |
| 118 | 0.999781302649134 | 0.000437394701732014 | 0.000218697350866007 |
| 119 | 0.999856681969123 | 0.000286636061754886 | 0.000143318030877443 |
| 120 | 0.998421984016674 | 0.00315603196665226 | 0.00157801598332613 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 72 | 0.648648648648649 | NOK |
| 5% type I error level | 77 | 0.693693693693694 | NOK |
| 10% type I error level | 81 | 0.72972972972973 | NOK |
