| Multiple Linear Regression - Estimated Regression Equation |
| Apple[t] = + 9.48893045838803 + 1.39428397483603e-06Volume[t] + 6.78801022485275Microsoft[t] + 0.0317791423789989NASDAQ[t] -554.897363696999Inflatie[t] -2.09444585750021Consumentenvertrouwen[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) | 9.48893045838803 | 24.535885 | 0.3867 | 0.699614 | 0.349807 |
| Volume | 1.39428397483603e-06 | 0 | 4.1451 | 6.2e-05 | 3.1e-05 |
| Microsoft | 6.78801022485275 | 1.386798 | 4.8947 | 3e-06 | 1e-06 |
| NASDAQ | 0.0317791423789989 | 0.0102 | 3.1155 | 0.002282 | 0.001141 |
| Inflatie | -554.897363696999 | 313.826586 | -1.7682 | 0.079492 | 0.039746 |
| Consumentenvertrouwen | -2.09444585750021 | 0.172289 | -12.1566 | 0 | 0 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.849984571934886 |
| R-squared | 0.72247377252733 |
| Adjusted R-squared | 0.711283198838917 |
| F-TEST (value) | 64.5609235633136 |
| F-TEST (DF numerator) | 5 |
| F-TEST (DF denominator) | 124 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 41.1810422653399 |
| Sum Squared Residuals | 210288.902015404 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 25.94 | 115.421549619941 | -89.4815496199414 |
| 2 | 28.66 | 108.013900774789 | -79.353900774789 |
| 3 | 33.95 | 155.278888528389 | -121.328888528389 |
| 4 | 31.01 | 39.6315938072626 | -8.6215938072626 |
| 5 | 21 | -9.9675955752965 | 30.9675955752965 |
| 6 | 26.19 | 59.796286063888 | -33.6062860638880 |
| 7 | 25.41 | 13.8143666012734 | 11.5956333987266 |
| 8 | 30.47 | 32.1881077256371 | -1.71810772563706 |
| 9 | 12.88 | 27.1670669185108 | -14.2870669185108 |
| 10 | 9.78 | 51.7452113120368 | -41.9652113120368 |
| 11 | 8.25 | -26.842486012202 | 35.092486012202 |
| 12 | 7.44 | -58.61318106819 | 66.05318106819 |
| 13 | 10.81 | 34.7940595133745 | -23.9840595133745 |
| 14 | 9.12 | 9.65120212968203 | -0.53120212968203 |
| 15 | 11.03 | -19.0607095990887 | 30.0907095990887 |
| 16 | 12.74 | 41.5227842938927 | -28.7827842938927 |
| 17 | 9.98 | 19.2407163534762 | -9.26071635347617 |
| 18 | 11.62 | 28.8329184232877 | -17.2129184232877 |
| 19 | 9.4 | 16.1948510602343 | -6.79485106023428 |
| 20 | 9.27 | -20.3831471827425 | 29.6531471827425 |
| 21 | 7.76 | -2.08500045911836 | 9.84500045911836 |
| 22 | 8.78 | 47.6775586197471 | -38.8975586197471 |
| 23 | 10.65 | 70.4527928945821 | -59.8027928945821 |
| 24 | 10.95 | 56.6238897088233 | -45.6738897088233 |
| 25 | 12.36 | 54.2529583579005 | -41.8929583579005 |
| 26 | 10.85 | 39.5220721633665 | -28.6720721633665 |
| 27 | 11.84 | 5.50752579821238 | 6.33247420178762 |
| 28 | 12.14 | -16.0295121896504 | 28.1695121896504 |
| 29 | 11.65 | -24.0361997528486 | 35.6861997528486 |
| 30 | 8.86 | -1.57806188461803 | 10.4380618846180 |
| 31 | 7.63 | -10.9241332982918 | 18.5541332982918 |
| 32 | 7.38 | -11.1566684400972 | 18.5366684400972 |
| 33 | 7.25 | -25.2671765313766 | 32.5171765313766 |
| 34 | 8.03 | 34.0506299829973 | -26.0206299829974 |
| 35 | 7.75 | 34.8322917498734 | -27.0822917498734 |
| 36 | 7.16 | 21.432454313487 | -14.2724543134870 |
| 37 | 7.18 | 16.1139774831567 | -8.9339774831567 |
| 38 | 7.51 | 40.2759691315231 | -32.7659691315231 |
| 39 | 7.07 | 48.9409301486713 | -41.8709301486713 |
| 40 | 7.11 | 33.0038018799066 | -25.8938018799066 |
| 41 | 8.98 | 34.4222232231503 | -25.4422232231503 |
| 42 | 9.53 | 29.3214219829883 | -19.7914219829883 |
| 43 | 10.54 | 48.1130305213185 | -37.5730305213185 |
| 44 | 11.31 | 39.3442745757809 | -28.0342745757809 |
| 45 | 10.36 | 57.0634917905285 | -46.7034917905285 |
| 46 | 11.44 | 47.5341067214022 | -36.0941067214022 |
| 47 | 10.45 | 22.4490182285533 | -11.9990182285533 |
| 48 | 10.69 | 33.4837552487065 | -22.7937552487065 |
| 49 | 11.28 | 34.3792826394293 | -23.0992826394293 |
| 50 | 11.96 | 38.8542628992827 | -26.8942628992827 |
| 51 | 13.52 | 40.5773058701212 | -27.0573058701212 |
| 52 | 12.89 | 28.5955660845458 | -15.7055660845458 |
| 53 | 14.03 | 18.1157925985439 | -4.08579259854394 |
| 54 | 16.27 | 18.1043740752621 | -1.83437407526207 |
| 55 | 16.17 | 11.2543458909931 | 4.91565410900689 |
| 56 | 17.25 | 15.6119185658775 | 1.63808143412255 |
| 57 | 19.38 | 24.3963342241151 | -5.01633422411511 |
| 58 | 26.2 | 53.8780333463027 | -27.6780333463027 |
| 59 | 33.53 | 70.7754972939705 | -37.2454972939705 |
| 60 | 32.2 | 45.9573349515712 | -13.7573349515712 |
| 61 | 38.45 | 67.6970548701849 | -29.2470548701849 |
| 62 | 44.86 | 51.9489299105486 | -7.08892991054859 |
| 63 | 41.67 | 23.0630944390979 | 18.6069055609021 |
| 64 | 36.06 | 49.9894447454484 | -13.9294447454484 |
| 65 | 39.76 | 34.3000077974638 | 5.45999220253624 |
| 66 | 36.81 | 18.1792022633500 | 18.6307977366500 |
| 67 | 42.65 | 28.8350839539555 | 13.8149160460445 |
| 68 | 46.89 | 27.3045218917650 | 19.5854781082350 |
| 69 | 53.61 | 58.2979121076116 | -4.68791210761155 |
| 70 | 57.59 | 79.6994817670672 | -22.1094817670672 |
| 71 | 67.82 | 60.4199551166812 | 7.40004488331881 |
| 72 | 71.89 | 37.8829564772564 | 34.0070435227436 |
| 73 | 75.51 | 68.3412721506914 | 7.16872784930861 |
| 74 | 68.49 | 66.6594398890978 | 1.83056011090215 |
| 75 | 62.72 | 61.383547743893 | 1.33645225610697 |
| 76 | 70.39 | 38.7048123928962 | 31.6851876071038 |
| 77 | 59.77 | 16.0632157825285 | 43.7067842174715 |
| 78 | 57.27 | 21.0372914498579 | 36.2327085501421 |
| 79 | 67.96 | 24.9183405791514 | 43.0416594208486 |
| 80 | 67.85 | 49.0129331014277 | 18.8370668985723 |
| 81 | 76.98 | 64.693605912624 | 12.2863940873761 |
| 82 | 81.08 | 71.0928180799886 | 9.98718192001143 |
| 83 | 91.66 | 74.931294337327 | 16.7287056626730 |
| 84 | 84.84 | 74.4559663520379 | 10.3840336479621 |
| 85 | 85.73 | 109.523713720736 | -23.7937137207361 |
| 86 | 84.61 | 56.2287201675384 | 28.3812798324616 |
| 87 | 92.91 | 57.8047239435824 | 35.1052760564176 |
| 88 | 99.8 | 76.9944944731629 | 22.8055055268371 |
| 89 | 121.19 | 86.80139027519 | 34.3886097248099 |
| 90 | 122.04 | 101.382796448586 | 20.6572035514143 |
| 91 | 131.76 | 87.7592150758376 | 44.0007849241624 |
| 92 | 138.48 | 97.1998743609119 | 41.2801256390881 |
| 93 | 153.47 | 115.440317300431 | 38.0296826995687 |
| 94 | 189.95 | 167.565053424562 | 22.3849465754383 |
| 95 | 182.22 | 165.517975279524 | 16.7020247204762 |
| 96 | 198.08 | 152.804683080681 | 45.2753169193188 |
| 97 | 135.36 | 172.166195450764 | -36.8061954507642 |
| 98 | 125.02 | 138.513865608969 | -13.4938656089694 |
| 99 | 143.5 | 162.587267847151 | -19.0872678471510 |
| 100 | 173.95 | 170.640427154688 | 3.30957284531218 |
| 101 | 188.75 | 174.238113214786 | 14.5118867852137 |
| 102 | 167.44 | 173.567204202150 | -6.12720420215048 |
| 103 | 158.95 | 155.118353011957 | 3.83164698804278 |
| 104 | 169.53 | 140.934886135443 | 28.5951138645565 |
| 105 | 113.66 | 153.094860224333 | -39.4348602243327 |
| 106 | 107.59 | 199.995764596504 | -92.405764596504 |
| 107 | 92.67 | 152.341108692389 | -59.6711086923891 |
| 108 | 85.35 | 151.71349712705 | -66.36349712705 |
| 109 | 90.13 | 205.675408912230 | -115.545408912230 |
| 110 | 89.31 | 142.771979287184 | -53.461979287184 |
| 111 | 105.12 | 160.182359654946 | -55.0623596549463 |
| 112 | 125.83 | 144.431935171467 | -18.6019351714672 |
| 113 | 135.81 | 120.410626353669 | 15.3993736463312 |
| 114 | 142.43 | 158.620706079367 | -16.1907060793667 |
| 115 | 163.39 | 165.297872356403 | -1.90787235640308 |
| 116 | 168.21 | 150.683661296798 | 17.5263387032024 |
| 117 | 185.35 | 167.462148605516 | 17.8878513944836 |
| 118 | 188.5 | 187.977489334938 | 0.522510665062 |
| 119 | 199.91 | 179.124445747849 | 20.7855542521511 |
| 120 | 210.73 | 183.522233278183 | 27.2077667218173 |
| 121 | 192.06 | 175.237614012086 | 16.8223859879140 |
| 122 | 204.62 | 192.690839676123 | 11.9291603238774 |
| 123 | 235 | 186.281269774031 | 48.7187302259689 |
| 124 | 261.09 | 189.08330299218 | 72.0066970078198 |
| 125 | 256.88 | 158.870666704457 | 98.0093332955427 |
| 126 | 251.53 | 150.699938209945 | 100.830061790055 |
| 127 | 257.25 | 178.845230055292 | 78.4047699447084 |
| 128 | 243.1 | 139.856009838188 | 103.243990161812 |
| 129 | 283.75 | 171.534742204531 | 112.215257795469 |
| 130 | 300.98 | 188.034982428891 | 112.945017571109 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 9 | 0.000260337460891707 | 0.000520674921783415 | 0.999739662539108 |
| 10 | 0.000295371834282952 | 0.000590743668565905 | 0.999704628165717 |
| 11 | 9.96925170550665e-05 | 0.000199385034110133 | 0.999900307482945 |
| 12 | 1.13301665874082e-05 | 2.26603331748163e-05 | 0.999988669833413 |
| 13 | 1.90658842469306e-06 | 3.81317684938611e-06 | 0.999998093411575 |
| 14 | 2.05290680238428e-07 | 4.10581360476855e-07 | 0.99999979470932 |
| 15 | 4.12834609557374e-08 | 8.25669219114749e-08 | 0.99999995871654 |
| 16 | 6.33910195892225e-09 | 1.26782039178445e-08 | 0.999999993660898 |
| 17 | 6.57883000650159e-10 | 1.31576600130032e-09 | 0.999999999342117 |
| 18 | 6.99077558624668e-11 | 1.39815511724934e-10 | 0.999999999930092 |
| 19 | 1.29073426561961e-11 | 2.58146853123923e-11 | 0.999999999987093 |
| 20 | 1.82051247020740e-12 | 3.64102494041480e-12 | 0.99999999999818 |
| 21 | 1.86966571416954e-13 | 3.73933142833908e-13 | 0.999999999999813 |
| 22 | 3.08152286769874e-14 | 6.16304573539749e-14 | 0.99999999999997 |
| 23 | 6.95111659005425e-15 | 1.39022331801085e-14 | 0.999999999999993 |
| 24 | 1.42021528576288e-15 | 2.84043057152576e-15 | 0.999999999999999 |
| 25 | 1.89461252507148e-16 | 3.78922505014296e-16 | 1 |
| 26 | 2.09732528681803e-17 | 4.19465057363607e-17 | 1 |
| 27 | 1.96234212289604e-18 | 3.92468424579208e-18 | 1 |
| 28 | 2.60405601462145e-19 | 5.20811202924289e-19 | 1 |
| 29 | 3.00405772767875e-20 | 6.0081154553575e-20 | 1 |
| 30 | 3.22084662707235e-21 | 6.4416932541447e-21 | 1 |
| 31 | 4.90261142029008e-22 | 9.80522284058015e-22 | 1 |
| 32 | 7.09276014148806e-23 | 1.41855202829761e-22 | 1 |
| 33 | 2.93055930515611e-23 | 5.86111861031221e-23 | 1 |
| 34 | 3.59411560943121e-24 | 7.18823121886242e-24 | 1 |
| 35 | 3.52539528928225e-25 | 7.0507905785645e-25 | 1 |
| 36 | 4.53985402566677e-26 | 9.07970805133354e-26 | 1 |
| 37 | 1.12435667121651e-26 | 2.24871334243301e-26 | 1 |
| 38 | 1.48387739473242e-27 | 2.96775478946485e-27 | 1 |
| 39 | 1.48382692923179e-28 | 2.96765385846358e-28 | 1 |
| 40 | 1.92503728086135e-29 | 3.8500745617227e-29 | 1 |
| 41 | 3.62683406085936e-30 | 7.25366812171872e-30 | 1 |
| 42 | 3.57570131425682e-31 | 7.15140262851364e-31 | 1 |
| 43 | 3.21430274875752e-32 | 6.42860549751505e-32 | 1 |
| 44 | 2.93767887537945e-33 | 5.8753577507589e-33 | 1 |
| 45 | 3.05227347793155e-34 | 6.10454695586311e-34 | 1 |
| 46 | 4.49752921999721e-35 | 8.99505843999442e-35 | 1 |
| 47 | 8.31419652409245e-36 | 1.66283930481849e-35 | 1 |
| 48 | 2.29480139386652e-36 | 4.58960278773303e-36 | 1 |
| 49 | 3.80658011866872e-37 | 7.61316023733743e-37 | 1 |
| 50 | 1.30005671320884e-37 | 2.60011342641768e-37 | 1 |
| 51 | 9.6952513444523e-38 | 1.93905026889046e-37 | 1 |
| 52 | 2.73284598427192e-38 | 5.46569196854383e-38 | 1 |
| 53 | 8.65844524469478e-39 | 1.73168904893896e-38 | 1 |
| 54 | 2.7301622255363e-38 | 5.4603244510726e-38 | 1 |
| 55 | 1.91817538737984e-37 | 3.83635077475967e-37 | 1 |
| 56 | 6.89457383820388e-37 | 1.37891476764078e-36 | 1 |
| 57 | 5.55553390633631e-36 | 1.11110678126726e-35 | 1 |
| 58 | 2.90102755705065e-31 | 5.8020551141013e-31 | 1 |
| 59 | 2.37094512698381e-27 | 4.74189025396762e-27 | 1 |
| 60 | 1.26250527307228e-25 | 2.52501054614456e-25 | 1 |
| 61 | 1.76743811940447e-24 | 3.53487623880894e-24 | 1 |
| 62 | 1.04788383271692e-22 | 2.09576766543384e-22 | 1 |
| 63 | 9.41969779294884e-21 | 1.88393955858977e-20 | 1 |
| 64 | 9.10017335938205e-21 | 1.82003467187641e-20 | 1 |
| 65 | 8.62334657470385e-20 | 1.72466931494077e-19 | 1 |
| 66 | 5.40342528175047e-19 | 1.08068505635009e-18 | 1 |
| 67 | 7.35824602605841e-18 | 1.47164920521168e-17 | 1 |
| 68 | 1.74494188390613e-16 | 3.48988376781227e-16 | 1 |
| 69 | 1.04147917353816e-15 | 2.08295834707632e-15 | 0.999999999999999 |
| 70 | 1.83195578928673e-15 | 3.66391157857345e-15 | 0.999999999999998 |
| 71 | 1.72914445992471e-13 | 3.45828891984943e-13 | 0.999999999999827 |
| 72 | 1.60391292798948e-11 | 3.20782585597895e-11 | 0.99999999998396 |
| 73 | 4.49839090787498e-11 | 8.99678181574996e-11 | 0.999999999955016 |
| 74 | 6.31578855418951e-11 | 1.26315771083790e-10 | 0.999999999936842 |
| 75 | 6.15436871011405e-11 | 1.23087374202281e-10 | 0.999999999938456 |
| 76 | 8.99825161643034e-11 | 1.79965032328607e-10 | 0.999999999910018 |
| 77 | 8.81011538748269e-11 | 1.76202307749654e-10 | 0.999999999911899 |
| 78 | 5.93741714511972e-11 | 1.18748342902394e-10 | 0.999999999940626 |
| 79 | 3.65101516517629e-10 | 7.30203033035258e-10 | 0.999999999634898 |
| 80 | 5.90933388720419e-10 | 1.18186677744084e-09 | 0.999999999409067 |
| 81 | 5.35931592884111e-09 | 1.07186318576822e-08 | 0.999999994640684 |
| 82 | 1.62056191597256e-07 | 3.24112383194512e-07 | 0.999999837943808 |
| 83 | 2.22099651926736e-06 | 4.44199303853473e-06 | 0.99999777900348 |
| 84 | 3.43763357994366e-06 | 6.87526715988732e-06 | 0.99999656236642 |
| 85 | 2.22366122486276e-06 | 4.44732244972551e-06 | 0.999997776338775 |
| 86 | 4.83213644982896e-06 | 9.66427289965792e-06 | 0.99999516786355 |
| 87 | 1.40417153606695e-05 | 2.80834307213390e-05 | 0.99998595828464 |
| 88 | 6.39372264870552e-05 | 0.000127874452974110 | 0.999936062773513 |
| 89 | 0.000317702336252145 | 0.00063540467250429 | 0.999682297663748 |
| 90 | 0.000528334956876484 | 0.00105666991375297 | 0.999471665043123 |
| 91 | 0.000734162459626029 | 0.00146832491925206 | 0.999265837540374 |
| 92 | 0.00147187549599081 | 0.00294375099198163 | 0.99852812450401 |
| 93 | 0.00527298784291521 | 0.0105459756858304 | 0.994727012157085 |
| 94 | 0.0307205567397077 | 0.0614411134794153 | 0.969279443260292 |
| 95 | 0.038396403712929 | 0.076792807425858 | 0.961603596287071 |
| 96 | 0.0736975322119308 | 0.147395064423862 | 0.926302467788069 |
| 97 | 0.0744924306242567 | 0.148984861248513 | 0.925507569375743 |
| 98 | 0.0761982978556542 | 0.152396595711308 | 0.923801702144346 |
| 99 | 0.0813821609051711 | 0.162764321810342 | 0.918617839094829 |
| 100 | 0.121252137762470 | 0.242504275524939 | 0.87874786223753 |
| 101 | 0.292419921805565 | 0.58483984361113 | 0.707580078194435 |
| 102 | 0.290467325021326 | 0.580934650042652 | 0.709532674978674 |
| 103 | 0.419218255968304 | 0.838436511936609 | 0.580781744031696 |
| 104 | 0.75948142588584 | 0.481037148228321 | 0.240518574114160 |
| 105 | 0.996439196156486 | 0.00712160768702712 | 0.00356080384351356 |
| 106 | 0.99805869792664 | 0.00388260414672112 | 0.00194130207336056 |
| 107 | 0.996478101865371 | 0.00704379626925709 | 0.00352189813462855 |
| 108 | 0.998187870475993 | 0.00362425904801428 | 0.00181212952400714 |
| 109 | 0.996713305693163 | 0.00657338861367405 | 0.00328669430683702 |
| 110 | 0.99357440134082 | 0.0128511973183614 | 0.00642559865918071 |
| 111 | 0.988081952867515 | 0.0238360942649701 | 0.0119180471324851 |
| 112 | 0.98971260988395 | 0.0205747802320978 | 0.0102873901160489 |
| 113 | 0.992420370362919 | 0.0151592592741622 | 0.00757962963708109 |
| 114 | 0.985918209857206 | 0.0281635802855887 | 0.0140817901427943 |
| 115 | 0.984771912593652 | 0.0304561748126949 | 0.0152280874063475 |
| 116 | 0.98142858250681 | 0.0371428349863806 | 0.0185714174931903 |
| 117 | 0.99946140970139 | 0.00107718059722096 | 0.00053859029861048 |
| 118 | 0.99993301997469 | 0.000133960050618823 | 6.69800253094114e-05 |
| 119 | 0.99965830471134 | 0.00068339057732134 | 0.00034169528866067 |
| 120 | 0.999939701250538 | 0.000120597498924632 | 6.02987494623161e-05 |
| 121 | 0.999214033297928 | 0.00157193340414430 | 0.000785966702072151 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 94 | 0.831858407079646 | NOK |
| 5% type I error level | 102 | 0.902654867256637 | NOK |
| 10% type I error level | 104 | 0.920353982300885 | NOK |
