| Multiple Linear Regression - Estimated Regression Equation |
| Wealth[t] = -208139.364750439 + 16.9933350616200Costs[t] + 2823.29907158168Orders[t] + 2.96778676492997Dividends[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) | -208139.364750439 | 187885.154935 | -1.1078 | 0.272683 | 0.136342 |
| Costs | 16.9933350616200 | 6.082125 | 2.794 | 0.007115 | 0.003557 |
| Orders | 2823.29907158168 | 1139.558844 | 2.4775 | 0.016272 | 0.008136 |
| Dividends | 2.96778676492997 | 1.264912 | 2.3462 | 0.022529 | 0.011264 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.813960082483913 |
| R-squared | 0.662531015877218 |
| Adjusted R-squared | 0.644452320299212 |
| F-TEST (value) | 36.6470585788959 |
| F-TEST (DF numerator) | 3 |
| F-TEST (DF denominator) | 56 |
| p-value | 3.06643599401468e-13 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 615026.420022537 |
| Sum Squared Residuals | 21182419850241.3 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 6282154 | 5465120.34006103 | 817033.659938973 |
| 2 | 4321023 | 1794303.89492552 | 2526719.10507448 |
| 3 | 4111912 | 2897485.33419979 | 1214426.66580021 |
| 4 | 223193 | 2363030.63394254 | -2139837.63394254 |
| 5 | 1491348 | 1986792.32477968 | -495444.324779681 |
| 6 | 1629616 | 1457246.35475409 | 172369.645245908 |
| 7 | 1398893 | 1614137.52213104 | -215244.522131043 |
| 8 | 1926517 | 2010446.10357185 | -83929.1035718543 |
| 9 | 983660 | 1255686.30309999 | -272026.303099992 |
| 10 | 1443586 | 574546.371136885 | 869039.628863115 |
| 11 | 1073089 | 1253149.75231720 | -180060.752317196 |
| 12 | 984885 | 494274.737680744 | 490610.262319256 |
| 13 | 1405225 | 1202460.19281315 | 202764.807186847 |
| 14 | 227132 | 1165341.46309544 | -938209.463095436 |
| 15 | 929118 | 1286984.47954236 | -357866.479542358 |
| 16 | 1071292 | 530640.11723504 | 540651.88276496 |
| 17 | 638830 | 1056107.77824468 | -417277.778244681 |
| 18 | 856956 | 1252366.42916306 | -395410.429163063 |
| 19 | 992426 | 1203842.67011401 | -211416.670114009 |
| 20 | 444477 | 1241327.49956187 | -796850.499561874 |
| 21 | 857217 | 463038.465479679 | 394178.534520321 |
| 22 | 711969 | 597315.196599686 | 114653.803400314 |
| 23 | 702380 | 800424.78601425 | -98044.7860142493 |
| 24 | 358589 | 1231125.36217042 | -872536.362170424 |
| 25 | 297978 | 545395.355071211 | -247417.355071211 |
| 26 | 585715 | 408325.48877281 | 177389.511227190 |
| 27 | 657954 | 1150834.97351018 | -492880.973510182 |
| 28 | 209458 | 292760.834063558 | -83302.8340635582 |
| 29 | 786690 | 128919.463145566 | 657770.536854434 |
| 30 | 439798 | 577240.069186842 | -137442.069186842 |
| 31 | 688779 | 181192.219151344 | 507586.780848656 |
| 32 | 574339 | 505256.55434058 | 69082.44565942 |
| 33 | 741409 | 262588.629833591 | 478820.370166409 |
| 34 | 597793 | 290329.171914986 | 307463.828085014 |
| 35 | 644190 | 758757.661321762 | -114567.661321762 |
| 36 | 377934 | 1006650.19204737 | -628716.192047366 |
| 37 | 640273 | 439152.586005158 | 201120.413994842 |
| 38 | 697458 | 442208.748823928 | 255249.251176072 |
| 39 | 550608 | 635539.905816312 | -84931.9058163116 |
| 40 | 207393 | 467699.948980964 | -260306.948980964 |
| 41 | 301607 | 892494.023592718 | -590887.023592718 |
| 42 | 345783 | 469317.051537405 | -123534.051537405 |
| 43 | 501749 | 398440.137979007 | 103308.862020993 |
| 44 | 379983 | 505812.472701587 | -125829.472701587 |
| 45 | 387475 | 185863.618582216 | 201611.381417784 |
| 46 | 377305 | 227228.475457171 | 150076.524542829 |
| 47 | 370837 | 638237.615061221 | -267400.615061221 |
| 48 | 430866 | 746370.19884005 | -315504.19884005 |
| 49 | 469107 | 400728.87891856 | 68378.1210814396 |
| 50 | 194493 | 173176.486666095 | 21316.5133339053 |
| 51 | 530670 | 420456.433054972 | 110213.566945028 |
| 52 | 518365 | 646287.62614559 | -127922.626145590 |
| 53 | 491303 | 750051.880769504 | -258748.880769504 |
| 54 | 527021 | 422936.828340085 | 104084.171659915 |
| 55 | 233773 | 657650.833809051 | -423877.833809051 |
| 56 | 405972 | 231834.557003176 | 174137.442996824 |
| 57 | 652925 | 21919.5131042276 | 631005.486895772 |
| 58 | 446211 | 276161.149249518 | 170049.850750482 |
| 59 | 341340 | 252947.460910526 | 88392.5390894737 |
| 60 | 387699 | 449778.843657147 | -62079.8436571471 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 7 | 0.99998628962267 | 2.74207546592847e-05 | 1.37103773296423e-05 |
| 8 | 0.9999999749859 | 5.00281992988091e-08 | 2.50140996494046e-08 |
| 9 | 0.999999928000545 | 1.43998910371050e-07 | 7.19994551855249e-08 |
| 10 | 0.99999999982863 | 3.42739934188767e-10 | 1.71369967094384e-10 |
| 11 | 0.999999999853546 | 2.92907768330632e-10 | 1.46453884165316e-10 |
| 12 | 0.99999999990105 | 1.97898417300082e-10 | 9.89492086500412e-11 |
| 13 | 0.99999999999984 | 3.21049579707001e-13 | 1.60524789853500e-13 |
| 14 | 0.999999999999994 | 1.23490097576876e-14 | 6.17450487884378e-15 |
| 15 | 0.999999999999999 | 2.82308629336348e-15 | 1.41154314668174e-15 |
| 16 | 1 | 1.74928813788186e-16 | 8.74644068940932e-17 |
| 17 | 1 | 5.94739334580066e-17 | 2.97369667290033e-17 |
| 18 | 1 | 1.84647638129524e-17 | 9.23238190647622e-18 |
| 19 | 1 | 4.17225952419241e-17 | 2.08612976209621e-17 |
| 20 | 1 | 2.85290061122656e-17 | 1.42645030561328e-17 |
| 21 | 1 | 1.62802092691359e-17 | 8.14010463456796e-18 |
| 22 | 1 | 7.38364354121738e-17 | 3.69182177060869e-17 |
| 23 | 1 | 2.81086919613416e-16 | 1.40543459806708e-16 |
| 24 | 1 | 3.98336256364578e-16 | 1.99168128182289e-16 |
| 25 | 1 | 1.20285731834408e-15 | 6.01428659172041e-16 |
| 26 | 0.999999999999997 | 5.71438076303763e-15 | 2.85719038151881e-15 |
| 27 | 0.999999999999995 | 1.06924773859255e-14 | 5.34623869296275e-15 |
| 28 | 0.999999999999995 | 9.42329924843332e-15 | 4.71164962421666e-15 |
| 29 | 0.999999999999996 | 7.00685719276781e-15 | 3.50342859638390e-15 |
| 30 | 0.999999999999978 | 4.3505631998752e-14 | 2.1752815999376e-14 |
| 31 | 0.999999999999955 | 8.9713724908023e-14 | 4.48568624540115e-14 |
| 32 | 0.999999999999758 | 4.84834162084435e-13 | 2.42417081042217e-13 |
| 33 | 0.999999999999779 | 4.42664483307746e-13 | 2.21332241653873e-13 |
| 34 | 0.999999999999195 | 1.61012538951492e-12 | 8.05062694757459e-13 |
| 35 | 0.999999999995863 | 8.27318569482826e-12 | 4.13659284741413e-12 |
| 36 | 0.999999999980896 | 3.82088779317985e-11 | 1.91044389658993e-11 |
| 37 | 0.999999999968132 | 6.37362755131817e-11 | 3.18681377565908e-11 |
| 38 | 0.99999999998231 | 3.53802332311806e-11 | 1.76901166155903e-11 |
| 39 | 0.999999999921325 | 1.57350722456760e-10 | 7.86753612283801e-11 |
| 40 | 0.999999999836978 | 3.26044716003191e-10 | 1.63022358001595e-10 |
| 41 | 0.999999999306463 | 1.38707481634215e-09 | 6.93537408171077e-10 |
| 42 | 0.999999996097243 | 7.80551440642881e-09 | 3.90275720321441e-09 |
| 43 | 0.999999979938937 | 4.01221263343036e-08 | 2.00610631671518e-08 |
| 44 | 0.99999988718195 | 2.25636100351071e-07 | 1.12818050175535e-07 |
| 45 | 0.99999940421086 | 1.19157828047061e-06 | 5.95789140235307e-07 |
| 46 | 0.9999970444191 | 5.91116180190128e-06 | 2.95558090095064e-06 |
| 47 | 0.999986803743412 | 2.63925131760436e-05 | 1.31962565880218e-05 |
| 48 | 0.999936350969869 | 0.000127298060262370 | 6.36490301311848e-05 |
| 49 | 0.999700198580782 | 0.000599602838435658 | 0.000299801419217829 |
| 50 | 0.999711219481754 | 0.00057756103649106 | 0.00028878051824553 |
| 51 | 0.998822831647214 | 0.00235433670557135 | 0.00117716835278567 |
| 52 | 0.99898558285177 | 0.00202883429646108 | 0.00101441714823054 |
| 53 | 0.994943139672307 | 0.0101137206553852 | 0.0050568603276926 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 46 | 0.97872340425532 | NOK |
| 5% type I error level | 47 | 1 | NOK |
| 10% type I error level | 47 | 1 | NOK |
