| Multiple Linear Regression - Estimated Regression Equation |
| Complex[t] = -5.42208767049833 + 0.591477112352116Month[t] + 0.566062212315671Change[t] + 0.241394530065233Size[t] + 0.300138517402503Big4[t] -0.454659996301191Product[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) | -5.42208767049833 | 5.879994 | -0.9221 | 0.360284 | 0.180142 |
| Month | 0.591477112352116 | 0.649621 | 0.9105 | 0.36633 | 0.183165 |
| Change | 0.566062212315671 | 0.433848 | 1.3047 | 0.197132 | 0.098566 |
| Size | 0.241394530065233 | 0.08032 | 3.0054 | 0.003914 | 0.001957 |
| Big4 | 0.300138517402503 | 0.59478 | 0.5046 | 0.615737 | 0.307868 |
| Product | -0.454659996301191 | 0.443277 | -1.0257 | 0.309301 | 0.154651 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.569785386014269 |
| R-squared | 0.324655386115429 |
| Adjusted R-squared | 0.266436022849518 |
| F-TEST (value) | 5.57641595344485 |
| F-TEST (DF numerator) | 5 |
| F-TEST (DF denominator) | 58 |
| p-value | 0.000291802538678332 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 1.60409286540495 |
| Sum Squared Residuals | 149.240607408898 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 3 | 3.69227049500096 | -0.692270495000957 |
| 2 | 3 | 1.94376479720706 | 1.05623520279294 |
| 3 | 6 | 2.64341922255482 | 3.35658077744518 |
| 4 | 2 | 1.70237026714183 | 0.297629732858174 |
| 5 | 1 | 2.61529015872555 | -1.61529015872555 |
| 6 | 2 | 1.59096805112735 | 0.409031948872654 |
| 7 | 8 | 4.17505955513143 | 3.82494044486857 |
| 8 | 1 | 3.42274690110645 | -2.42274690110645 |
| 9 | 4 | 3.12620828268529 | 0.87379171731471 |
| 10 | 0 | 1.34957352106211 | -1.34957352106211 |
| 11 | 4 | 4.06365733911695 | -0.0636573391169465 |
| 12 | 2 | 2.66794838740276 | -0.667948387402758 |
| 13 | 1 | 3.60899734281576 | -2.60899734281576 |
| 14 | 2 | 3.20948143487049 | -1.20948143487049 |
| 15 | 3 | 1.59096805112735 | 1.40903194887265 |
| 16 | 1 | 3.33947374892125 | -2.33947374892125 |
| 17 | 2 | 2.96808690480526 | -0.968086904805261 |
| 18 | 6 | 4.38832502136738 | 1.61167497863262 |
| 19 | 0 | 1.70237026714183 | -1.70237026714183 |
| 20 | 1 | 2.18515932727229 | -1.18515932727229 |
| 21 | 3 | 1.13630805482615 | 1.86369194517385 |
| 22 | 5 | 3.69227049500096 | 1.30772950499904 |
| 23 | 0 | 3.93366502506619 | -3.93366502506619 |
| 24 | 1 | 1.70237026714183 | -0.702370267141826 |
| 25 | 3 | 3.93366502506619 | -0.933665025066194 |
| 26 | 6 | 4.41645408519666 | 1.58354591480334 |
| 27 | 5 | 4.38832502136738 | 0.611674978632616 |
| 28 | 4 | 4.14693049130215 | -0.146930491302151 |
| 29 | 4 | 3.28072976158398 | 0.719270238416022 |
| 30 | 4 | 2.24390331460956 | 1.75609668539044 |
| 31 | 0 | 1.37770258489139 | -1.37770258489139 |
| 32 | 3 | 4.14693049130215 | -1.14693049130215 |
| 33 | 5 | 3.69227049500096 | 1.30772950499904 |
| 34 | 3 | 1.83236258119258 | 1.16763741880742 |
| 35 | 1 | 2.96808690480526 | -1.96808690480526 |
| 36 | 5 | 4.17505955513143 | 0.824940444868573 |
| 37 | 5 | 2.72669237474003 | 2.27330762525997 |
| 38 | 0 | 1.94376479720706 | -1.94376479720706 |
| 39 | 3 | 3.69227049500096 | -0.69227049500096 |
| 40 | 6 | 4.62971955143262 | 1.37028044856738 |
| 41 | 3 | 2.88481375262006 | 0.115186247379944 |
| 42 | 1 | 1.67424120331255 | -0.67424120331255 |
| 43 | 2 | 1.94376479720706 | 0.0562352027929409 |
| 44 | 2 | 2.88121385363872 | -0.881213853638716 |
| 45 | 2 | 1.37770258489139 | 0.622297415108612 |
| 46 | 4 | 3.45087596493573 | 0.549124035064273 |
| 47 | 4 | 3.93366502506619 | 0.0663349749338065 |
| 48 | 0 | 0.894913524760922 | -0.894913524760922 |
| 49 | 3 | 2.64341922255482 | 0.356580777445177 |
| 50 | 6 | 3.87492103772892 | 2.12507896227108 |
| 51 | 3 | 1.97437972071505 | 1.02562027928495 |
| 52 | 1 | 3.36760281275052 | -2.36760281275052 |
| 53 | 4 | 3.09807921885601 | 0.901920781143986 |
| 54 | 3 | 1.37770258489139 | 1.62229741510861 |
| 55 | 3 | 2.88481375262006 | 0.115186247379944 |
| 56 | 3 | 3.69227049500096 | -0.69227049500096 |
| 57 | 2 | 3.23489633490694 | -1.23489633490694 |
| 58 | 6 | 4.20047445516787 | 1.79952554483213 |
| 59 | 5 | 3.31816948709214 | 1.68183051290786 |
| 60 | 5 | 4.41373992140383 | 0.58626007859617 |
| 61 | 2 | 1.9691796972435 | 0.0308203027564958 |
| 62 | 4 | 4.76653666748354 | -0.766536667483543 |
| 63 | 2 | 4.92465804536357 | -2.92465804536357 |
| 64 | 5 | 4.1723453913386 | 0.827654608661403 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 9 | 0.851290628602872 | 0.297418742794256 | 0.148709371397128 |
| 10 | 0.778287015201796 | 0.443425969596407 | 0.221712984798204 |
| 11 | 0.698992719183402 | 0.602014561633197 | 0.301007280816598 |
| 12 | 0.743130187310535 | 0.513739625378931 | 0.256869812689465 |
| 13 | 0.961793033427649 | 0.0764139331447019 | 0.0382069665723509 |
| 14 | 0.952198526029724 | 0.0956029479405518 | 0.0478014739702759 |
| 15 | 0.947399717024653 | 0.105200565950694 | 0.052600282975347 |
| 16 | 0.95260129995354 | 0.0947974000929197 | 0.0473987000464598 |
| 17 | 0.931363219113113 | 0.137273561773774 | 0.068636780886887 |
| 18 | 0.946617666887951 | 0.106764666224097 | 0.0533823331120486 |
| 19 | 0.946285410341983 | 0.107429179316033 | 0.0537145896580167 |
| 20 | 0.934886206801646 | 0.130227586396708 | 0.0651137931983541 |
| 21 | 0.933416567103045 | 0.13316686579391 | 0.066583432896955 |
| 22 | 0.921325252977472 | 0.157349494045057 | 0.0786747470225284 |
| 23 | 0.989536188516673 | 0.0209276229666536 | 0.0104638114833268 |
| 24 | 0.983657766658054 | 0.0326844666838927 | 0.0163422333419463 |
| 25 | 0.97699232243462 | 0.0460153551307605 | 0.0230076775653802 |
| 26 | 0.975076723612192 | 0.0498465527756161 | 0.024923276387808 |
| 27 | 0.965036986305217 | 0.0699260273895668 | 0.0349630136947834 |
| 28 | 0.948968083246461 | 0.102063833507078 | 0.0510319167535389 |
| 29 | 0.928908169674991 | 0.142183660650018 | 0.0710918303250088 |
| 30 | 0.93879398193907 | 0.122412036121859 | 0.0612060180609297 |
| 31 | 0.93258814751811 | 0.13482370496378 | 0.0674118524818899 |
| 32 | 0.924152866973771 | 0.151694266052458 | 0.075847133026229 |
| 33 | 0.911851657072159 | 0.176296685855682 | 0.088148342927841 |
| 34 | 0.890518776735319 | 0.218962446529362 | 0.109481223264681 |
| 35 | 0.911490738692358 | 0.177018522615284 | 0.0885092613076421 |
| 36 | 0.881885724523299 | 0.236228550953401 | 0.118114275476701 |
| 37 | 0.91484884342854 | 0.170302313142921 | 0.0851511565714605 |
| 38 | 0.932123135729525 | 0.135753728540949 | 0.0678768642704747 |
| 39 | 0.908190681320554 | 0.183618637358893 | 0.0918093186794464 |
| 40 | 0.892762146237642 | 0.214475707524716 | 0.107237853762358 |
| 41 | 0.848116866483042 | 0.303766267033915 | 0.151883133516958 |
| 42 | 0.837223567890738 | 0.325552864218524 | 0.162776432109262 |
| 43 | 0.784286381308281 | 0.431427237383437 | 0.215713618691719 |
| 44 | 0.858213152451413 | 0.283573695097174 | 0.141786847548587 |
| 45 | 0.799304116665642 | 0.401391766668716 | 0.200695883334358 |
| 46 | 0.730133922727182 | 0.539732154545637 | 0.269866077272818 |
| 47 | 0.642123630731364 | 0.715752738537272 | 0.357876369268636 |
| 48 | 0.658430789288408 | 0.683138421423185 | 0.341569210711592 |
| 49 | 0.593945583916052 | 0.812108832167896 | 0.406054416083948 |
| 50 | 0.574863674761004 | 0.850272650477992 | 0.425136325238996 |
| 51 | 0.575544515069666 | 0.848910969860669 | 0.424455484930334 |
| 52 | 0.57993153941871 | 0.84013692116258 | 0.42006846058129 |
| 53 | 0.459717150746973 | 0.919434301493946 | 0.540282849253027 |
| 54 | 0.388378381042359 | 0.776756762084719 | 0.61162161895764 |
| 55 | 0.255236749687164 | 0.510473499374328 | 0.744763250312836 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 0 | 0 | OK |
| 5% type I error level | 4 | 0.0851063829787234 | NOK |
| 10% type I error level | 8 | 0.170212765957447 | NOK |
