| Multiple Linear Regression - Estimated Regression Equation |
| APPLE[t] = -85.2045348232552 + 4.38917615134892e-07VOLUME[t] + 28.1570131846652REV.GROWTH[t] + 6.50659755634622MICROSOFT[t] + 0.08815121892656NASDAQ[t] -961.803925838046INFLATION[t] -1.9810344949101CONS.CONF[t] + 1.03003237831383FED.FUNDS.RATE[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) | -85.2045348232552 | 28.425357 | -2.9975 | 0.003372 | 0.001686 |
| VOLUME | 4.38917615134892e-07 | 0 | 1.2703 | 0.206671 | 0.103335 |
| REV.GROWTH | 28.1570131846652 | 15.886281 | 1.7724 | 0.07912 | 0.03956 |
| MICROSOFT | 6.50659755634622 | 1.543888 | 4.2144 | 5.2e-05 | 2.6e-05 |
| NASDAQ | 0.08815121892656 | 0.018421 | 4.7854 | 5e-06 | 3e-06 |
| INFLATION | -961.803925838046 | 268.539097 | -3.5816 | 0.000512 | 0.000256 |
| CONS.CONF | -1.9810344949101 | 0.216208 | -9.1626 | 0 | 0 |
| FED.FUNDS.RATE | 1.03003237831383 | 3.809839 | 0.2704 | 0.787394 | 0.393697 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.913298070864655 |
| R-squared | 0.834113366245101 |
| Adjusted R-squared | 0.823460096187447 |
| F-TEST (value) | 78.2964631264382 |
| F-TEST (DF numerator) | 7 |
| F-TEST (DF denominator) | 109 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 31.9226167034062 |
| Sum Squared Residuals | 111076.826833992 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 10.81 | 62.7193311740069 | -51.9093311740069 |
| 2 | 9.12 | 12.3165485930306 | -3.19654859303058 |
| 3 | 11.03 | -34.147290895099 | 45.177290895099 |
| 4 | 12.74 | 37.3144946138028 | -24.5744946138028 |
| 5 | 9.98 | 20.8280166605106 | -10.8480166605106 |
| 6 | 11.62 | 33.4089695606655 | -21.7889695606655 |
| 7 | 9.4 | 13.5541424133925 | -4.15414241339247 |
| 8 | 9.27 | -28.3627191589011 | 37.6327191589011 |
| 9 | 7.76 | -34.4110920179855 | 42.1710920179855 |
| 10 | 8.78 | 43.9752618941058 | -35.1952618941058 |
| 11 | 10.65 | 82.4754217336431 | -71.8254217336431 |
| 12 | 10.95 | 72.8667462508443 | -61.9167462508443 |
| 13 | 12.36 | 56.3027536013476 | -43.9427536013476 |
| 14 | 10.85 | 30.1536918545558 | -19.3036918545558 |
| 15 | 11.84 | 8.35860032355355 | 3.48139967644645 |
| 16 | 12.14 | -25.2821421166796 | 37.4221421166796 |
| 17 | 11.65 | -34.5862718672031 | 46.2362718672031 |
| 18 | 8.86 | -26.6408309443831 | 35.5008309443831 |
| 19 | 7.63 | -42.4673794062746 | 50.0973794062746 |
| 20 | 7.38 | -40.4988144645257 | 47.8788144645257 |
| 21 | 7.25 | -62.1003459874336 | 69.3503459874336 |
| 22 | 8.03 | 2.60107370905161 | 5.42892629094839 |
| 23 | 7.75 | 13.0691199253445 | -5.31911992534446 |
| 24 | 7.16 | -8.75761969894248 | 15.9176196989425 |
| 25 | 7.18 | -20.5841839477853 | 27.7641839477853 |
| 26 | 7.51 | 4.02820990595916 | 3.48179009404084 |
| 27 | 7.07 | 13.0014100041374 | -5.93141000413742 |
| 28 | 7.11 | 5.43598330232105 | 1.67401669767895 |
| 29 | 8.98 | 10.6249259484946 | -1.64492594849463 |
| 30 | 9.53 | 14.4448804594925 | -4.91488045949247 |
| 31 | 10.54 | 43.1917031351318 | -32.6517031351318 |
| 32 | 11.31 | 40.1342530329536 | -28.8242530329536 |
| 33 | 10.36 | 53.3078493361767 | -42.9478493361767 |
| 34 | 11.44 | 57.2727598180085 | -45.8327598180085 |
| 35 | 10.45 | 37.8791384671795 | -27.4291384671795 |
| 36 | 10.69 | 50.7481661995593 | -40.0581661995593 |
| 37 | 11.28 | 48.424642990894 | -37.144642990894 |
| 38 | 11.96 | 55.3586848232578 | -43.3986848232578 |
| 39 | 13.52 | 47.0782193405312 | -33.5582193405312 |
| 40 | 12.89 | 31.7444969980815 | -18.8544969980815 |
| 41 | 14.03 | 27.8845805751168 | -13.8545805751168 |
| 42 | 16.27 | 26.3456642223851 | -10.0756642223851 |
| 43 | 16.17 | 11.8759221521456 | 4.29407784785437 |
| 44 | 17.25 | 17.6123477229756 | -0.362347722975615 |
| 45 | 19.38 | 29.8862157063213 | -10.5062157063213 |
| 46 | 26.2 | 56.8750375008186 | -30.6750375008186 |
| 47 | 33.53 | 76.4614339307148 | -42.9314339307148 |
| 48 | 32.2 | 63.3780485465358 | -31.1780485465358 |
| 49 | 38.45 | 57.7205143361653 | -19.2705143361653 |
| 50 | 44.86 | 48.6570358397456 | -3.79703583974555 |
| 51 | 41.67 | 32.4114393714118 | 9.25856062858818 |
| 52 | 36.06 | 45.3062202578868 | -9.24622025788676 |
| 53 | 39.76 | 52.4968457444182 | -12.7368457444182 |
| 54 | 36.81 | 40.8095751396519 | -3.9995751396519 |
| 55 | 42.65 | 50.6967007326058 | -8.04670073260578 |
| 56 | 46.89 | 49.0340009471973 | -2.14400094719728 |
| 57 | 53.61 | 67.8543168254959 | -14.2443168254959 |
| 58 | 57.59 | 80.2028101607748 | -22.6128101607748 |
| 59 | 67.82 | 81.0595425181909 | -13.2395425181909 |
| 60 | 71.89 | 58.9085139027248 | 12.9814860972752 |
| 61 | 75.51 | 67.4921295217136 | 8.01787047828637 |
| 62 | 68.49 | 68.985320509384 | -0.495320509383984 |
| 63 | 62.72 | 68.8908034214518 | -6.17080342145185 |
| 64 | 70.39 | 40.9522363175904 | 29.4377636824096 |
| 65 | 59.77 | 18.930114168514 | 40.839885831486 |
| 66 | 57.27 | 20.1362799202347 | 37.1337200797653 |
| 67 | 67.96 | 20.0663745464459 | 47.8936254535541 |
| 68 | 67.85 | 53.4497379286832 | 14.4002620713167 |
| 69 | 76.98 | 77.1836686205179 | -0.203668620517911 |
| 70 | 81.08 | 97.9838305532285 | -16.9038305532285 |
| 71 | 91.66 | 101.832201322439 | -10.1722013224393 |
| 72 | 84.84 | 91.7395551694772 | -6.89955516947722 |
| 73 | 85.73 | 113.226251384054 | -27.4962513840536 |
| 74 | 84.61 | 78.2402093002779 | 6.36979069972211 |
| 75 | 92.91 | 79.0733090424049 | 13.8366909575951 |
| 76 | 99.8 | 107.48391844419 | -7.68391844418985 |
| 77 | 121.19 | 116.378136668521 | 4.8118633314794 |
| 78 | 122.04 | 120.115475042355 | 1.92452495764461 |
| 79 | 131.76 | 105.903843396301 | 25.856156603699 |
| 80 | 138.48 | 123.284004977196 | 15.1959950228039 |
| 81 | 153.47 | 142.019318045368 | 11.4506819546317 |
| 82 | 189.95 | 202.94414767164 | -12.9941476716404 |
| 83 | 182.22 | 177.583491244225 | 4.63650875577466 |
| 84 | 198.08 | 178.970274556766 | 19.109725443234 |
| 85 | 135.36 | 155.196026860577 | -19.8360268605768 |
| 86 | 125.02 | 129.76855374878 | -4.74855374878011 |
| 87 | 143.5 | 156.726784695558 | -13.2267846955583 |
| 88 | 173.95 | 170.77652202338 | 3.17347797662044 |
| 89 | 188.75 | 184.64364342077 | 4.10635657922991 |
| 90 | 167.44 | 165.515260422009 | 1.92473957799142 |
| 91 | 158.95 | 159.162411053746 | -0.212411053746243 |
| 92 | 169.53 | 157.958338507458 | 11.5716614925423 |
| 93 | 113.66 | 137.1109921974 | -23.4509921974001 |
| 94 | 107.59 | 126.845763624126 | -19.2557636241261 |
| 95 | 92.67 | 100.868788778525 | -8.19878877852455 |
| 96 | 85.35 | 116.481247877928 | -31.1312478779284 |
| 97 | 90.13 | 161.991059648354 | -71.8610596483544 |
| 98 | 89.31 | 101.212722717554 | -11.9027227175536 |
| 99 | 105.12 | 130.549655028455 | -25.429655028455 |
| 100 | 125.83 | 136.920775066969 | -11.0907750669692 |
| 101 | 135.81 | 122.826729942277 | 12.9832700577233 |
| 102 | 142.43 | 160.272068135717 | -17.8420681357169 |
| 103 | 163.39 | 173.855587606783 | -10.4655876067827 |
| 104 | 168.21 | 162.753744288542 | 5.45625571145848 |
| 105 | 185.35 | 181.386923913572 | 3.96307608642804 |
| 106 | 188.5 | 195.147207171396 | -6.64720717139604 |
| 107 | 199.91 | 189.458468177304 | 10.4515318226958 |
| 108 | 210.73 | 194.272543060002 | 16.4574569399979 |
| 109 | 192.06 | 173.850710333562 | 18.2092896664383 |
| 110 | 204.62 | 206.341607230959 | -1.72160723095851 |
| 111 | 235 | 210.364260948881 | 24.6357390511194 |
| 112 | 261.09 | 218.590464032118 | 42.499535967882 |
| 113 | 256.88 | 168.36662532517 | 88.51337467483 |
| 114 | 251.53 | 160.900678046314 | 90.6293219536864 |
| 115 | 257.25 | 197.607562872832 | 59.6424371271679 |
| 116 | 243.1 | 162.582081626892 | 80.5179183731075 |
| 117 | 283.75 | 203.021988145009 | 80.7280118549914 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 11 | 9.93984868386272e-05 | 0.000198796973677254 | 0.999900601513161 |
| 12 | 3.75528495496602e-06 | 7.51056990993204e-06 | 0.999996244715045 |
| 13 | 1.40415187592706e-07 | 2.80830375185412e-07 | 0.999999859584812 |
| 14 | 4.43679524443318e-09 | 8.87359048886636e-09 | 0.999999995563205 |
| 15 | 3.27874994815992e-10 | 6.55749989631985e-10 | 0.999999999672125 |
| 16 | 4.83938169169556e-11 | 9.67876338339112e-11 | 0.999999999951606 |
| 17 | 1.87273445471077e-12 | 3.74546890942154e-12 | 0.999999999998127 |
| 18 | 1.0107837307341e-12 | 2.02156746146821e-12 | 0.999999999998989 |
| 19 | 8.59501249251247e-14 | 1.71900249850249e-13 | 0.999999999999914 |
| 20 | 5.04829534913246e-15 | 1.00965906982649e-14 | 0.999999999999995 |
| 21 | 4.49634627660944e-16 | 8.99269255321887e-16 | 1 |
| 22 | 2.78293446701977e-17 | 5.56586893403954e-17 | 1 |
| 23 | 1.19556963679628e-18 | 2.39113927359256e-18 | 1 |
| 24 | 6.60852797051424e-20 | 1.32170559410285e-19 | 1 |
| 25 | 5.80911855173083e-21 | 1.16182371034617e-20 | 1 |
| 26 | 7.98736029761322e-22 | 1.59747205952264e-21 | 1 |
| 27 | 4.97782091111186e-23 | 9.95564182222373e-23 | 1 |
| 28 | 4.83034863825841e-24 | 9.66069727651681e-24 | 1 |
| 29 | 2.84125116913218e-25 | 5.68250233826435e-25 | 1 |
| 30 | 1.88903654283953e-26 | 3.77807308567906e-26 | 1 |
| 31 | 1.29292177584209e-27 | 2.58584355168419e-27 | 1 |
| 32 | 9.73198006053913e-29 | 1.94639601210783e-28 | 1 |
| 33 | 4.39000219102551e-30 | 8.78000438205102e-30 | 1 |
| 34 | 3.064149829416e-31 | 6.12829965883199e-31 | 1 |
| 35 | 2.20033502101284e-32 | 4.40067004202568e-32 | 1 |
| 36 | 1.64829608112119e-33 | 3.29659216224239e-33 | 1 |
| 37 | 1.15290506131907e-34 | 2.30581012263815e-34 | 1 |
| 38 | 1.35529818143051e-35 | 2.71059636286103e-35 | 1 |
| 39 | 1.3428213006448e-35 | 2.68564260128961e-35 | 1 |
| 40 | 3.0456357233426e-36 | 6.0912714466852e-36 | 1 |
| 41 | 2.48714847361314e-36 | 4.97429694722627e-36 | 1 |
| 42 | 1.54250888690194e-36 | 3.08501777380389e-36 | 1 |
| 43 | 1.97373390550933e-37 | 3.94746781101866e-37 | 1 |
| 44 | 6.80275674278562e-37 | 1.36055134855712e-36 | 1 |
| 45 | 4.48035287166189e-35 | 8.96070574332378e-35 | 1 |
| 46 | 1.75925932315764e-34 | 3.51851864631528e-34 | 1 |
| 47 | 5.41819667505582e-32 | 1.08363933501116e-31 | 1 |
| 48 | 5.78731021919116e-31 | 1.15746204383823e-30 | 1 |
| 49 | 2.11494834863357e-31 | 4.22989669726714e-31 | 1 |
| 50 | 1.09190077300582e-28 | 2.18380154601165e-28 | 1 |
| 51 | 6.05918482025955e-26 | 1.21183696405191e-25 | 1 |
| 52 | 9.56614976926293e-27 | 1.91322995385259e-26 | 1 |
| 53 | 7.71787015172632e-26 | 1.54357403034526e-25 | 1 |
| 54 | 1.03656652612911e-25 | 2.07313305225823e-25 | 1 |
| 55 | 1.92252220674627e-22 | 3.84504441349253e-22 | 1 |
| 56 | 5.97032392482029e-20 | 1.19406478496406e-19 | 1 |
| 57 | 2.8140491823456e-17 | 5.6280983646912e-17 | 1 |
| 58 | 8.70441440650027e-16 | 1.74088288130005e-15 | 0.999999999999999 |
| 59 | 3.28081589555326e-12 | 6.56163179110652e-12 | 0.999999999996719 |
| 60 | 5.44923997479038e-10 | 1.08984799495808e-09 | 0.999999999455076 |
| 61 | 2.46102583235245e-07 | 4.92205166470489e-07 | 0.999999753897417 |
| 62 | 1.54566562354619e-06 | 3.09133124709238e-06 | 0.999998454334377 |
| 63 | 8.08777788808028e-06 | 1.61755557761606e-05 | 0.999991912222112 |
| 64 | 2.32825904036497e-05 | 4.65651808072993e-05 | 0.999976717409596 |
| 65 | 1.76684941687332e-05 | 3.53369883374664e-05 | 0.999982331505831 |
| 66 | 1.04032478035942e-05 | 2.08064956071883e-05 | 0.999989596752196 |
| 67 | 3.17259754812924e-05 | 6.34519509625847e-05 | 0.999968274024519 |
| 68 | 6.14290417222871e-05 | 0.000122858083444574 | 0.999938570958278 |
| 69 | 0.000106924516153687 | 0.000213849032307374 | 0.999893075483846 |
| 70 | 0.000230885598119642 | 0.000461771196239285 | 0.99976911440188 |
| 71 | 0.000747245376807144 | 0.00149449075361429 | 0.999252754623193 |
| 72 | 0.000907406056018721 | 0.00181481211203744 | 0.999092593943981 |
| 73 | 0.000869099671056281 | 0.00173819934211256 | 0.999130900328944 |
| 74 | 0.00101196014033977 | 0.00202392028067954 | 0.99898803985966 |
| 75 | 0.00238993826673824 | 0.00477987653347647 | 0.997610061733262 |
| 76 | 0.00405959584094407 | 0.00811919168188815 | 0.995940404159056 |
| 77 | 0.0164223891594542 | 0.0328447783189083 | 0.983577610840546 |
| 78 | 0.0241143698288602 | 0.0482287396577204 | 0.97588563017114 |
| 79 | 0.0369119651625179 | 0.0738239303250359 | 0.963088034837482 |
| 80 | 0.0516909491780266 | 0.103381898356053 | 0.948309050821973 |
| 81 | 0.101844753015717 | 0.203689506031435 | 0.898155246984283 |
| 82 | 0.275169385538667 | 0.550338771077333 | 0.724830614461333 |
| 83 | 0.369991471587955 | 0.73998294317591 | 0.630008528412045 |
| 84 | 0.8839451634971 | 0.232109673005801 | 0.1160548365029 |
| 85 | 0.927923509325336 | 0.144152981349328 | 0.0720764906746638 |
| 86 | 0.906832868652905 | 0.186334262694191 | 0.0931671313470955 |
| 87 | 0.921977607047761 | 0.156044785904479 | 0.0780223929522394 |
| 88 | 0.944165934368196 | 0.111668131263608 | 0.0558340656318041 |
| 89 | 0.944477573935533 | 0.111044852128934 | 0.0555224260644669 |
| 90 | 0.97871873965737 | 0.0425625206852594 | 0.0212812603426297 |
| 91 | 0.971319657781523 | 0.0573606844369537 | 0.0286803422184768 |
| 92 | 0.966549439500991 | 0.0669011209980175 | 0.0334505604990087 |
| 93 | 0.985215049979191 | 0.0295699000416177 | 0.0147849500208088 |
| 94 | 0.981659102873206 | 0.0366817942535877 | 0.0183408971267939 |
| 95 | 0.968864622835599 | 0.0622707543288019 | 0.0311353771644009 |
| 96 | 0.971569958421307 | 0.0568600831573867 | 0.0284300415786934 |
| 97 | 0.95929391770041 | 0.0814121645991801 | 0.0407060822995901 |
| 98 | 0.94051614321888 | 0.11896771356224 | 0.0594838567811201 |
| 99 | 0.954808545360169 | 0.0903829092796616 | 0.0451914546398308 |
| 100 | 0.930440343005274 | 0.139119313989451 | 0.0695596569947256 |
| 101 | 0.973157101778828 | 0.0536857964423438 | 0.0268428982211719 |
| 102 | 0.962807513084047 | 0.0743849738319066 | 0.0371924869159533 |
| 103 | 0.946093138827315 | 0.10781372234537 | 0.0539068611726852 |
| 104 | 0.933682220941975 | 0.132635558116051 | 0.0663177790580253 |
| 105 | 0.962572059548519 | 0.0748558809029612 | 0.0374279404514806 |
| 106 | 0.973977785682637 | 0.0520444286347257 | 0.0260222143173628 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 66 | 0.6875 | NOK |
| 5% type I error level | 71 | 0.739583333333333 | NOK |
| 10% type I error level | 82 | 0.854166666666667 | NOK |
