| Multiple Linear Regression - Estimated Regression Equation |
| APPLE[t] = -89.9803064021872 + 4.83923660683464e-07VOLUME[t] + 25.9301820373231REV.GROWTH[t] + 6.43325933193158MICROSOFT[t] + 0.0903195954538195NASDAQ[t] -939.517745569974INFLATION[t] -1.93823831639427CONS.CONF[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) | -89.9803064021872 | 22.176341 | -4.0575 | 9.3e-05 | 4.7e-05 |
| VOLUME | 4.83923660683464e-07 | 0 | 1.6051 | 0.111338 | 0.055669 |
| REV.GROWTH | 25.9301820373231 | 13.52697 | 1.9169 | 0.057842 | 0.028921 |
| MICROSOFT | 6.43325933193158 | 1.513454 | 4.2507 | 4.5e-05 | 2.2e-05 |
| NASDAQ | 0.0903195954538195 | 0.016513 | 5.4696 | 0 | 0 |
| INFLATION | -939.517745569974 | 254.495487 | -3.6917 | 0.000348 | 0.000174 |
| CONS.CONF | -1.93823831639427 | 0.146652 | -13.2166 | 0 | 0 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.913237166920447 |
| R-squared | 0.834002123044885 |
| Adjusted R-squared | 0.824947693392788 |
| F-TEST (value) | 92.1098462399246 |
| F-TEST (DF numerator) | 6 |
| F-TEST (DF denominator) | 110 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 31.7878356811424 |
| Sum Squared Residuals | 111151.314702044 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 10.81 | 63.4800143839997 | -52.6700143839997 |
| 2 | 9.12 | 11.5056540130826 | -2.38565401308262 |
| 3 | 11.03 | -34.9476577878407 | 45.9776577878407 |
| 4 | 12.74 | 36.9901937522826 | -24.2501937522826 |
| 5 | 9.98 | 21.0411918380408 | -11.0611918380408 |
| 6 | 11.62 | 33.9491153925064 | -22.3291153925064 |
| 7 | 9.4 | 14.1112482751671 | -4.71124827516706 |
| 8 | 9.27 | -28.2995850131832 | 37.5695850131832 |
| 9 | 7.76 | -34.7279742316239 | 42.4879742316239 |
| 10 | 8.78 | 42.4502712921912 | -33.6702712921912 |
| 11 | 10.65 | 81.5249933036784 | -70.8749933036784 |
| 12 | 10.95 | 72.4640212605682 | -61.5140212605682 |
| 13 | 12.36 | 57.0954918872676 | -44.7354918872676 |
| 14 | 10.85 | 30.5488501055335 | -19.6988501055335 |
| 15 | 11.84 | 9.43515940050313 | 2.40484059949687 |
| 16 | 12.14 | -24.1658445587469 | 36.3058445587469 |
| 17 | 11.65 | -33.6395213283955 | 45.2895213283955 |
| 18 | 8.86 | -26.0737706230649 | 34.9337706230649 |
| 19 | 7.63 | -42.4335069508654 | 50.0635069508654 |
| 20 | 7.38 | -40.8102432520914 | 48.1902432520914 |
| 21 | 7.25 | -62.6197529125355 | 69.8697529125355 |
| 22 | 8.03 | 1.52067878542206 | 6.50932121457794 |
| 23 | 7.75 | 12.7687055953806 | -5.01870559538058 |
| 24 | 7.16 | -9.24364539203319 | 16.4036453920332 |
| 25 | 7.18 | -20.6959034411281 | 27.8759034411281 |
| 26 | 7.51 | 3.29020725818315 | 4.21979274181685 |
| 27 | 7.07 | 12.0783801337906 | -5.00838013379056 |
| 28 | 7.11 | 5.44180135523166 | 1.66819864476834 |
| 29 | 8.98 | 11.2748084026594 | -2.29480840265939 |
| 30 | 9.53 | 14.7683661434446 | -5.23836614344458 |
| 31 | 10.54 | 43.3313394064382 | -32.7913394064382 |
| 32 | 11.31 | 40.5690983092261 | -29.2590983092261 |
| 33 | 10.36 | 53.552593126796 | -43.192593126796 |
| 34 | 11.44 | 57.7479522065992 | -46.3079522065992 |
| 35 | 10.45 | 38.7731323125545 | -28.3231323125545 |
| 36 | 10.69 | 51.6322218871421 | -40.9422218871421 |
| 37 | 11.28 | 50.0132250120638 | -38.7332250120638 |
| 38 | 11.96 | 56.3373762179714 | -44.3773762179714 |
| 39 | 13.52 | 48.4795103016563 | -34.9595103016563 |
| 40 | 12.89 | 33.0876916181362 | -20.1976916181363 |
| 41 | 14.03 | 29.2587301418427 | -15.2287301418427 |
| 42 | 16.27 | 28.3678374591684 | -12.0978374591684 |
| 43 | 16.17 | 13.333403834477 | 2.83659616552300 |
| 44 | 17.25 | 18.3298860569358 | -1.07988605693577 |
| 45 | 19.38 | 30.4221067355482 | -11.0421067355482 |
| 46 | 26.2 | 57.2402589849445 | -31.0402589849445 |
| 47 | 33.53 | 76.9824084082835 | -43.4524084082835 |
| 48 | 32.2 | 63.9848012919705 | -31.7848012919705 |
| 49 | 38.45 | 59.1329257978746 | -20.6829257978746 |
| 50 | 44.86 | 49.5359912730844 | -4.67599127308444 |
| 51 | 41.67 | 32.3290280448933 | 9.34097195510665 |
| 52 | 36.06 | 44.9666776093238 | -8.9066776093238 |
| 53 | 39.76 | 51.7828038305373 | -12.0228038305373 |
| 54 | 36.81 | 40.0092481477978 | -3.19924814779779 |
| 55 | 42.65 | 50.3321754750179 | -7.68217547501787 |
| 56 | 46.89 | 48.2428363319817 | -1.35283633198170 |
| 57 | 53.61 | 66.8130248777108 | -13.2030248777108 |
| 58 | 57.59 | 79.0867975329776 | -21.4967975329776 |
| 59 | 67.82 | 79.7618761867402 | -11.9418761867402 |
| 60 | 71.89 | 57.6877138209828 | 14.2022861790172 |
| 61 | 75.51 | 67.9357474027165 | 7.5742525972835 |
| 62 | 68.49 | 68.8500772439184 | -0.360077243918460 |
| 63 | 62.72 | 68.8917828512036 | -6.17178285120356 |
| 64 | 70.39 | 41.3731175935756 | 29.0168824064244 |
| 65 | 59.77 | 18.3678205543538 | 41.4021794456462 |
| 66 | 57.27 | 19.6705149587124 | 37.5994850412877 |
| 67 | 67.96 | 19.0828420205863 | 48.8771579794137 |
| 68 | 67.85 | 51.9877827691538 | 15.8622172308462 |
| 69 | 76.98 | 75.7904920449815 | 1.18950795501854 |
| 70 | 81.08 | 96.332104612129 | -15.2521046121290 |
| 71 | 91.66 | 100.464309674999 | -8.80430967499928 |
| 72 | 84.84 | 90.9583600751939 | -6.1183600751939 |
| 73 | 85.73 | 113.248966120043 | -27.5189661200432 |
| 74 | 84.61 | 77.4266745110507 | 7.18332548894932 |
| 75 | 92.91 | 78.212307792036 | 14.6976922079639 |
| 76 | 99.8 | 106.377959999548 | -6.57795999954761 |
| 77 | 121.19 | 115.739578875215 | 5.4504211247846 |
| 78 | 122.04 | 119.926218242445 | 2.11378175755472 |
| 79 | 131.76 | 105.72062990219 | 26.0393700978099 |
| 80 | 138.48 | 122.901524790815 | 15.5784752091854 |
| 81 | 153.47 | 141.870469722208 | 11.5995302777922 |
| 82 | 189.95 | 202.450532300888 | -12.5005323008877 |
| 83 | 182.22 | 177.416135447814 | 4.80386455218602 |
| 84 | 198.08 | 178.307007702892 | 19.7729922971080 |
| 85 | 135.36 | 155.673040274325 | -20.313040274325 |
| 86 | 125.02 | 130.099143705891 | -5.0791437058914 |
| 87 | 143.5 | 156.717388194759 | -13.2173881947587 |
| 88 | 173.95 | 171.403114883223 | 2.54688511677712 |
| 89 | 188.75 | 185.380640171393 | 3.36935982860719 |
| 90 | 167.44 | 165.759679996508 | 1.68032000349189 |
| 91 | 158.95 | 158.874560434792 | 0.0754395652082259 |
| 92 | 169.53 | 157.445049762352 | 12.084950237648 |
| 93 | 113.66 | 137.184993901735 | -23.5249939017346 |
| 94 | 107.59 | 128.423202074344 | -20.8332020743435 |
| 95 | 92.67 | 101.475730679276 | -8.80573067927573 |
| 96 | 85.35 | 116.479146965348 | -31.1291469653484 |
| 97 | 90.13 | 160.438728724576 | -70.3087287245765 |
| 98 | 89.31 | 100.118072676435 | -10.8080726764352 |
| 99 | 105.12 | 129.532018657467 | -24.4120186574667 |
| 100 | 125.83 | 136.166858248656 | -10.3368582486562 |
| 101 | 135.81 | 122.443849359452 | 13.3661506405480 |
| 102 | 142.43 | 159.677592460384 | -17.2475924603841 |
| 103 | 163.39 | 173.790429882175 | -10.400429882175 |
| 104 | 168.21 | 162.925145935586 | 5.28485406441427 |
| 105 | 185.35 | 181.890527342872 | 3.45947265712803 |
| 106 | 188.5 | 195.029606453597 | -6.52960645359694 |
| 107 | 199.91 | 189.67290082876 | 10.2370991712401 |
| 108 | 210.73 | 195.14911721371 | 15.5808827862898 |
| 109 | 192.06 | 174.90356687833 | 17.15643312167 |
| 110 | 204.62 | 206.550677419071 | -1.93067741907121 |
| 111 | 235 | 211.059324459506 | 23.9406755404943 |
| 112 | 261.09 | 219.332758434926 | 41.7572415650737 |
| 113 | 256.88 | 169.694647538562 | 87.1853524614381 |
| 114 | 251.53 | 161.306541557169 | 90.2234584428309 |
| 115 | 257.25 | 197.870733823665 | 59.3792661763347 |
| 116 | 243.1 | 162.262863568598 | 80.8371364314019 |
| 117 | 283.75 | 203.208970955788 | 80.5410290442125 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 10 | 7.05349581737511e-05 | 0.000141069916347502 | 0.999929465041826 |
| 11 | 6.63995828475428e-06 | 1.32799165695086e-05 | 0.999993360041715 |
| 12 | 2.7608845498729e-07 | 5.5217690997458e-07 | 0.999999723911545 |
| 13 | 1.14486101669957e-08 | 2.28972203339914e-08 | 0.99999998855139 |
| 14 | 4.1332024266942e-10 | 8.2664048533884e-10 | 0.99999999958668 |
| 15 | 1.67260927222012e-11 | 3.34521854444025e-11 | 0.999999999983274 |
| 16 | 1.79886977839267e-12 | 3.59773955678533e-12 | 0.999999999998201 |
| 17 | 6.65433771979012e-14 | 1.33086754395802e-13 | 0.999999999999933 |
| 18 | 4.50794069982026e-14 | 9.01588139964053e-14 | 0.999999999999955 |
| 19 | 3.99647490794641e-15 | 7.99294981589282e-15 | 0.999999999999996 |
| 20 | 2.3692854048491e-16 | 4.7385708096982e-16 | 1 |
| 21 | 2.20091861630273e-17 | 4.40183723260546e-17 | 1 |
| 22 | 1.34868451530871e-18 | 2.69736903061742e-18 | 1 |
| 23 | 5.74435555674206e-20 | 1.14887111134841e-19 | 1 |
| 24 | 3.10886208461645e-21 | 6.21772416923291e-21 | 1 |
| 25 | 2.95582226390485e-22 | 5.91164452780969e-22 | 1 |
| 26 | 4.59614843187513e-23 | 9.19229686375025e-23 | 1 |
| 27 | 2.85599311165215e-24 | 5.7119862233043e-24 | 1 |
| 28 | 2.53858941345153e-25 | 5.07717882690307e-25 | 1 |
| 29 | 1.57739409768045e-26 | 3.1547881953609e-26 | 1 |
| 30 | 1.10673737853706e-27 | 2.21347475707412e-27 | 1 |
| 31 | 8.22608419017279e-29 | 1.64521683803456e-28 | 1 |
| 32 | 7.3511586312905e-30 | 1.4702317262581e-29 | 1 |
| 33 | 3.56766113091459e-31 | 7.13532226182918e-31 | 1 |
| 34 | 2.94491678632274e-32 | 5.88983357264548e-32 | 1 |
| 35 | 1.77175867662493e-33 | 3.54351735324985e-33 | 1 |
| 36 | 1.18515599584400e-34 | 2.37031199168801e-34 | 1 |
| 37 | 7.21853373605413e-36 | 1.44370674721083e-35 | 1 |
| 38 | 7.00264021918056e-37 | 1.40052804383611e-36 | 1 |
| 39 | 7.00060265889824e-37 | 1.40012053177965e-36 | 1 |
| 40 | 2.84106504476174e-37 | 5.68213008952347e-37 | 1 |
| 41 | 5.74872660567845e-37 | 1.14974532113569e-36 | 1 |
| 42 | 1.65168076224995e-36 | 3.30336152449991e-36 | 1 |
| 43 | 3.74809572961915e-37 | 7.4961914592383e-37 | 1 |
| 44 | 4.3380445852871e-37 | 8.6760891705742e-37 | 1 |
| 45 | 5.1123918592687e-36 | 1.02247837185374e-35 | 1 |
| 46 | 5.50004239488663e-36 | 1.10000847897733e-35 | 1 |
| 47 | 6.75022643355456e-34 | 1.35004528671091e-33 | 1 |
| 48 | 1.44401768367416e-33 | 2.88803536734832e-33 | 1 |
| 49 | 2.09299480306529e-34 | 4.18598960613058e-34 | 1 |
| 50 | 4.1916353555513e-32 | 8.3832707111026e-32 | 1 |
| 51 | 2.21146628356118e-29 | 4.42293256712236e-29 | 1 |
| 52 | 2.71893474635206e-30 | 5.43786949270413e-30 | 1 |
| 53 | 3.71206590595793e-29 | 7.42413181191585e-29 | 1 |
| 54 | 5.61632809586143e-29 | 1.12326561917229e-28 | 1 |
| 55 | 4.07390895484559e-26 | 8.14781790969118e-26 | 1 |
| 56 | 9.3192703597397e-24 | 1.86385407194794e-23 | 1 |
| 57 | 4.51982954021838e-21 | 9.03965908043676e-21 | 1 |
| 58 | 4.13006081836421e-19 | 8.26012163672842e-19 | 1 |
| 59 | 1.09322897985720e-14 | 2.18645795971441e-14 | 0.99999999999999 |
| 60 | 8.90094371179624e-12 | 1.78018874235925e-11 | 0.9999999999911 |
| 61 | 5.71949717688743e-10 | 1.14389943537749e-09 | 0.99999999942805 |
| 62 | 3.29092525803128e-09 | 6.58185051606256e-09 | 0.999999996709075 |
| 63 | 6.24079734958984e-09 | 1.24815946991797e-08 | 0.999999993759203 |
| 64 | 1.67824884304041e-08 | 3.35649768608082e-08 | 0.999999983217512 |
| 65 | 2.44914226624289e-08 | 4.89828453248578e-08 | 0.999999975508577 |
| 66 | 2.98173036990025e-08 | 5.9634607398005e-08 | 0.999999970182696 |
| 67 | 2.34438292819055e-07 | 4.68876585638109e-07 | 0.999999765561707 |
| 68 | 6.60040604164e-07 | 1.320081208328e-06 | 0.999999339959396 |
| 69 | 7.59642382415398e-06 | 1.51928476483080e-05 | 0.999992403576176 |
| 70 | 0.000189661346692620 | 0.000379322693385239 | 0.999810338653307 |
| 71 | 0.00127152584473796 | 0.00254305168947591 | 0.998728474155262 |
| 72 | 0.00150937653321820 | 0.00301875306643639 | 0.998490623466782 |
| 73 | 0.00115311817542732 | 0.00230623635085464 | 0.998846881824573 |
| 74 | 0.00167262064054002 | 0.00334524128108004 | 0.99832737935946 |
| 75 | 0.00383185548531816 | 0.00766371097063633 | 0.996168144514682 |
| 76 | 0.00680152384226874 | 0.0136030476845375 | 0.993198476157731 |
| 77 | 0.0137595796261377 | 0.0275191592522754 | 0.986240420373862 |
| 78 | 0.0138674867508 | 0.0277349735016 | 0.9861325132492 |
| 79 | 0.0167901642270031 | 0.0335803284540062 | 0.983209835772997 |
| 80 | 0.0214530613749479 | 0.0429061227498957 | 0.978546938625052 |
| 81 | 0.0299787922685712 | 0.0599575845371424 | 0.970021207731429 |
| 82 | 0.0863928358771158 | 0.172785671754232 | 0.913607164122884 |
| 83 | 0.0892278697572793 | 0.178455739514559 | 0.91077213024272 |
| 84 | 0.133843647484962 | 0.267687294969923 | 0.866156352515038 |
| 85 | 0.160938948513827 | 0.321877897027654 | 0.839061051486173 |
| 86 | 0.165753039557686 | 0.331506079115372 | 0.834246960442314 |
| 87 | 0.198850844374692 | 0.397701688749385 | 0.801149155625308 |
| 88 | 0.192032498203789 | 0.384064996407578 | 0.807967501796211 |
| 89 | 0.203591715554157 | 0.407183431108314 | 0.796408284445843 |
| 90 | 0.170438927288802 | 0.340877854577605 | 0.829561072711198 |
| 91 | 0.217244816987487 | 0.434489633974975 | 0.782755183012513 |
| 92 | 0.406303622706189 | 0.812607245412378 | 0.593696377293811 |
| 93 | 0.99473998521644 | 0.0105200295671213 | 0.00526001478356067 |
| 94 | 0.99294791429726 | 0.0141041714054783 | 0.00705208570273913 |
| 95 | 0.98769309631714 | 0.0246138073657189 | 0.0123069036828594 |
| 96 | 0.989258105752522 | 0.0214837884949561 | 0.0107418942474781 |
| 97 | 0.98229318770767 | 0.0354136245846602 | 0.0177068122923301 |
| 98 | 0.974034597854374 | 0.0519308042912523 | 0.0259654021456261 |
| 99 | 0.97032385637526 | 0.0593522872494793 | 0.0296761436247396 |
| 100 | 0.958763419245923 | 0.0824731615081532 | 0.0412365807540766 |
| 101 | 0.980724733434898 | 0.038550533130205 | 0.0192752665651025 |
| 102 | 0.986557993521558 | 0.0268840129568845 | 0.0134420064784423 |
| 103 | 0.975101207420888 | 0.0497975851582237 | 0.0248987925791119 |
| 104 | 0.962898319128095 | 0.0742033617438092 | 0.0371016808719046 |
| 105 | 0.978984772708879 | 0.0420304545822423 | 0.0210152272911212 |
| 106 | 0.99455198029591 | 0.0108960394081799 | 0.00544801970408997 |
| 107 | 0.987931874595531 | 0.0241362508089374 | 0.0120681254044687 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 66 | 0.673469387755102 | NOK |
| 5% type I error level | 82 | 0.836734693877551 | NOK |
| 10% type I error level | 87 | 0.887755102040816 | NOK |
