| Multiple Linear Regression - Estimated Regression Equation |
| Costs[t] = + 2063.55395662252 -11913.6029498857Group[t] + 1.21878029308951GrCosts[t] + 75.2638113483493Trades[t] -32.7684671272523GrTrades[t] + 0.0202124527097466Dividends[t] + 0.060607189985472GrDiv[t] -0.000411636898666929TrDiv[t] -0.00112908749933964`Wealth `[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) | 2063.55395662252 | 2549.629995 | 0.8094 | 0.420423 | 0.210211 |
| Group | -11913.6029498857 | 3855.329102 | -3.0902 | 0.002654 | 0.001327 |
| GrCosts | 1.21878029308951 | 0.110586 | 11.0211 | 0 | 0 |
| Trades | 75.2638113483493 | 9.706848 | 7.7537 | 0 | 0 |
| GrTrades | -32.7684671272523 | 13.448677 | -2.4366 | 0.016774 | 0.008387 |
| Dividends | 0.0202124527097466 | 0.02208 | 0.9154 | 0.362386 | 0.181193 |
| GrDiv | 0.060607189985472 | 0.032476 | 1.8662 | 0.065236 | 0.032618 |
| TrDiv | -0.000411636898666929 | 8.6e-05 | -4.8091 | 6e-06 | 3e-06 |
| `Wealth ` | -0.00112908749933964 | 0.001909 | -0.5914 | 0.555752 | 0.277876 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.939496178111833 |
| R-squared | 0.88265306868674 |
| Adjusted R-squared | 0.872336854944916 |
| F-TEST (value) | 85.5597887729104 |
| F-TEST (DF numerator) | 8 |
| F-TEST (DF denominator) | 91 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 7800.64963583693 |
| Sum Squared Residuals | 5537362261.43854 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 162556 | 149504.473043705 | 13051.5269562947 |
| 2 | 29790 | 30914.2104955658 | -1124.21049556582 |
| 3 | 87550 | 95177.4694648157 | -7627.46946481567 |
| 4 | 84738 | 53456.9596723112 | 31281.0403276888 |
| 5 | 54660 | 62432.9810798445 | -7772.98107984454 |
| 6 | 42634 | 49341.494277142 | -6707.494277142 |
| 7 | 40949 | 13724.9235897586 | 27224.0764102414 |
| 8 | 42312 | 40357.5804207611 | 1954.41957923888 |
| 9 | 37704 | 47918.6769144332 | -10214.6769144332 |
| 10 | 16275 | 14706.7733634168 | 1568.22663658321 |
| 11 | 25830 | 2680.75693026026 | 23149.2430697397 |
| 12 | 12679 | 8026.8054161374 | 4652.1945838626 |
| 13 | 18014 | 20645.9164216757 | -2631.9164216757 |
| 14 | 43556 | 18641.0253233378 | 24914.9746766622 |
| 15 | 24524 | 28309.5326387696 | -3785.53263876963 |
| 16 | 6532 | 5158.03024452344 | 1373.96975547656 |
| 17 | 7123 | 2270.11799392248 | 4852.88200607752 |
| 18 | 20813 | 21588.4939540605 | -775.493954060504 |
| 19 | 37597 | 44587.1792552386 | -6990.17925523864 |
| 20 | 17821 | 13245.5712873899 | 4575.42871261006 |
| 21 | 12988 | 12667.9311035726 | 320.068896427372 |
| 22 | 22330 | 23821.2178382579 | -1491.21783825786 |
| 23 | 13326 | 5342.6874969088 | 7983.3125030912 |
| 24 | 16189 | 12187.3534401805 | 4001.64655981947 |
| 25 | 7146 | 6374.22074866502 | 771.779251334977 |
| 26 | 15824 | 5878.05608377211 | 9945.9439162279 |
| 27 | 26088 | 30445.4298746508 | -4357.42987465081 |
| 28 | 11326 | 10792.4247205906 | 533.575279409369 |
| 29 | 8568 | 4124.14680318708 | 4443.85319681292 |
| 30 | 14416 | 22305.0368142044 | -7889.03681420438 |
| 31 | 3369 | 707.917426304573 | 2661.08257369543 |
| 32 | 11819 | 12343.0737782113 | -524.073778211257 |
| 33 | 6620 | 4354.1867459551 | 2265.8132540449 |
| 34 | 4519 | 3258.99652699554 | 1260.00347300446 |
| 35 | 2220 | 6157.11627354434 | -3937.11627354434 |
| 36 | 18562 | 8842.77090267056 | 9719.22909732944 |
| 37 | 10327 | 6648.82093459847 | 3678.17906540153 |
| 38 | 5336 | 4648.07101532682 | 687.928984673183 |
| 39 | 2365 | 4861.66208537516 | -2496.66208537516 |
| 40 | 4069 | 9571.39390667975 | -5502.39390667975 |
| 41 | 7710 | 22584.8491287363 | -14874.8491287363 |
| 42 | 13718 | 5760.38139204542 | 7957.61860795458 |
| 43 | 4525 | 11675.6207455067 | -7150.62074550672 |
| 44 | 6869 | 6795.0348666189 | 73.9651333811031 |
| 45 | 4628 | 5933.88704869268 | -1305.88704869268 |
| 46 | 3653 | 2463.53754886439 | 1189.46245113561 |
| 47 | 1265 | 6842.03762833243 | -5577.03762833243 |
| 48 | 7489 | 5331.09336568941 | 2157.90663431059 |
| 49 | 4901 | 6104.6647571238 | -1203.6647571238 |
| 50 | 2284 | 4814.40679896873 | -2530.40679896873 |
| 51 | 3160 | 1884.67997436369 | 1275.32002563631 |
| 52 | 4150 | 3574.57463674487 | 575.425363255133 |
| 53 | 7285 | 9651.18971391746 | -2366.18971391746 |
| 54 | 1134 | -131.082437427084 | 1265.08243742708 |
| 55 | 4658 | 4640.91380683534 | 17.0861931646626 |
| 56 | 2384 | 7676.68662854082 | -5292.68662854082 |
| 57 | 3748 | 2996.63561171155 | 751.364388288451 |
| 58 | 5371 | 5906.09226145593 | -535.092261455934 |
| 59 | 1285 | 7330.443965701 | -6045.44396570101 |
| 60 | 9327 | 8781.45113559163 | 545.548864408371 |
| 61 | 5565 | 4172.90111783994 | 1392.09888216006 |
| 62 | 1528 | 4936.27182289551 | -3408.27182289551 |
| 63 | 3122 | 1256.3490846445 | 1865.6509153555 |
| 64 | 7317 | 6067.89598479592 | 1249.10401520408 |
| 65 | 2675 | 6874.896636173 | -4199.896636173 |
| 66 | 13253 | 39359.7287167857 | -26106.7287167857 |
| 67 | 880 | 6539.10608850677 | -5659.10608850677 |
| 68 | 2053 | 368.660535640832 | 1684.33946435917 |
| 69 | 1424 | 6206.71932932822 | -4782.71932932822 |
| 70 | 4036 | 2776.71052122278 | 1259.28947877722 |
| 71 | 3045 | -2397.17620744868 | 5442.17620744868 |
| 72 | 5119 | 5325.74883139904 | -206.748831399038 |
| 73 | 1431 | 4918.20313066186 | -3487.20313066186 |
| 74 | 554 | 3764.39347075699 | -3210.39347075699 |
| 75 | 1975 | 4951.82890970487 | -2976.82890970487 |
| 76 | 1286 | -2150.28512464692 | 3436.28512464692 |
| 77 | 1012 | 5282.27049459243 | -4270.27049459243 |
| 78 | 810 | 5181.83741258342 | -4371.83741258342 |
| 79 | 1280 | 8514.99469414336 | -7234.99469414336 |
| 80 | 666 | -1016.9444447844 | 1682.9444447844 |
| 81 | 1380 | 4209.89449037406 | -2829.89449037406 |
| 82 | 4608 | 2956.6648892901 | 1651.3351107099 |
| 83 | 876 | 5464.98604109407 | -4588.98604109407 |
| 84 | 814 | 3589.74454858877 | -2775.74454858877 |
| 85 | 514 | 4163.9777535983 | -3649.9777535983 |
| 86 | 5692 | 3031.40555645839 | 2660.59444354161 |
| 87 | 3642 | 6647.80418907509 | -3005.80418907509 |
| 88 | 540 | 4180.89931389035 | -3640.89931389035 |
| 89 | 2099 | 5821.39841642578 | -3722.39841642578 |
| 90 | 567 | 4052.19413729219 | -3485.19413729219 |
| 91 | 2001 | 5420.07938520468 | -3419.07938520468 |
| 92 | 2949 | 366.121270525859 | 2582.87872947414 |
| 93 | 2253 | 7724.82926879222 | -5471.82926879222 |
| 94 | 6533 | 7221.04504686802 | -688.045046868016 |
| 95 | 1889 | 5108.85467225391 | -3219.85467225391 |
| 96 | 3055 | -921.890221808906 | 3976.89022180891 |
| 97 | 272 | 4049.70126787434 | -3777.70126787434 |
| 98 | 1414 | -172.640963348586 | 1586.64096334859 |
| 99 | 2564 | 4678.71519026039 | -2114.71519026039 |
| 100 | 1383 | -2482.48014223957 | 3865.48014223957 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 12 | 0.98241204984111 | 0.0351759003177802 | 0.0175879501588901 |
| 13 | 0.965057709147785 | 0.0698845817044306 | 0.0349422908522153 |
| 14 | 0.99971720086258 | 0.000565598274840451 | 0.000282799137420225 |
| 15 | 0.99940493790224 | 0.00119012419552069 | 0.000595062097760345 |
| 16 | 0.999922446083969 | 0.000155107832062933 | 7.75539160314665e-05 |
| 17 | 0.999914179463303 | 0.000171641073393857 | 8.58205366969287e-05 |
| 18 | 0.999799478555206 | 0.000401042889587712 | 0.000200521444793856 |
| 19 | 0.999585053916507 | 0.000829892166985819 | 0.000414946083492909 |
| 20 | 0.999999719249619 | 5.6150076254598e-07 | 2.8075038127299e-07 |
| 21 | 0.999999548539352 | 9.02921295840664e-07 | 4.51460647920332e-07 |
| 22 | 0.999999001305987 | 1.99738802660943e-06 | 9.98694013304717e-07 |
| 23 | 0.9999993977602 | 1.20447959990695e-06 | 6.02239799953475e-07 |
| 24 | 0.999999993615094 | 1.2769811624307e-08 | 6.38490581215352e-09 |
| 25 | 0.999999993746895 | 1.2506209796564e-08 | 6.25310489828199e-09 |
| 26 | 0.9999999996666 | 6.66799267528029e-10 | 3.33399633764015e-10 |
| 27 | 0.999999999096422 | 1.80715607952222e-09 | 9.0357803976111e-10 |
| 28 | 0.999999999853628 | 2.92744284649653e-10 | 1.46372142324827e-10 |
| 29 | 0.99999999968436 | 6.31281282277885e-10 | 3.15640641138942e-10 |
| 30 | 0.999999999999882 | 2.35200744212465e-13 | 1.17600372106232e-13 |
| 31 | 0.999999999999763 | 4.73739588936667e-13 | 2.36869794468333e-13 |
| 32 | 0.999999999999265 | 1.4691980856564e-12 | 7.345990428282e-13 |
| 33 | 0.99999999999828 | 3.43821406530425e-12 | 1.71910703265213e-12 |
| 34 | 0.999999999995219 | 9.5624644134736e-12 | 4.7812322067368e-12 |
| 35 | 0.999999999989436 | 2.1127815100711e-11 | 1.05639075503555e-11 |
| 36 | 1 | 5.80765490780112e-17 | 2.90382745390056e-17 |
| 37 | 1 | 6.60083000940192e-18 | 3.30041500470096e-18 |
| 38 | 1 | 2.43805808570005e-17 | 1.21902904285003e-17 |
| 39 | 1 | 9.42759912250955e-17 | 4.71379956125477e-17 |
| 40 | 1 | 6.58916765459297e-17 | 3.29458382729648e-17 |
| 41 | 1 | 7.63839522685792e-21 | 3.81919761342896e-21 |
| 42 | 1 | 3.57015999171375e-31 | 1.78507999585688e-31 |
| 43 | 1 | 6.75069254455245e-31 | 3.37534627227623e-31 |
| 44 | 1 | 3.83763709048089e-33 | 1.91881854524045e-33 |
| 45 | 1 | 2.08598694182392e-33 | 1.04299347091196e-33 |
| 46 | 1 | 1.78077354868277e-32 | 8.90386774341384e-33 |
| 47 | 1 | 1.41650329324055e-31 | 7.08251646620273e-32 |
| 48 | 1 | 9.9230141448835e-31 | 4.96150707244175e-31 |
| 49 | 1 | 2.60495806788769e-31 | 1.30247903394384e-31 |
| 50 | 1 | 6.64811773374206e-31 | 3.32405886687103e-31 |
| 51 | 1 | 4.19162749170413e-30 | 2.09581374585207e-30 |
| 52 | 1 | 3.55832418458022e-29 | 1.77916209229011e-29 |
| 53 | 1 | 3.48072221767871e-28 | 1.74036110883936e-28 |
| 54 | 1 | 1.72235911353529e-27 | 8.61179556767646e-28 |
| 55 | 1 | 1.46610168543675e-26 | 7.33050842718373e-27 |
| 56 | 1 | 6.23191928200466e-26 | 3.11595964100233e-26 |
| 57 | 1 | 4.59222146869966e-25 | 2.29611073434983e-25 |
| 58 | 1 | 1.30836629603465e-26 | 6.54183148017327e-27 |
| 59 | 1 | 5.4217187807301e-26 | 2.71085939036505e-26 |
| 60 | 1 | 5.73604037120601e-25 | 2.86802018560301e-25 |
| 61 | 1 | 4.68535608009569e-24 | 2.34267804004784e-24 |
| 62 | 1 | 3.84218951450393e-23 | 1.92109475725196e-23 |
| 63 | 1 | 3.60712656543017e-22 | 1.80356328271509e-22 |
| 64 | 1 | 3.41911880535572e-21 | 1.70955940267786e-21 |
| 65 | 1 | 2.72428309280215e-20 | 1.36214154640107e-20 |
| 66 | 1 | 2.03684595665024e-20 | 1.01842297832512e-20 |
| 67 | 1 | 1.66904183396575e-19 | 8.34520916982875e-20 |
| 68 | 1 | 1.64616407018362e-18 | 8.2308203509181e-19 |
| 69 | 1 | 1.1451658846384e-17 | 5.725829423192e-18 |
| 70 | 1 | 1.09672187527083e-16 | 5.48360937635413e-17 |
| 71 | 1 | 8.86030366870848e-16 | 4.43015183435424e-16 |
| 72 | 1 | 7.14545874199412e-18 | 3.57272937099706e-18 |
| 73 | 1 | 7.36930482823956e-17 | 3.68465241411978e-17 |
| 74 | 1 | 8.6807136728478e-16 | 4.3403568364239e-16 |
| 75 | 0.999999999999997 | 5.69382922614801e-15 | 2.84691461307401e-15 |
| 76 | 0.99999999999997 | 6.01780629757276e-14 | 3.00890314878638e-14 |
| 77 | 0.99999999999967 | 6.61319064075196e-13 | 3.30659532037598e-13 |
| 78 | 0.999999999996274 | 7.45158882032533e-12 | 3.72579441016267e-12 |
| 79 | 0.999999999994678 | 1.06435021046553e-11 | 5.32175105232763e-12 |
| 80 | 0.999999999931042 | 1.37915019080559e-10 | 6.89575095402797e-11 |
| 81 | 0.999999999213688 | 1.57262348979926e-09 | 7.86311744899632e-10 |
| 82 | 0.99999999081811 | 1.83637787587096e-08 | 9.1818893793548e-09 |
| 83 | 0.999999984852095 | 3.02958102605301e-08 | 1.51479051302651e-08 |
| 84 | 0.999999798423468 | 4.03153064678299e-07 | 2.0157653233915e-07 |
| 85 | 0.999997969268589 | 4.06146282290381e-06 | 2.03073141145191e-06 |
| 86 | 0.99997739295162 | 4.52140967590271e-05 | 2.26070483795136e-05 |
| 87 | 0.999809106867594 | 0.00038178626481119 | 0.000190893132405595 |
| 88 | 0.99881509179963 | 0.00236981640073875 | 0.00118490820036937 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 75 | 0.974025974025974 | NOK |
| 5% type I error level | 76 | 0.987012987012987 | NOK |
| 10% type I error level | 77 | 1 | NOK |
