| Multiple Linear Regression - Estimated Regression Equation |
| Wealth [t] = + 247163.774713791 + 182388.039739411Group[t] -3.39043253775906Costs[t] + 36.6057608257932GrCosts[t] -950.85757753505Trades[t] -64.810941789383GrTrades[t] + 2.25602153340068Dividends[t] -2.69385322781055GrDiv[t] + 0.00881423353788577TrDiv[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) | 247163.774713791 | 137801.618337 | 1.7936 | 0.076195 | 0.038098 |
| Group | 182388.039739411 | 221247.337963 | 0.8244 | 0.411889 | 0.205945 |
| Costs | -3.39043253775906 | 5.733373 | -0.5914 | 0.555752 | 0.277876 |
| GrCosts | 36.6057608257932 | 8.426913 | 4.3439 | 3.6e-05 | 1.8e-05 |
| Trades | -950.85757753505 | 678.173243 | -1.4021 | 0.164291 | 0.082146 |
| GrTrades | -64.810941789383 | 760.588311 | -0.0852 | 0.93228 | 0.46614 |
| Dividends | 2.25602153340068 | 1.192254 | 1.8922 | 0.061639 | 0.03082 |
| GrDiv | -2.69385322781055 | 1.791254 | -1.5039 | 0.136072 | 0.068036 |
| TrDiv | 0.00881423353788577 | 0.005171 | 1.7046 | 0.091683 | 0.045841 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.883583221714003 |
| R-squared | 0.780719309694496 |
| Adjusted R-squared | 0.761441886370936 |
| F-TEST (value) | 40.4991526404001 |
| F-TEST (DF numerator) | 8 |
| F-TEST (DF denominator) | 91 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 427459.059792451 |
| Sum Squared Residuals | 16627633549676.8 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 6282929 | 6668283.27600436 | -385354.276004363 |
| 2 | 4324047 | 1292095.1385366 | 3031951.8614634 |
| 3 | 4108272 | 3423750.59518775 | 684521.404812246 |
| 4 | -1212617 | -792699.586993038 | -419917.413006962 |
| 5 | 1485329 | 2220387.57414349 | -735058.574143487 |
| 6 | 1779876 | 1834549.02184801 | -54673.0218480117 |
| 7 | 1367203 | 491194.087620221 | 876008.912379779 |
| 8 | 2519076 | 2072610.9244115 | 446465.075588504 |
| 9 | 912684 | 1437181.19180886 | -524497.19180886 |
| 10 | 1443586 | 884428.390876597 | 559157.609123403 |
| 11 | 1220017 | 853091.81994112 | 366925.180058879 |
| 12 | 984885 | 254474.845466408 | 730410.154533592 |
| 13 | 1457425 | 782294.365208152 | 675130.634791848 |
| 14 | -572920 | 9361.33731705335 | -582281.337317053 |
| 15 | 929144 | 1115287.29163792 | -186143.291637919 |
| 16 | 1151176 | 605939.853080184 | 545236.146919816 |
| 17 | 790090 | 1046347.72004485 | -256257.720044852 |
| 18 | 774497 | 1066848.57901812 | -292351.579018115 |
| 19 | 990576 | 1492687.67238556 | -502111.672385556 |
| 20 | 454195 | 513087.047150444 | -58892.0471504442 |
| 21 | 876607 | 790402.797492505 | 86204.2025074948 |
| 22 | 711969 | 1110078.84310292 | -398109.843102923 |
| 23 | 702380 | 627311.481458904 | 75068.5185410956 |
| 24 | 264449 | 476959.435172096 | -212510.435172097 |
| 25 | 450033 | 549507.931961064 | -99474.9319610641 |
| 26 | 541063 | 312690.30252114 | 228372.69747886 |
| 27 | 588864 | 1168549.79141259 | -579685.791412595 |
| 28 | -37216 | 191559.340355319 | -228775.340355319 |
| 29 | 783310 | 265995.360832435 | 517314.639167565 |
| 30 | 467359 | 126148.077530972 | 341210.922469028 |
| 31 | 688779 | 496364.896061125 | 192414.103938875 |
| 32 | 608419 | 768833.225647468 | -160414.225647468 |
| 33 | 696348 | 600718.936281598 | 95629.0637184024 |
| 34 | 597793 | 529278.066414091 | 68514.9335859086 |
| 35 | 821730 | 957789.940045404 | -136059.940045404 |
| 36 | 377934 | 407448.627350862 | -29514.6273508621 |
| 37 | 651939 | 396501.548836458 | 255437.451163542 |
| 38 | 697458 | 555576.942837637 | 141881.057162363 |
| 39 | 700368 | 477441.4764121 | 222926.5235879 |
| 40 | 225986 | 377527.906948903 | -151541.906948903 |
| 41 | 348695 | 657301.41763294 | -308606.41763294 |
| 42 | 373683 | 412097.300756584 | -38414.3007565844 |
| 43 | 501709 | 415440.977134869 | 86268.0228651315 |
| 44 | 413743 | 497926.614740086 | -84183.6147400862 |
| 45 | 379825 | 366338.058139618 | 13486.9418603824 |
| 46 | 336260 | 503476.843435158 | -167216.843435158 |
| 47 | 636765 | 401224.362724376 | 235540.637275624 |
| 48 | 481231 | 680094.699529944 | -198863.699529944 |
| 49 | 469107 | 515998.407332378 | -46891.4073323785 |
| 50 | 211928 | 402631.858160142 | -190703.858160142 |
| 51 | 563925 | 480391.774665587 | 83533.2253344132 |
| 52 | 511939 | 534212.982242691 | -22273.9822426913 |
| 53 | 521016 | 663477.649756072 | -142461.649756072 |
| 54 | 543856 | 447444.376869473 | 96411.6231305271 |
| 55 | 329304 | 573325.200339855 | -244021.200339855 |
| 56 | 423262 | 337701.560664913 | 85560.4393350871 |
| 57 | 509665 | 343483.569498871 | 166181.430501129 |
| 58 | 455881 | 415125.551698341 | 40755.4483016589 |
| 59 | 367772 | 459344.997451247 | -91572.9974512465 |
| 60 | 406339 | 676317.531696804 | -269978.531696804 |
| 61 | 493408 | 564435.435698779 | -71027.435698779 |
| 62 | 232942 | 362153.004065139 | -129211.004065139 |
| 63 | 416002 | 485638.891828707 | -69636.8918287074 |
| 64 | 337430 | 612211.047248021 | -274781.047248021 |
| 65 | 361517 | 337215.221922451 | 24301.7780775493 |
| 66 | 360962 | 264837.279280385 | 96124.7207196148 |
| 67 | 235561 | 408779.163938133 | -173218.163938133 |
| 68 | 408247 | 446857.123709099 | -38610.123709099 |
| 69 | 450296 | 557390.288053113 | -107094.288053113 |
| 70 | 418799 | 511399.862643932 | -92600.8626439321 |
| 71 | 247405 | 473789.568911471 | -226384.568911471 |
| 72 | 378519 | 288149.798187404 | 90369.201812596 |
| 73 | 326638 | 483149.487671292 | -156511.487671292 |
| 74 | 328233 | 421381.910577223 | -93148.9105772232 |
| 75 | 386225 | 512060.322552804 | -125835.322552804 |
| 76 | 283662 | 432645.735436413 | -148983.735436413 |
| 77 | 370225 | 505506.252056535 | -135281.252056535 |
| 78 | 269236 | 398562.658617034 | -129326.658617034 |
| 79 | 365732 | 359925.066038517 | 5806.93396148327 |
| 80 | 420383 | 404043.278982135 | 16339.7210178654 |
| 81 | 345811 | 369314.635275403 | -23503.635275403 |
| 82 | 431809 | 526995.841704156 | -95186.841704156 |
| 83 | 418876 | 573885.175344989 | -155009.175344989 |
| 84 | 297476 | 322970.131564323 | -25494.1315643225 |
| 85 | 416776 | 476489.672847631 | -59713.672847631 |
| 86 | 357257 | 558127.122933435 | -200870.122933435 |
| 87 | 458343 | 425095.853284381 | 33247.1467156188 |
| 88 | 388386 | 479385.521730625 | -90999.5217306248 |
| 89 | 358934 | 479849.515661453 | -120915.515661453 |
| 90 | 407560 | 477950.488095989 | -70390.4880959893 |
| 91 | 392558 | 450294.897808363 | -57736.8978083634 |
| 92 | 373177 | 479523.629843297 | -106346.629843297 |
| 93 | 428370 | 344349.239187901 | 84020.760812099 |
| 94 | 369419 | 598703.273244021 | -229284.273244021 |
| 95 | 358649 | 297517.105133744 | 61131.8948662557 |
| 96 | 376641 | 483807.188451235 | -107166.188451235 |
| 97 | 467427 | 501521.584158756 | -34094.5841587563 |
| 98 | 364885 | 367173.539177131 | -2288.53917713132 |
| 99 | 436230 | 536386.337095619 | -100156.337095619 |
| 100 | 329118 | 439357.042199252 | -110239.042199252 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 12 | 1 | 1.033657681491e-23 | 5.16828840745502e-24 |
| 13 | 1 | 4.3972153837629e-26 | 2.19860769188145e-26 |
| 14 | 1 | 1.14351310777588e-29 | 5.71756553887939e-30 |
| 15 | 1 | 7.55585737875157e-30 | 3.77792868937579e-30 |
| 16 | 1 | 6.45088662103196e-33 | 3.22544331051598e-33 |
| 17 | 1 | 1.01687698584084e-32 | 5.08438492920419e-33 |
| 18 | 1 | 2.8910190717638e-32 | 1.4455095358819e-32 |
| 19 | 1 | 9.96091331591423e-33 | 4.98045665795712e-33 |
| 20 | 1 | 2.21708387372196e-32 | 1.10854193686098e-32 |
| 21 | 1 | 2.95603756716165e-33 | 1.47801878358082e-33 |
| 22 | 1 | 3.07178350391206e-33 | 1.53589175195603e-33 |
| 23 | 1 | 1.23962362898117e-32 | 6.19811814490587e-33 |
| 24 | 1 | 1.47432999889922e-32 | 7.37164999449612e-33 |
| 25 | 1 | 9.69560999776474e-32 | 4.84780499888237e-32 |
| 26 | 1 | 5.56186515366276e-31 | 2.78093257683138e-31 |
| 27 | 1 | 1.08992633539166e-30 | 5.4496316769583e-31 |
| 28 | 1 | 1.64417159640369e-32 | 8.22085798201845e-33 |
| 29 | 1 | 5.49411826016316e-35 | 2.74705913008158e-35 |
| 30 | 1 | 3.9207006321905e-34 | 1.96035031609525e-34 |
| 31 | 1 | 1.04433453769427e-34 | 5.22167268847135e-35 |
| 32 | 1 | 4.47171203669753e-34 | 2.23585601834877e-34 |
| 33 | 1 | 3.6829001116371e-35 | 1.84145005581855e-35 |
| 34 | 1 | 5.39627209937767e-35 | 2.69813604968883e-35 |
| 35 | 1 | 1.52261367231594e-34 | 7.61306836157972e-35 |
| 36 | 1 | 3.57016930648555e-34 | 1.78508465324277e-34 |
| 37 | 1 | 1.5098303432711e-34 | 7.5491517163555e-35 |
| 38 | 1 | 5.16597444015038e-36 | 2.58298722007519e-36 |
| 39 | 1 | 1.10887279251252e-35 | 5.5443639625626e-36 |
| 40 | 1 | 9.07230047384484e-36 | 4.53615023692242e-36 |
| 41 | 1 | 5.308462535336e-35 | 2.654231267668e-35 |
| 42 | 1 | 5.99577336897223e-35 | 2.99788668448612e-35 |
| 43 | 1 | 1.31534214308981e-34 | 6.57671071544907e-35 |
| 44 | 1 | 7.24078225651604e-34 | 3.62039112825802e-34 |
| 45 | 1 | 5.8620444786847e-33 | 2.93102223934235e-33 |
| 46 | 1 | 2.81251957565651e-32 | 1.40625978782826e-32 |
| 47 | 1 | 2.63554178373817e-31 | 1.31777089186909e-31 |
| 48 | 1 | 1.52315364653016e-30 | 7.61576823265078e-31 |
| 49 | 1 | 1.41383771932465e-29 | 7.06918859662327e-30 |
| 50 | 1 | 4.12353287172088e-30 | 2.06176643586044e-30 |
| 51 | 1 | 3.23042533210758e-30 | 1.61521266605379e-30 |
| 52 | 1 | 1.45070112321546e-29 | 7.25350561607732e-30 |
| 53 | 1 | 1.34994596238924e-28 | 6.74972981194619e-29 |
| 54 | 1 | 7.7554826760849e-29 | 3.87774133804245e-29 |
| 55 | 1 | 2.83482196046456e-28 | 1.41741098023228e-28 |
| 56 | 1 | 1.50735635390603e-27 | 7.53678176953016e-28 |
| 57 | 1 | 9.28989839455574e-28 | 4.64494919727787e-28 |
| 58 | 1 | 1.02446898464703e-26 | 5.12234492323514e-27 |
| 59 | 1 | 1.07064862165868e-25 | 5.35324310829339e-26 |
| 60 | 1 | 9.61111456941666e-25 | 4.80555728470833e-25 |
| 61 | 1 | 1.42894806349323e-24 | 7.14474031746614e-25 |
| 62 | 1 | 1.79838275935356e-24 | 8.9919137967678e-25 |
| 63 | 1 | 1.59668195237578e-23 | 7.98340976187892e-24 |
| 64 | 1 | 1.3209383008275e-22 | 6.6046915041375e-23 |
| 65 | 1 | 1.47852263776773e-21 | 7.39261318883865e-22 |
| 66 | 1 | 1.29321775300035e-20 | 6.46608876500176e-21 |
| 67 | 1 | 4.55722500861092e-21 | 2.27861250430546e-21 |
| 68 | 1 | 4.83998474363256e-20 | 2.41999237181628e-20 |
| 69 | 1 | 3.41717761150813e-19 | 1.70858880575407e-19 |
| 70 | 1 | 3.24169005790796e-18 | 1.62084502895398e-18 |
| 71 | 1 | 1.93373648727021e-17 | 9.66868243635106e-18 |
| 72 | 1 | 2.13871301685578e-16 | 1.06935650842789e-16 |
| 73 | 1 | 7.48174894060719e-16 | 3.7408744703036e-16 |
| 74 | 0.999999999999996 | 7.17712292687307e-15 | 3.58856146343654e-15 |
| 75 | 0.999999999999972 | 5.53706665309456e-14 | 2.76853332654728e-14 |
| 76 | 0.9999999999999 | 1.98098966807513e-13 | 9.90494834037564e-14 |
| 77 | 0.99999999999913 | 1.73864928834232e-12 | 8.6932464417116e-13 |
| 78 | 0.999999999999154 | 1.69161443940564e-12 | 8.4580721970282e-13 |
| 79 | 0.99999999999146 | 1.70789230599243e-11 | 8.53946152996215e-12 |
| 80 | 0.999999999990516 | 1.89670228256507e-11 | 9.48351141282535e-12 |
| 81 | 0.999999999859499 | 2.81003098029131e-10 | 1.40501549014565e-10 |
| 82 | 0.99999999960241 | 7.95178013079966e-10 | 3.97589006539983e-10 |
| 83 | 0.999999994485662 | 1.10286763175754e-08 | 5.5143381587877e-09 |
| 84 | 0.999999917470357 | 1.65059286855986e-07 | 8.2529643427993e-08 |
| 85 | 0.999998898708214 | 2.20258357117191e-06 | 1.10129178558596e-06 |
| 86 | 0.999991969543236 | 1.60609135289339e-05 | 8.03045676446694e-06 |
| 87 | 0.999991121089543 | 1.77578209139569e-05 | 8.87891045697844e-06 |
| 88 | 0.999934806623405 | 0.000130386753189749 | 6.51933765948747e-05 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 77 | 1 | NOK |
| 5% type I error level | 77 | 1 | NOK |
| 10% type I error level | 77 | 1 | NOK |
