| Multiple Linear Regression - Estimated Regression Equation |
| APPLE[t] = -85.2045348232553 + 4.38917615134893e-07VOLUME[t] + 28.1570131846652REV.GROWTH[t] + 6.5065975563462MICROSOFT[t] + 0.0881512189265601NASDAQ[t] -961.803925838046INFLATION[t] -1.98103449491010CONS.CONF[t] + 1.03003237831381FED.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) | -85.2045348232553 | 28.425357 | -2.9975 | 0.003372 | 0.001686 |
| VOLUME | 4.38917615134893e-07 | 0 | 1.2703 | 0.206671 | 0.103335 |
| REV.GROWTH | 28.1570131846652 | 15.886281 | 1.7724 | 0.07912 | 0.03956 |
| MICROSOFT | 6.5065975563462 | 1.543888 | 4.2144 | 5.2e-05 | 2.6e-05 |
| NASDAQ | 0.0881512189265601 | 0.018421 | 4.7854 | 5e-06 | 3e-06 |
| INFLATION | -961.803925838046 | 268.539097 | -3.5816 | 0.000512 | 0.000256 |
| CONS.CONF | -1.98103449491010 | 0.216208 | -9.1626 | 0 | 0 |
| FED.FUNDS.RATE | 1.03003237831381 | 3.809839 | 0.2704 | 0.787394 | 0.393697 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.913298070864655 |
| R-squared | 0.8341133662451 |
| Adjusted R-squared | 0.823460096187447 |
| F-TEST (value) | 78.2964631264382 |
| F-TEST (DF numerator) | 7 |
| F-TEST (DF denominator) | 109 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 31.9226167034062 |
| Sum Squared Residuals | 111076.826833992 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 10.81 | 62.719331174007 | -51.909331174007 |
| 2 | 9.12 | 12.3165485930306 | -3.19654859303057 |
| 3 | 11.03 | -34.147290895099 | 45.177290895099 |
| 4 | 12.74 | 37.3144946138030 | -24.5744946138030 |
| 5 | 9.98 | 20.8280166605108 | -10.8480166605108 |
| 6 | 11.62 | 33.4089695606654 | -21.7889695606654 |
| 7 | 9.4 | 13.5541424133923 | -4.15414241339227 |
| 8 | 9.27 | -28.3627191589011 | 37.6327191589011 |
| 9 | 7.76 | -34.4110920179855 | 42.1710920179855 |
| 10 | 8.78 | 43.9752618941057 | -35.1952618941057 |
| 11 | 10.65 | 82.475421733643 | -71.825421733643 |
| 12 | 10.95 | 72.8667462508443 | -61.9167462508443 |
| 13 | 12.36 | 56.3027536013476 | -43.9427536013476 |
| 14 | 10.85 | 30.1536918545558 | -19.3036918545558 |
| 15 | 11.84 | 8.35860032355356 | 3.48139967644644 |
| 16 | 12.14 | -25.2821421166795 | 37.4221421166795 |
| 17 | 11.65 | -34.5862718672031 | 46.2362718672031 |
| 18 | 8.86 | -26.6408309443832 | 35.5008309443832 |
| 19 | 7.63 | -42.4673794062746 | 50.0973794062746 |
| 20 | 7.38 | -40.4988144645257 | 47.8788144645257 |
| 21 | 7.25 | -62.1003459874336 | 69.3503459874336 |
| 22 | 8.03 | 2.60107370905157 | 5.42892629094843 |
| 23 | 7.75 | 13.0691199253444 | -5.31911992534443 |
| 24 | 7.16 | -8.7576196989425 | 15.9176196989425 |
| 25 | 7.18 | -20.5841839477854 | 27.7641839477854 |
| 26 | 7.51 | 4.02820990595911 | 3.48179009404089 |
| 27 | 7.07 | 13.0014100041374 | -5.93141000413738 |
| 28 | 7.11 | 5.43598330232104 | 1.67401669767897 |
| 29 | 8.98 | 10.6249259484946 | -1.64492594849464 |
| 30 | 9.53 | 14.4448804594925 | -4.91488045949246 |
| 31 | 10.54 | 43.1917031351319 | -32.6517031351319 |
| 32 | 11.31 | 40.1342530329536 | -28.8242530329536 |
| 33 | 10.36 | 53.3078493361767 | -42.9478493361767 |
| 34 | 11.44 | 57.2727598180085 | -45.8327598180085 |
| 35 | 10.45 | 37.8791384671795 | -27.4291384671795 |
| 36 | 10.69 | 50.7481661995594 | -40.0581661995594 |
| 37 | 11.28 | 48.424642990894 | -37.144642990894 |
| 38 | 11.96 | 55.3586848232579 | -43.3986848232579 |
| 39 | 13.52 | 47.0782193405312 | -33.5582193405312 |
| 40 | 12.89 | 31.7444969980815 | -18.8544969980815 |
| 41 | 14.03 | 27.8845805751168 | -13.8545805751168 |
| 42 | 16.27 | 26.3456642223851 | -10.0756642223851 |
| 43 | 16.17 | 11.8759221521457 | 4.29407784785435 |
| 44 | 17.25 | 17.6123477229756 | -0.362347722975628 |
| 45 | 19.38 | 29.8862157063213 | -10.5062157063213 |
| 46 | 26.2 | 56.8750375008186 | -30.6750375008186 |
| 47 | 33.53 | 76.4614339307148 | -42.9314339307148 |
| 48 | 32.2 | 63.3780485465359 | -31.1780485465359 |
| 49 | 38.45 | 57.7205143361653 | -19.2705143361653 |
| 50 | 44.86 | 48.6570358397455 | -3.79703583974554 |
| 51 | 41.67 | 32.4114393714118 | 9.25856062858818 |
| 52 | 36.06 | 45.3062202578867 | -9.24622025788673 |
| 53 | 39.76 | 52.4968457444182 | -12.7368457444182 |
| 54 | 36.81 | 40.8095751396519 | -3.99957513965192 |
| 55 | 42.65 | 50.6967007326058 | -8.04670073260581 |
| 56 | 46.89 | 49.0340009471973 | -2.14400094719728 |
| 57 | 53.61 | 67.8543168254959 | -14.2443168254959 |
| 58 | 57.59 | 80.2028101607748 | -22.6128101607748 |
| 59 | 67.82 | 81.059542518191 | -13.2395425181909 |
| 60 | 71.89 | 58.9085139027248 | 12.9814860972752 |
| 61 | 75.51 | 67.4921295217137 | 8.01787047828636 |
| 62 | 68.49 | 68.985320509384 | -0.495320509383987 |
| 63 | 62.72 | 68.8908034214519 | -6.17080342145188 |
| 64 | 70.39 | 40.9522363175904 | 29.4377636824096 |
| 65 | 59.77 | 18.9301141685141 | 40.8398858314859 |
| 66 | 57.27 | 20.1362799202347 | 37.1337200797653 |
| 67 | 67.96 | 20.0663745464459 | 47.8936254535541 |
| 68 | 67.85 | 53.4497379286832 | 14.4002620713167 |
| 69 | 76.98 | 77.1836686205179 | -0.203668620517895 |
| 70 | 81.08 | 97.9838305532285 | -16.9038305532285 |
| 71 | 91.66 | 101.832201322439 | -10.1722013224393 |
| 72 | 84.84 | 91.7395551694772 | -6.89955516947724 |
| 73 | 85.73 | 113.226251384054 | -27.4962513840536 |
| 74 | 84.61 | 78.240209300278 | 6.3697906997221 |
| 75 | 92.91 | 79.073309042405 | 13.8366909575951 |
| 76 | 99.8 | 107.483918444190 | -7.68391844418985 |
| 77 | 121.19 | 116.378136668521 | 4.81186333147939 |
| 78 | 122.04 | 120.115475042355 | 1.92452495764459 |
| 79 | 131.76 | 105.903843396301 | 25.8561566036990 |
| 80 | 138.48 | 123.284004977196 | 15.1959950228038 |
| 81 | 153.47 | 142.019318045368 | 11.4506819546316 |
| 82 | 189.95 | 202.944147671640 | -12.9941476716403 |
| 83 | 182.22 | 177.583491244225 | 4.63650875577469 |
| 84 | 198.08 | 178.970274556766 | 19.1097254432341 |
| 85 | 135.36 | 155.196026860577 | -19.8360268605767 |
| 86 | 125.02 | 129.76855374878 | -4.7485537487801 |
| 87 | 143.5 | 156.726784695558 | -13.2267846955583 |
| 88 | 173.95 | 170.776522023380 | 3.17347797662046 |
| 89 | 188.75 | 184.64364342077 | 4.10635657922989 |
| 90 | 167.44 | 165.515260422009 | 1.92473957799144 |
| 91 | 158.95 | 159.162411053746 | -0.21241105374623 |
| 92 | 169.53 | 157.958338507458 | 11.5716614925423 |
| 93 | 113.66 | 137.1109921974 | -23.4509921974000 |
| 94 | 107.59 | 126.845763624126 | -19.2557636241260 |
| 95 | 92.67 | 100.868788778525 | -8.19878877852451 |
| 96 | 85.35 | 116.481247877928 | -31.1312478779284 |
| 97 | 90.13 | 161.991059648354 | -71.8610596483543 |
| 98 | 89.31 | 101.212722717554 | -11.9027227175536 |
| 99 | 105.12 | 130.549655028455 | -25.4296550284550 |
| 100 | 125.83 | 136.920775066969 | -11.0907750669691 |
| 101 | 135.81 | 122.826729942277 | 12.9832700577233 |
| 102 | 142.43 | 160.272068135717 | -17.8420681357169 |
| 103 | 163.39 | 173.855587606783 | -10.4655876067827 |
| 104 | 168.21 | 162.753744288541 | 5.45625571145851 |
| 105 | 185.35 | 181.386923913572 | 3.96307608642802 |
| 106 | 188.5 | 195.147207171396 | -6.64720717139605 |
| 107 | 199.91 | 189.458468177304 | 10.4515318226958 |
| 108 | 210.73 | 194.272543060002 | 16.4574569399980 |
| 109 | 192.06 | 173.850710333562 | 18.2092896664383 |
| 110 | 204.62 | 206.341607230959 | -1.72160723095854 |
| 111 | 235 | 210.364260948881 | 24.6357390511195 |
| 112 | 261.09 | 218.590464032118 | 42.499535967882 |
| 113 | 256.88 | 168.36662532517 | 88.51337467483 |
| 114 | 251.53 | 160.900678046314 | 90.6293219536864 |
| 115 | 257.25 | 197.607562872832 | 59.6424371271679 |
| 116 | 243.1 | 162.582081626892 | 80.5179183731076 |
| 117 | 283.75 | 203.021988145009 | 80.7280118549914 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 11 | 9.93984868386276e-05 | 0.000198796973677255 | 0.999900601513161 |
| 12 | 3.75528495496602e-06 | 7.51056990993203e-06 | 0.999996244715045 |
| 13 | 1.40415187592706e-07 | 2.80830375185412e-07 | 0.999999859584812 |
| 14 | 4.43679524443318e-09 | 8.87359048886636e-09 | 0.999999995563205 |
| 15 | 3.2787499481599e-10 | 6.5574998963198e-10 | 0.999999999672125 |
| 16 | 4.83938169169561e-11 | 9.67876338339122e-11 | 0.999999999951606 |
| 17 | 1.87273445471078e-12 | 3.74546890942155e-12 | 0.999999999998127 |
| 18 | 1.01078373073410e-12 | 2.02156746146819e-12 | 0.99999999999899 |
| 19 | 8.59501249251238e-14 | 1.71900249850248e-13 | 0.999999999999914 |
| 20 | 5.04829534913243e-15 | 1.00965906982649e-14 | 0.999999999999995 |
| 21 | 4.49634627660944e-16 | 8.99269255321887e-16 | 1 |
| 22 | 2.78293446701977e-17 | 5.56586893403954e-17 | 1 |
| 23 | 1.1955696367963e-18 | 2.3911392735926e-18 | 1 |
| 24 | 6.60852797051415e-20 | 1.32170559410283e-19 | 1 |
| 25 | 5.80911855173071e-21 | 1.16182371034614e-20 | 1 |
| 26 | 7.9873602976131e-22 | 1.59747205952262e-21 | 1 |
| 27 | 4.97782091111176e-23 | 9.95564182222351e-23 | 1 |
| 28 | 4.83034863825841e-24 | 9.66069727651681e-24 | 1 |
| 29 | 2.84125116913218e-25 | 5.68250233826435e-25 | 1 |
| 30 | 1.88903654283953e-26 | 3.77807308567906e-26 | 1 |
| 31 | 1.29292177584207e-27 | 2.58584355168413e-27 | 1 |
| 32 | 9.73198006053913e-29 | 1.94639601210783e-28 | 1 |
| 33 | 4.39000219102545e-30 | 8.7800043820509e-30 | 1 |
| 34 | 3.06414982941582e-31 | 6.12829965883165e-31 | 1 |
| 35 | 2.20033502101293e-32 | 4.40067004202586e-32 | 1 |
| 36 | 1.64829608112117e-33 | 3.29659216224234e-33 | 1 |
| 37 | 1.15290506131888e-34 | 2.30581012263776e-34 | 1 |
| 38 | 1.35529818143040e-35 | 2.71059636286080e-35 | 1 |
| 39 | 1.3428213006449e-35 | 2.6856426012898e-35 | 1 |
| 40 | 3.04563572334256e-36 | 6.09127144668512e-36 | 1 |
| 41 | 2.48714847361289e-36 | 4.97429694722578e-36 | 1 |
| 42 | 1.54250888690184e-36 | 3.08501777380367e-36 | 1 |
| 43 | 1.9737339055093e-37 | 3.9474678110186e-37 | 1 |
| 44 | 6.80275674278552e-37 | 1.36055134855710e-36 | 1 |
| 45 | 4.48035287166176e-35 | 8.96070574332352e-35 | 1 |
| 46 | 1.75925932315777e-34 | 3.51851864631553e-34 | 1 |
| 47 | 5.4181966750562e-32 | 1.08363933501124e-31 | 1 |
| 48 | 5.78731021919091e-31 | 1.15746204383818e-30 | 1 |
| 49 | 2.11494834863372e-31 | 4.22989669726743e-31 | 1 |
| 50 | 1.0919007730059e-28 | 2.1838015460118e-28 | 1 |
| 51 | 6.05918482025972e-26 | 1.21183696405194e-25 | 1 |
| 52 | 9.56614976926253e-27 | 1.91322995385251e-26 | 1 |
| 53 | 7.7178701517261e-26 | 1.54357403034522e-25 | 1 |
| 54 | 1.03656652612921e-25 | 2.07313305225843e-25 | 1 |
| 55 | 1.92252220674638e-22 | 3.84504441349275e-22 | 1 |
| 56 | 5.97032392482011e-20 | 1.19406478496402e-19 | 1 |
| 57 | 2.8140491823456e-17 | 5.6280983646912e-17 | 1 |
| 58 | 8.70441440649926e-16 | 1.74088288129985e-15 | 1 |
| 59 | 3.28081589555314e-12 | 6.56163179110628e-12 | 0.99999999999672 |
| 60 | 5.44923997479065e-10 | 1.08984799495813e-09 | 0.999999999455076 |
| 61 | 2.46102583235247e-07 | 4.92205166470493e-07 | 0.999999753897417 |
| 62 | 1.54566562354627e-06 | 3.09133124709254e-06 | 0.999998454334377 |
| 63 | 8.0877778880804e-06 | 1.61755557761608e-05 | 0.999991912222112 |
| 64 | 2.32825904036498e-05 | 4.65651808072995e-05 | 0.999976717409596 |
| 65 | 1.76684941687336e-05 | 3.53369883374671e-05 | 0.999982331505831 |
| 66 | 1.04032478035949e-05 | 2.08064956071899e-05 | 0.999989596752196 |
| 67 | 3.17259754812911e-05 | 6.34519509625822e-05 | 0.99996827402452 |
| 68 | 6.14290417222864e-05 | 0.000122858083444573 | 0.999938570958278 |
| 69 | 0.000106924516153687 | 0.000213849032307374 | 0.999893075483846 |
| 70 | 0.000230885598119647 | 0.000461771196239294 | 0.99976911440188 |
| 71 | 0.000747245376807143 | 0.00149449075361429 | 0.999252754623193 |
| 72 | 0.000907406056018706 | 0.00181481211203741 | 0.999092593943981 |
| 73 | 0.000869099671056275 | 0.00173819934211255 | 0.999130900328944 |
| 74 | 0.00101196014033976 | 0.00202392028067951 | 0.99898803985966 |
| 75 | 0.00238993826673831 | 0.00477987653347661 | 0.997610061733262 |
| 76 | 0.00405959584094409 | 0.00811919168188819 | 0.995940404159056 |
| 77 | 0.0164223891594541 | 0.0328447783189083 | 0.983577610840546 |
| 78 | 0.0241143698288602 | 0.0482287396577204 | 0.97588563017114 |
| 79 | 0.0369119651625177 | 0.0738239303250353 | 0.963088034837482 |
| 80 | 0.0516909491780259 | 0.103381898356052 | 0.948309050821974 |
| 81 | 0.101844753015718 | 0.203689506031437 | 0.898155246984282 |
| 82 | 0.275169385538666 | 0.550338771077332 | 0.724830614461334 |
| 83 | 0.36999147158795 | 0.7399829431759 | 0.63000852841205 |
| 84 | 0.883945163497099 | 0.232109673005802 | 0.116054836502901 |
| 85 | 0.927923509325336 | 0.144152981349328 | 0.0720764906746642 |
| 86 | 0.906832868652903 | 0.186334262694193 | 0.0931671313470965 |
| 87 | 0.92197760704776 | 0.156044785904480 | 0.0780223929522399 |
| 88 | 0.944165934368196 | 0.111668131263608 | 0.0558340656318039 |
| 89 | 0.944477573935532 | 0.111044852128936 | 0.055522426064468 |
| 90 | 0.97871873965737 | 0.042562520685259 | 0.0212812603426295 |
| 91 | 0.971319657781523 | 0.0573606844369539 | 0.0286803422184769 |
| 92 | 0.96654943950099 | 0.0669011209980177 | 0.0334505604990089 |
| 93 | 0.98521504997919 | 0.0295699000416179 | 0.0147849500208090 |
| 94 | 0.981659102873206 | 0.0366817942535882 | 0.0183408971267941 |
| 95 | 0.9688646228356 | 0.0622707543288009 | 0.0311353771644004 |
| 96 | 0.971569958421306 | 0.0568600831573877 | 0.0284300415786938 |
| 97 | 0.95929391770041 | 0.0814121645991792 | 0.0407060822995896 |
| 98 | 0.94051614321888 | 0.118967713562240 | 0.0594838567811202 |
| 99 | 0.954808545360169 | 0.0903829092796623 | 0.0451914546398312 |
| 100 | 0.930440343005274 | 0.139119313989452 | 0.0695596569947262 |
| 101 | 0.973157101778829 | 0.0536857964423427 | 0.0268428982211714 |
| 102 | 0.962807513084047 | 0.0743849738319061 | 0.0371924869159530 |
| 103 | 0.946093138827315 | 0.107813722345369 | 0.0539068611726846 |
| 104 | 0.933682220941974 | 0.132635558116051 | 0.0663177790580257 |
| 105 | 0.96257205954852 | 0.0748558809029604 | 0.0374279404514802 |
| 106 | 0.973977785682637 | 0.052044428634727 | 0.0260222143173635 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 66 | 0.6875 | NOK |
| 5% type I error level | 71 | 0.739583333333333 | NOK |
| 10% type I error level | 82 | 0.854166666666667 | NOK |
