| Multiple Linear Regression - Estimated Regression Equation |
| Trades[t] = + 78.1233889151631 + 85.2298042625602Group[t] + 0.00528577879449569Costs[t] -0.00724477872667004GrCosts[t] + 0.327954919331716GrTrades[t] -0.000616431833275788Dividends[t] -0.000603374741996059GrDiv[t] + 6.4698704385376e-06TrDiv[t] -2.22387688513800e-05`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) | 78.1233889151631 | 19.818065 | 3.942 | 0.000158 | 7.9e-05 |
| Group | 85.2298042625602 | 32.765553 | 2.6012 | 0.010842 | 0.005421 |
| Costs | 0.00528577879449569 | 0.000682 | 7.7537 | 0 | 0 |
| GrCosts | -0.00724477872667004 | 0.001195 | -6.0616 | 0 | 0 |
| GrTrades | 0.327954919331716 | 0.111126 | 2.9512 | 0.004025 | 0.002013 |
| Dividends | -0.000616431833275788 | 0.000174 | -3.5368 | 0.00064 | 0.00032 |
| GrDiv | -0.000603374741996059 | 0.00027 | -2.2346 | 0.027891 | 0.013946 |
| TrDiv | 6.4698704385376e-06 | 0 | 15.0288 | 0 | 0 |
| `Wealth ` | -2.22387688513800e-05 | 1.6e-05 | -1.4021 | 0.164291 | 0.082146 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.943928684452234 |
| R-squared | 0.891001361331725 |
| Adjusted R-squared | 0.881419063426821 |
| F-TEST (value) | 92.9841015353732 |
| F-TEST (DF numerator) | 8 |
| F-TEST (DF denominator) | 91 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 65.3720585028906 |
| Sum Squared Residuals | 388889.048994387 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 1081 | 1290.27028636935 | -209.270286369352 |
| 2 | 309 | 173.899015205695 | 135.100984794305 |
| 3 | 458 | 317.767677905623 | 140.232322094377 |
| 4 | 588 | 470.090355008308 | 117.909644991692 |
| 5 | 299 | 212.024392857289 | 86.975607142711 |
| 6 | 156 | 58.3172925476256 | 97.6827074523744 |
| 7 | 481 | 586.973560327673 | -105.973560327673 |
| 8 | 323 | 334.654045588482 | -11.6540455884825 |
| 9 | 452 | 320.467856078033 | 131.532143921967 |
| 10 | 109 | 110.507282145974 | -1.50728214597428 |
| 11 | 115 | 218.855850956329 | -103.855850956329 |
| 12 | 110 | 127.813241386923 | -17.8132413869226 |
| 13 | 239 | 173.475354320781 | 65.524645679219 |
| 14 | 247 | 353.139936574874 | -106.139936574874 |
| 15 | 497 | 447.933064869461 | 49.0669351305388 |
| 16 | 103 | 94.6116347527906 | 8.3883652472094 |
| 17 | 109 | 123.788260497284 | -14.7882604972836 |
| 18 | 502 | 501.873292256154 | 0.126707743845785 |
| 19 | 248 | 163.579083510709 | 84.4209164892912 |
| 20 | 373 | 382.950280095076 | -9.95028009507616 |
| 21 | 119 | 120.397570301925 | -1.39757030192455 |
| 22 | 84 | 77.3512183752393 | 6.64878162476068 |
| 23 | 102 | 140.142112888261 | -38.1421128882605 |
| 24 | 295 | 308.20291248134 | -13.20291248134 |
| 25 | 105 | 114.318357057162 | -9.31835705716223 |
| 26 | 64 | 136.814711895112 | -72.8147118951122 |
| 27 | 267 | 224.786787818827 | 42.2132121811726 |
| 28 | 129 | 145.598837131620 | -16.5988371316204 |
| 29 | 37 | 93.8632556984867 | -56.8632556984867 |
| 30 | 361 | 229.643412627325 | 131.356587372675 |
| 31 | 28 | 60.0886728337764 | -32.0886728337764 |
| 32 | 85 | 83.4637922517271 | 1.53620774827286 |
| 33 | 44 | 73.985100389802 | -29.985100389802 |
| 34 | 49 | 65.075765960423 | -16.0757659604230 |
| 35 | 22 | -71.4365888993478 | 93.4365888993478 |
| 36 | 155 | 207.366775271174 | -52.366775271174 |
| 37 | 91 | 115.760059262576 | -24.7600592625762 |
| 38 | 81 | 85.6981675956595 | -4.69816759565952 |
| 39 | 79 | 33.1427357339363 | 45.8572642660637 |
| 40 | 145 | 120.27846975875 | 24.7215302412499 |
| 41 | 816 | 709.35486565987 | 106.645134340129 |
| 42 | 61 | 120.934205009002 | -59.9342050090021 |
| 43 | 226 | 170.225634317545 | 55.7743656824548 |
| 44 | 105 | 112.622812730485 | -7.62281273048548 |
| 45 | 62 | 79.2492093584405 | -17.2492093584405 |
| 46 | 24 | 48.2292704057255 | -24.2292704057255 |
| 47 | 26 | -66.1901747822921 | 92.1901747822921 |
| 48 | 322 | 361.876651483944 | -39.8766514839444 |
| 49 | 84 | 84.7010142592245 | -0.701014259224468 |
| 50 | 33 | 54.6983263857004 | -21.6983263857004 |
| 51 | 108 | 123.717365927723 | -15.7173659277228 |
| 52 | 150 | 159.432764558925 | -9.43276455892495 |
| 53 | 115 | 85.3495542356503 | 29.6504457643497 |
| 54 | 162 | 177.062227422668 | -15.0622274226677 |
| 55 | 158 | 167.781153272940 | -9.78115327294048 |
| 56 | 97 | 81.9956200032153 | 15.0043799967847 |
| 57 | 9 | 58.4946446940818 | -49.4946446940818 |
| 58 | 66 | 79.7591185240336 | -13.7591185240336 |
| 59 | 107 | 84.28249209369 | 22.7175079063101 |
| 60 | 101 | 119.658847553364 | -18.6588475533643 |
| 61 | 47 | 70.489441278293 | -23.489441278293 |
| 62 | 38 | 58.6643022000376 | -20.6643022000376 |
| 63 | 34 | 64.4822914162119 | -30.4822914162119 |
| 64 | 84 | 113.316261112867 | -29.3162611128673 |
| 65 | 79 | 78.0079518371803 | 0.992048162819682 |
| 66 | 947 | 640.664891184525 | 306.335108815475 |
| 67 | 74 | 66.4144837751272 | 7.58551622487278 |
| 68 | 53 | 79.5727920153672 | -26.5727920153672 |
| 69 | 94 | 74.5527650554496 | 19.4472349445504 |
| 70 | 63 | 85.3552983743526 | -22.3552983743526 |
| 71 | 58 | 147.82577782258 | -89.8257778225801 |
| 72 | 49 | 85.074898008531 | -36.074898008531 |
| 73 | 34 | 36.048086352312 | -2.04808635231198 |
| 74 | 11 | 30.5210151045620 | -19.5210151045620 |
| 75 | 35 | 33.6116641291416 | 1.38833587085842 |
| 76 | 17 | 73.9533962531998 | -56.9533962531998 |
| 77 | 47 | 39.3917024688289 | 7.60829753117108 |
| 78 | 43 | 51.3834912301866 | -8.3834912301866 |
| 79 | 117 | 86.5185764155848 | 30.4814235844152 |
| 80 | 171 | 195.406722982970 | -24.4067229829696 |
| 81 | 26 | 50.394293315634 | -24.394293315634 |
| 82 | 73 | 101.290463778903 | -28.2904637789025 |
| 83 | 59 | 40.8206338137077 | 18.1793661862923 |
| 84 | 18 | 55.9990365477834 | -37.9990365477834 |
| 85 | 15 | 18.2179956274575 | -3.2179956274575 |
| 86 | 72 | 119.435705834532 | -47.4357058345324 |
| 87 | 86 | 81.7634174329314 | 4.23658256706862 |
| 88 | 14 | 17.672737828793 | -3.67273782879301 |
| 89 | 64 | 59.662173037211 | 4.33782696278901 |
| 90 | 11 | 15.7065614138648 | -4.70656141386482 |
| 91 | 52 | 53.2160822530349 | -1.21608225303492 |
| 92 | 41 | 83.5888709445375 | -42.5888709445375 |
| 93 | 99 | 82.0374861617833 | 16.9625138382167 |
| 94 | 75 | 73.7124336542594 | 1.28756634574059 |
| 95 | 45 | 67.9252426984615 | -22.9252426984615 |
| 96 | 43 | 106.365773262194 | -63.3657732621936 |
| 97 | 8 | 5.36090881999485 | 2.63909118000515 |
| 98 | 198 | 221.700858048041 | -23.7008580480413 |
| 99 | 22 | 20.2762254808698 | 1.72377451913021 |
| 100 | 11 | 72.8277982265484 | -61.8277982265484 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 12 | 0.979808233829525 | 0.0403835323409503 | 0.0201917661704752 |
| 13 | 0.976391701173017 | 0.0472165976539669 | 0.0236082988269834 |
| 14 | 0.993705912745403 | 0.0125881745091932 | 0.00629408725459662 |
| 15 | 0.988693594714023 | 0.0226128105719538 | 0.0113064052859769 |
| 16 | 0.99125969422017 | 0.0174806115596603 | 0.00874030577983015 |
| 17 | 0.993466078657568 | 0.0130678426848632 | 0.00653392134243162 |
| 18 | 0.988352251007858 | 0.0232954979842851 | 0.0116477489921425 |
| 19 | 0.982581331837414 | 0.0348373363251728 | 0.0174186681625864 |
| 20 | 0.99931522148556 | 0.00136955702888155 | 0.000684778514440774 |
| 21 | 0.99917947458775 | 0.00164105082450064 | 0.00082052541225032 |
| 22 | 0.998858485589271 | 0.00228302882145740 | 0.00114151441072870 |
| 23 | 0.998693404613162 | 0.00261319077367653 | 0.00130659538683827 |
| 24 | 0.999285702838523 | 0.00142859432295326 | 0.000714297161476629 |
| 25 | 0.998823547244298 | 0.00235290551140371 | 0.00117645275570186 |
| 26 | 0.999606120470922 | 0.000787759058156866 | 0.000393879529078433 |
| 27 | 0.999515530411367 | 0.000968939177266244 | 0.000484469588633122 |
| 28 | 0.999155106632751 | 0.00168978673449848 | 0.00084489336724924 |
| 29 | 0.999337609019365 | 0.00132478196126967 | 0.000662390980634836 |
| 30 | 0.999999808923266 | 3.82153467491008e-07 | 1.91076733745504e-07 |
| 31 | 0.999999788750192 | 4.22499615528942e-07 | 2.11249807764471e-07 |
| 32 | 0.999999583777843 | 8.32444313281477e-07 | 4.16222156640738e-07 |
| 33 | 0.999999347209253 | 1.30558149371287e-06 | 6.52790746856435e-07 |
| 34 | 0.999998724527354 | 2.55094529172982e-06 | 1.27547264586491e-06 |
| 35 | 0.999998768021437 | 2.46395712633943e-06 | 1.23197856316971e-06 |
| 36 | 0.999998519494113 | 2.96101177393364e-06 | 1.48050588696682e-06 |
| 37 | 0.9999978527853 | 4.29442939773425e-06 | 2.14721469886712e-06 |
| 38 | 0.999995592643544 | 8.81471291282235e-06 | 4.40735645641117e-06 |
| 39 | 0.999991370974873 | 1.72580502530967e-05 | 8.62902512654836e-06 |
| 40 | 0.999988352830332 | 2.32943393357603e-05 | 1.16471696678801e-05 |
| 41 | 1 | 2.54216742961474e-18 | 1.27108371480737e-18 |
| 42 | 1 | 7.04715505132021e-18 | 3.52357752566011e-18 |
| 43 | 1 | 1.86449673819117e-17 | 9.32248369095586e-18 |
| 44 | 1 | 4.57567080334027e-17 | 2.28783540167013e-17 |
| 45 | 1 | 1.82320327419440e-16 | 9.11601637097198e-17 |
| 46 | 1 | 5.48494250336775e-16 | 2.74247125168387e-16 |
| 47 | 1 | 3.75168034923947e-18 | 1.87584017461974e-18 |
| 48 | 1 | 5.88955466364779e-22 | 2.94477733182389e-22 |
| 49 | 1 | 1.70943239505903e-21 | 8.54716197529514e-22 |
| 50 | 1 | 9.29738785925414e-21 | 4.64869392962707e-21 |
| 51 | 1 | 3.95141716336058e-20 | 1.97570858168029e-20 |
| 52 | 1 | 1.46796460524443e-19 | 7.33982302622213e-20 |
| 53 | 1 | 7.96042500215624e-19 | 3.98021250107812e-19 |
| 54 | 1 | 6.3855021447219e-19 | 3.19275107236095e-19 |
| 55 | 1 | 8.68193618839187e-21 | 4.34096809419593e-21 |
| 56 | 1 | 1.89861880478230e-20 | 9.49309402391152e-21 |
| 57 | 1 | 1.16303126846672e-20 | 5.81515634233361e-21 |
| 58 | 1 | 5.72659775415654e-20 | 2.86329887707827e-20 |
| 59 | 1 | 3.47332210650841e-19 | 1.73666105325420e-19 |
| 60 | 1 | 1.64317190818739e-18 | 8.21585954093697e-19 |
| 61 | 1 | 9.2730289474471e-18 | 4.63651447372355e-18 |
| 62 | 1 | 5.78597861869941e-17 | 2.89298930934970e-17 |
| 63 | 1 | 2.34500331631749e-16 | 1.17250165815874e-16 |
| 64 | 1 | 1.20533254120017e-15 | 6.02666270600085e-16 |
| 65 | 0.999999999999997 | 5.39879383429415e-15 | 2.69939691714708e-15 |
| 66 | 1 | 8.53302296221315e-17 | 4.26651148110657e-17 |
| 67 | 1 | 3.28936922103785e-16 | 1.64468461051892e-16 |
| 68 | 1 | 1.48816856894878e-15 | 7.44084284474388e-16 |
| 69 | 0.999999999999999 | 2.8988026447174e-15 | 1.4494013223587e-15 |
| 70 | 0.99999999999999 | 1.85009889097916e-14 | 9.2504944548958e-15 |
| 71 | 0.999999999999984 | 3.23797725845355e-14 | 1.61898862922677e-14 |
| 72 | 0.999999999999886 | 2.28883131998517e-13 | 1.14441565999259e-13 |
| 73 | 0.999999999999136 | 1.72739385143351e-12 | 8.63696925716754e-13 |
| 74 | 0.999999999994233 | 1.15340758578255e-11 | 5.76703792891275e-12 |
| 75 | 0.999999999958839 | 8.23224688240744e-11 | 4.11612344120372e-11 |
| 76 | 0.999999999834363 | 3.31273600297376e-10 | 1.65636800148688e-10 |
| 77 | 0.999999998864592 | 2.27081545449372e-09 | 1.13540772724686e-09 |
| 78 | 0.999999993046206 | 1.39075889303011e-08 | 6.95379446515056e-09 |
| 79 | 0.999999996612856 | 6.77428710985091e-09 | 3.38714355492546e-09 |
| 80 | 0.999999999896356 | 2.07288961910417e-10 | 1.03644480955208e-10 |
| 81 | 0.999999998964677 | 2.07064693810410e-09 | 1.03532346905205e-09 |
| 82 | 0.999999993823592 | 1.23528157509785e-08 | 6.17640787548927e-09 |
| 83 | 0.999999961283603 | 7.74327948802938e-08 | 3.87163974401469e-08 |
| 84 | 0.999999829394168 | 3.41211664880158e-07 | 1.70605832440079e-07 |
| 85 | 0.999997951397374 | 4.09720525191670e-06 | 2.04860262595835e-06 |
| 86 | 0.999985482730692 | 2.90345386153239e-05 | 1.45172693076619e-05 |
| 87 | 0.999975944182165 | 4.81116356692249e-05 | 2.40558178346124e-05 |
| 88 | 0.999825464148158 | 0.000349071703684207 | 0.000174535851842103 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 69 | 0.896103896103896 | NOK |
| 5% type I error level | 77 | 1 | NOK |
| 10% type I error level | 77 | 1 | NOK |
