| Multiple Linear Regression - Estimated Regression Equation |
| Apple[t] = + 23.0147069811754 + 1.24781152025288e-06Volume[t] + 6.92603621715411Microsoft[t] + 0.0288863890196798NASDAQ[t] -605.881541364844Inflatie[t] -2.26245296320921Consumentenvertrouwen[t] + 3.36290179952850Federal_funds_rate[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) | 23.0147069811754 | 29.401198 | 0.7828 | 0.43526 | 0.21763 |
| Volume | 1.24781152025288e-06 | 0 | 3.288 | 0.001316 | 0.000658 |
| Microsoft | 6.92603621715411 | 1.398225 | 4.9535 | 2e-06 | 1e-06 |
| NASDAQ | 0.0288863890196798 | 0.010781 | 2.6793 | 0.008388 | 0.004194 |
| Inflatie | -605.881541364844 | 320.051667 | -1.8931 | 0.060698 | 0.030349 |
| Consumentenvertrouwen | -2.26245296320921 | 0.264611 | -8.5501 | 0 | 0 |
| Federal_funds_rate | 3.36290179952850 | 4.016463 | 0.8373 | 0.404059 | 0.20203 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.85090925788459 |
| R-squared | 0.724046565153704 |
| Adjusted R-squared | 0.71058542199047 |
| F-TEST (value) | 53.787895751029 |
| F-TEST (DF numerator) | 6 |
| F-TEST (DF denominator) | 123 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 41.230775839512 |
| Sum Squared Residuals | 209097.155788354 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 25.94 | 112.107289813531 | -86.167289813531 |
| 2 | 28.66 | 104.851539835078 | -76.191539835078 |
| 3 | 33.95 | 154.098784512411 | -120.148784512411 |
| 4 | 31.01 | 38.9325600394035 | -7.92256003940354 |
| 5 | 21 | -10.1104016462637 | 31.1104016462637 |
| 6 | 26.19 | 60.935815641033 | -34.7458156410331 |
| 7 | 25.41 | 14.8586681702056 | 10.5513318297944 |
| 8 | 30.47 | 32.4903872445281 | -2.02038724452809 |
| 9 | 12.88 | 23.8886487920865 | -11.0086487920865 |
| 10 | 9.78 | 51.2266972107048 | -41.4466972107048 |
| 11 | 8.25 | -22.1226033354754 | 30.3726033354754 |
| 12 | 7.44 | -54.1310050386215 | 61.5710050386215 |
| 13 | 10.81 | 38.8459068386761 | -28.0359068386761 |
| 14 | 9.12 | 16.4541339250055 | -7.33413392500552 |
| 15 | 11.03 | -13.7709145238127 | 24.8009145238127 |
| 16 | 12.74 | 45.6326947477349 | -32.8926947477349 |
| 17 | 9.98 | 21.4101044631145 | -11.4301044631144 |
| 18 | 11.62 | 29.8298852732554 | -18.2098852732554 |
| 19 | 9.4 | 17.0519266840979 | -7.65192668409787 |
| 20 | 9.27 | -18.4084645373875 | 27.6784645373875 |
| 21 | 7.76 | 0.553193800192326 | 7.20680619980767 |
| 22 | 8.78 | 50.705773238009 | -41.925773238009 |
| 23 | 10.65 | 72.3251752953616 | -61.6751752953616 |
| 24 | 10.95 | 56.3578358273064 | -45.4078358273064 |
| 25 | 12.36 | 52.2727176696082 | -39.9127176696082 |
| 26 | 10.85 | 38.2892794234369 | -27.4392794234369 |
| 27 | 11.84 | 2.0738761005611 | 9.7661238994389 |
| 28 | 12.14 | -19.2737140272183 | 31.4137140272183 |
| 29 | 11.65 | -27.1269854246633 | 38.7769854246633 |
| 30 | 8.86 | -4.13006140668965 | 12.9900614066896 |
| 31 | 7.63 | -11.8839174968014 | 19.5139174968014 |
| 32 | 7.38 | -10.93612626234 | 18.31612626234 |
| 33 | 7.25 | -24.7883777880585 | 32.0383777880585 |
| 34 | 8.03 | 36.5906476378518 | -28.5606476378518 |
| 35 | 7.75 | 35.1653652103447 | -27.4153652103447 |
| 36 | 7.16 | 22.1719225461455 | -15.0119225461455 |
| 37 | 7.18 | 16.4556029585752 | -9.27560295857524 |
| 38 | 7.51 | 43.2052415736729 | -35.6952415736729 |
| 39 | 7.07 | 52.5524889793364 | -45.4824889793364 |
| 40 | 7.11 | 32.5745960284295 | -25.4645960284295 |
| 41 | 8.98 | 32.4132598271319 | -23.4332598271319 |
| 42 | 9.53 | 28.4163724064607 | -18.8863724064607 |
| 43 | 10.54 | 47.6190898599333 | -37.0790898599333 |
| 44 | 11.31 | 38.0705951634602 | -26.7605951634602 |
| 45 | 10.36 | 56.3762006163700 | -46.01620061637 |
| 46 | 11.44 | 45.3650111959884 | -33.9250111959884 |
| 47 | 10.45 | 18.7004367711592 | -8.25043677115923 |
| 48 | 10.69 | 29.8586312706496 | -19.1686312706496 |
| 49 | 11.28 | 29.0726853240445 | -17.7926853240445 |
| 50 | 11.96 | 35.6482024961838 | -23.6882024961838 |
| 51 | 13.52 | 35.9881554657129 | -22.4681554657129 |
| 52 | 12.89 | 23.7105218869591 | -10.8205218869591 |
| 53 | 14.03 | 13.5601293530061 | 0.469870646993944 |
| 54 | 16.27 | 11.2737845531828 | 4.99621544681723 |
| 55 | 16.17 | 4.97494142581267 | 11.1950585741873 |
| 56 | 17.25 | 11.7547561479336 | 5.49524385206644 |
| 57 | 19.38 | 21.3824388850511 | -2.00243888505107 |
| 58 | 26.2 | 49.2918057854151 | -23.0918057854151 |
| 59 | 33.53 | 66.1151775542645 | -32.5851775542645 |
| 60 | 32.2 | 41.0096266626957 | -8.80962666269573 |
| 61 | 38.45 | 59.8638894332298 | -21.4138894332298 |
| 62 | 44.86 | 45.9330704932263 | -1.07307049322628 |
| 63 | 41.67 | 20.1197837849420 | 21.5502162150580 |
| 64 | 36.06 | 47.3383881719415 | -11.2783881719415 |
| 65 | 39.76 | 33.1141635446581 | 6.6458364553419 |
| 66 | 36.81 | 17.1680511039041 | 19.6419488960959 |
| 67 | 42.65 | 28.4066372929859 | 14.2433627070141 |
| 68 | 46.89 | 28.0083844537446 | 18.8816155462554 |
| 69 | 53.61 | 60.7097258028333 | -7.09972580283328 |
| 70 | 57.59 | 81.6255742932287 | -24.0355742932287 |
| 71 | 67.82 | 62.6508344816764 | 5.16916551832363 |
| 72 | 71.89 | 39.7251622611629 | 32.1648377388371 |
| 73 | 75.51 | 67.2363104386734 | 8.27368956132659 |
| 74 | 68.49 | 67.4822451780628 | 1.00775482193724 |
| 75 | 62.72 | 61.7864707289808 | 0.933529271019213 |
| 76 | 70.39 | 38.6718484505559 | 31.7181515494441 |
| 77 | 59.77 | 19.0441821696927 | 40.7258178303073 |
| 78 | 57.27 | 23.6195628854509 | 33.6504371145491 |
| 79 | 67.96 | 28.1748047712401 | 39.7851952287599 |
| 80 | 67.85 | 54.1740020390498 | 13.6759979609502 |
| 81 | 76.98 | 69.2458688879707 | 7.73413111202934 |
| 82 | 81.08 | 77.2235104385821 | 3.85648956141791 |
| 83 | 91.66 | 80.4761811863609 | 11.1838188136391 |
| 84 | 84.84 | 77.963203854614 | 6.876796145386 |
| 85 | 85.73 | 110.610419358969 | -24.880419358969 |
| 86 | 84.61 | 60.1242439410145 | 24.4857560589855 |
| 87 | 92.91 | 62.0695191702572 | 30.8404808297428 |
| 88 | 99.8 | 81.8652520403299 | 17.9347479596701 |
| 89 | 121.19 | 90.3648957017614 | 30.8251042982386 |
| 90 | 122.04 | 103.685347732840 | 18.3546522671601 |
| 91 | 131.76 | 88.9177861793445 | 42.8422138206555 |
| 92 | 138.48 | 99.3250352198197 | 39.1549647801803 |
| 93 | 153.47 | 117.518095468747 | 35.9519045312526 |
| 94 | 189.95 | 170.303839046355 | 19.6461609536450 |
| 95 | 182.22 | 167.037264092396 | 15.1827359076045 |
| 96 | 198.08 | 155.579887886392 | 42.5001121136085 |
| 97 | 135.36 | 170.210572672005 | -34.8505726720047 |
| 98 | 125.02 | 137.309333586984 | -12.2893335869840 |
| 99 | 143.5 | 162.695137803889 | -19.1951378038885 |
| 100 | 173.95 | 170.403405502899 | 3.5465944971014 |
| 101 | 188.75 | 174.303344567796 | 14.4466554322042 |
| 102 | 167.44 | 174.733135116124 | -7.29313511612399 |
| 103 | 158.95 | 155.616268362422 | 3.33373163757773 |
| 104 | 169.53 | 141.942972426113 | 27.5870275738871 |
| 105 | 113.66 | 150.923166132943 | -37.263166132943 |
| 106 | 107.59 | 196.551523085261 | -88.9615230852614 |
| 107 | 92.67 | 150.733153409489 | -58.0631534094887 |
| 108 | 85.35 | 152.302181993855 | -66.9521819938553 |
| 109 | 90.13 | 212.101808696183 | -121.971808696183 |
| 110 | 89.31 | 146.813987310572 | -57.5039873105722 |
| 111 | 105.12 | 164.206110512103 | -59.0861105121028 |
| 112 | 125.83 | 146.642303239864 | -20.8123032398636 |
| 113 | 135.81 | 121.058253601411 | 14.7517463985887 |
| 114 | 142.43 | 160.054954981629 | -17.6249549816289 |
| 115 | 163.39 | 167.191619488664 | -3.80161948866433 |
| 116 | 168.21 | 151.74060750317 | 16.4693924968301 |
| 117 | 185.35 | 167.877751433817 | 17.4722485661826 |
| 118 | 188.5 | 188.381541243985 | 0.118458756015183 |
| 119 | 199.91 | 179.064691576325 | 20.8453084236754 |
| 120 | 210.73 | 181.823933068456 | 28.9060669315444 |
| 121 | 192.06 | 171.379745875497 | 20.6802541245032 |
| 122 | 204.62 | 192.08102740532 | 12.5389725946801 |
| 123 | 235 | 184.560880846088 | 50.4391191539116 |
| 124 | 261.09 | 186.259247243487 | 74.8307527565126 |
| 125 | 256.88 | 153.55716533577 | 103.322834664230 |
| 126 | 251.53 | 148.082028962810 | 103.447971037190 |
| 127 | 257.25 | 176.765918642905 | 80.4840813570952 |
| 128 | 243.1 | 139.224251011955 | 103.875748988045 |
| 129 | 283.75 | 170.344051583193 | 113.405948416807 |
| 130 | 300.98 | 186.482473148243 | 114.497526851757 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 10 | 0.00265787514148279 | 0.00531575028296559 | 0.997342124858517 |
| 11 | 0.000785950465255726 | 0.00157190093051145 | 0.999214049534744 |
| 12 | 9.45105180145493e-05 | 0.000189021036029099 | 0.999905489481985 |
| 13 | 1.65499756536042e-05 | 3.30999513072084e-05 | 0.999983450024346 |
| 14 | 1.86935219100851e-06 | 3.73870438201703e-06 | 0.99999813064781 |
| 15 | 3.60583871968644e-07 | 7.21167743937287e-07 | 0.999999639416128 |
| 16 | 4.51245599911661e-08 | 9.02491199823323e-08 | 0.99999995487544 |
| 17 | 6.0142966730951e-09 | 1.20285933461902e-08 | 0.999999993985703 |
| 18 | 6.65214944748358e-10 | 1.33042988949672e-09 | 0.999999999334785 |
| 19 | 1.11340835863573e-10 | 2.22681671727147e-10 | 0.99999999988866 |
| 20 | 1.38933705726805e-11 | 2.77867411453610e-11 | 0.999999999986107 |
| 21 | 1.46353595036417e-12 | 2.92707190072834e-12 | 0.999999999998537 |
| 22 | 2.55232757362905e-13 | 5.1046551472581e-13 | 0.999999999999745 |
| 23 | 5.67539247561588e-14 | 1.13507849512318e-13 | 0.999999999999943 |
| 24 | 1.12154246086377e-14 | 2.24308492172753e-14 | 0.999999999999989 |
| 25 | 1.49975328372772e-15 | 2.99950656745545e-15 | 0.999999999999998 |
| 26 | 1.66673847794097e-16 | 3.33347695588194e-16 | 1 |
| 27 | 1.54821804800823e-17 | 3.09643609601646e-17 | 1 |
| 28 | 2.36151854034228e-18 | 4.72303708068457e-18 | 1 |
| 29 | 2.72597295534779e-19 | 5.45194591069557e-19 | 1 |
| 30 | 2.90652269543322e-20 | 5.81304539086644e-20 | 1 |
| 31 | 4.43332188901885e-21 | 8.86664377803771e-21 | 1 |
| 32 | 6.41793414546555e-22 | 1.28358682909311e-21 | 1 |
| 33 | 2.61909393137559e-22 | 5.23818786275119e-22 | 1 |
| 34 | 3.34591276978108e-23 | 6.69182553956215e-23 | 1 |
| 35 | 3.26179967193763e-24 | 6.52359934387525e-24 | 1 |
| 36 | 4.48720590291242e-25 | 8.97441180582483e-25 | 1 |
| 37 | 1.18226771299603e-25 | 2.36453542599206e-25 | 1 |
| 38 | 1.69337869303771e-26 | 3.38675738607542e-26 | 1 |
| 39 | 2.01653258482605e-27 | 4.03306516965210e-27 | 1 |
| 40 | 3.05942245766981e-28 | 6.11884491533963e-28 | 1 |
| 41 | 5.34545332063736e-29 | 1.06909066412747e-28 | 1 |
| 42 | 5.83822448945639e-30 | 1.16764489789128e-29 | 1 |
| 43 | 5.32259377760811e-31 | 1.06451875552162e-30 | 1 |
| 44 | 5.05011635935353e-32 | 1.01002327187071e-31 | 1 |
| 45 | 5.14853638251029e-33 | 1.02970727650206e-32 | 1 |
| 46 | 8.3454270485772e-34 | 1.66908540971544e-33 | 1 |
| 47 | 1.92184844952564e-34 | 3.84369689905129e-34 | 1 |
| 48 | 6.70367926551195e-35 | 1.34073585310239e-34 | 1 |
| 49 | 1.87011578771349e-35 | 3.74023157542698e-35 | 1 |
| 50 | 1.17086367664616e-35 | 2.34172735329232e-35 | 1 |
| 51 | 2.42784048076936e-35 | 4.85568096153871e-35 | 1 |
| 52 | 1.00715687718142e-35 | 2.01431375436284e-35 | 1 |
| 53 | 4.62677177348697e-36 | 9.25354354697393e-36 | 1 |
| 54 | 5.29022967865568e-36 | 1.05804593573114e-35 | 1 |
| 55 | 2.62044385831133e-36 | 5.24088771662265e-36 | 1 |
| 56 | 2.51212896350387e-36 | 5.02425792700773e-36 | 1 |
| 57 | 1.40648584224928e-35 | 2.81297168449856e-35 | 1 |
| 58 | 7.9365911398017e-31 | 1.58731822796034e-30 | 1 |
| 59 | 2.26827449967408e-26 | 4.53654899934817e-26 | 1 |
| 60 | 5.94742554854412e-24 | 1.18948510970882e-23 | 1 |
| 61 | 3.24116233171389e-22 | 6.48232466342778e-22 | 1 |
| 62 | 9.25530905943946e-20 | 1.85106181188789e-19 | 1 |
| 63 | 1.29065878887416e-17 | 2.58131757774832e-17 | 1 |
| 64 | 1.30666398916899e-17 | 2.61332797833798e-17 | 1 |
| 65 | 7.02459226681049e-16 | 1.40491845336210e-15 | 1 |
| 66 | 1.9353374864287e-14 | 3.8706749728574e-14 | 0.99999999999998 |
| 67 | 3.45197915025787e-12 | 6.90395830051573e-12 | 0.999999999996548 |
| 68 | 1.54218957709823e-10 | 3.08437915419646e-10 | 0.999999999845781 |
| 69 | 1.88504878956779e-09 | 3.77009757913558e-09 | 0.999999998114951 |
| 70 | 7.5323736796553e-09 | 1.50647473593106e-08 | 0.999999992467626 |
| 71 | 8.85397858636577e-07 | 1.77079571727315e-06 | 0.999999114602141 |
| 72 | 3.43206090658253e-05 | 6.86412181316506e-05 | 0.999965679390934 |
| 73 | 0.000104871834537249 | 0.000209743669074498 | 0.999895128165463 |
| 74 | 0.000210343744325837 | 0.000420687488651675 | 0.999789656255674 |
| 75 | 0.000632173260846302 | 0.00126434652169260 | 0.999367826739154 |
| 76 | 0.00170953147452144 | 0.00341906294904288 | 0.998290468525479 |
| 77 | 0.00175429191833309 | 0.00350858383666617 | 0.998245708081667 |
| 78 | 0.00138637528635595 | 0.00277275057271190 | 0.998613624713644 |
| 79 | 0.00294928141268402 | 0.00589856282536804 | 0.997050718587316 |
| 80 | 0.00519032002052601 | 0.0103806400410520 | 0.994809679979474 |
| 81 | 0.0128818865984262 | 0.0257637731968524 | 0.987118113401574 |
| 82 | 0.0272954154724496 | 0.0545908309448991 | 0.97270458452755 |
| 83 | 0.0475113645000773 | 0.0950227290001547 | 0.952488635499923 |
| 84 | 0.0468405694223227 | 0.0936811388446455 | 0.953159430577677 |
| 85 | 0.0427853135858319 | 0.0855706271716638 | 0.957214686414168 |
| 86 | 0.0483748480749466 | 0.0967496961498931 | 0.951625151925053 |
| 87 | 0.0638226905372858 | 0.127645381074572 | 0.936177309462714 |
| 88 | 0.0823292101713035 | 0.164658420342607 | 0.917670789828697 |
| 89 | 0.133601097195362 | 0.267202194390724 | 0.866398902804638 |
| 90 | 0.145535290315399 | 0.291070580630797 | 0.854464709684601 |
| 91 | 0.165017966743053 | 0.330035933486106 | 0.834982033256947 |
| 92 | 0.194902107542546 | 0.389804215085092 | 0.805097892457454 |
| 93 | 0.280672225573413 | 0.561344451146826 | 0.719327774426587 |
| 94 | 0.425361243815584 | 0.850722487631168 | 0.574638756184416 |
| 95 | 0.479245282301644 | 0.958490564603289 | 0.520754717698356 |
| 96 | 0.913936717206397 | 0.172126565587206 | 0.086063282793603 |
| 97 | 0.977461076913231 | 0.0450778461735379 | 0.0225389230867690 |
| 98 | 0.9708042052244 | 0.0583915895512016 | 0.0291957947756008 |
| 99 | 0.984902099710335 | 0.0301958005793301 | 0.0150979002896650 |
| 100 | 0.98781091679096 | 0.0243781664180796 | 0.0121890832090398 |
| 101 | 0.989066768792405 | 0.0218664624151910 | 0.0109332312075955 |
| 102 | 0.991265287903431 | 0.0174694241931371 | 0.00873471209656855 |
| 103 | 0.989008563900015 | 0.0219828721999697 | 0.0109914360999849 |
| 104 | 0.986204291938416 | 0.0275914161231684 | 0.0137957080615842 |
| 105 | 0.984385603836956 | 0.0312287923260875 | 0.0156143961630438 |
| 106 | 0.988859446705986 | 0.0222811065880270 | 0.0111405532940135 |
| 107 | 0.986582763682281 | 0.0268344726354373 | 0.0134172363177186 |
| 108 | 0.991989946309648 | 0.0160201073807035 | 0.00801005369035176 |
| 109 | 0.988400181775845 | 0.0231996364483095 | 0.0115998182241548 |
| 110 | 0.979273854348304 | 0.0414522913033924 | 0.0207261456516962 |
| 111 | 0.964785809448222 | 0.0704283811035567 | 0.0352141905517784 |
| 112 | 0.969031355989144 | 0.0619372880217129 | 0.0309686440108564 |
| 113 | 0.976985449199651 | 0.0460291016006972 | 0.0230145508003486 |
| 114 | 0.979008663460044 | 0.0419826730799118 | 0.0209913365399559 |
| 115 | 0.988008017334569 | 0.0239839653308622 | 0.0119919826654311 |
| 116 | 0.9856848715258 | 0.0286302569484003 | 0.0143151284742001 |
| 117 | 0.99777706612066 | 0.00444586775867853 | 0.00222293387933927 |
| 118 | 0.9994133231524 | 0.00117335369519848 | 0.000586676847599239 |
| 119 | 0.997507891716975 | 0.00498421656604946 | 0.00249210828302473 |
| 120 | 0.9995171574455 | 0.000965685109001374 | 0.000482842554500687 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 74 | 0.666666666666667 | NOK |
| 5% type I error level | 93 | 0.837837837837838 | NOK |
| 10% type I error level | 101 | 0.90990990990991 | NOK |
