| Multiple Linear Regression - Estimated Regression Equation |
| APPLE[t] = + 23.0147069811760 + 1.24781152025288e-06VOLUME[t] + 6.92603621715406MICROSOFT[t] + 0.0288863890196801NASDAQ[t] -605.881541364843INFLATION[t] -2.26245296320921CONS.CONF[t] + 3.36290179952853FED.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) | 23.0147069811760 | 29.401198 | 0.7828 | 0.43526 | 0.21763 |
| VOLUME | 1.24781152025288e-06 | 0 | 3.288 | 0.001316 | 0.000658 |
| MICROSOFT | 6.92603621715406 | 1.398225 | 4.9535 | 2e-06 | 1e-06 |
| NASDAQ | 0.0288863890196801 | 0.010781 | 2.6793 | 0.008388 | 0.004194 |
| INFLATION | -605.881541364843 | 320.051667 | -1.8931 | 0.060698 | 0.030349 |
| CONS.CONF | -2.26245296320921 | 0.264611 | -8.5501 | 0 | 0 |
| FED.FUNDS.RATE | 3.36290179952853 | 4.016463 | 0.8373 | 0.404059 | 0.20203 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.85090925788459 |
| R-squared | 0.724046565153704 |
| Adjusted R-squared | 0.71058542199047 |
| F-TEST (value) | 53.7878957510289 |
| F-TEST (DF numerator) | 6 |
| F-TEST (DF denominator) | 123 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 41.230775839512 |
| Sum Squared Residuals | 209097.155788354 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 25.94 | 112.107289813532 | -86.167289813532 |
| 2 | 28.66 | 104.851539835078 | -76.191539835078 |
| 3 | 33.95 | 154.098784512411 | -120.148784512411 |
| 4 | 31.01 | 38.9325600394035 | -7.9225600394035 |
| 5 | 21 | -10.1104016462634 | 31.1104016462634 |
| 6 | 26.19 | 60.9358156410332 | -34.7458156410332 |
| 7 | 25.41 | 14.8586681702057 | 10.5513318297943 |
| 8 | 30.47 | 32.4903872445283 | -2.0203872445283 |
| 9 | 12.88 | 23.8886487920867 | -11.0086487920867 |
| 10 | 9.78 | 51.2266972107049 | -41.4466972107049 |
| 11 | 8.25 | -22.1226033354753 | 30.3726033354753 |
| 12 | 7.44 | -54.1310050386212 | 61.5710050386212 |
| 13 | 10.81 | 38.8459068386762 | -28.0359068386762 |
| 14 | 9.12 | 16.4541339250056 | -7.33413392500557 |
| 15 | 11.03 | -13.7709145238127 | 24.8009145238127 |
| 16 | 12.74 | 45.6326947477347 | -32.8926947477347 |
| 17 | 9.98 | 21.4101044631143 | -11.4301044631143 |
| 18 | 11.62 | 29.8298852732551 | -18.2098852732551 |
| 19 | 9.4 | 17.0519266840977 | -7.65192668409769 |
| 20 | 9.27 | -18.4084645373875 | 27.6784645373875 |
| 21 | 7.76 | 0.55319380019235 | 7.20680619980765 |
| 22 | 8.78 | 50.705773238009 | -41.9257732380090 |
| 23 | 10.65 | 72.3251752953616 | -61.6751752953616 |
| 24 | 10.95 | 56.3578358273062 | -45.4078358273062 |
| 25 | 12.36 | 52.272717669608 | -39.912717669608 |
| 26 | 10.85 | 38.2892794234368 | -27.4392794234368 |
| 27 | 11.84 | 2.07387610056094 | 9.76612389943906 |
| 28 | 12.14 | -19.2737140272184 | 31.4137140272184 |
| 29 | 11.65 | -27.1269854246633 | 38.7769854246633 |
| 30 | 8.86 | -4.13006140668979 | 12.9900614066898 |
| 31 | 7.63 | -11.8839174968014 | 19.5139174968014 |
| 32 | 7.38 | -10.93612626234 | 18.31612626234 |
| 33 | 7.25 | -24.7883777880585 | 32.0383777880585 |
| 34 | 8.03 | 36.5906476378518 | -28.5606476378518 |
| 35 | 7.75 | 35.1653652103446 | -27.4153652103446 |
| 36 | 7.16 | 22.1719225461455 | -15.0119225461455 |
| 37 | 7.18 | 16.4556029585753 | -9.2756029585753 |
| 38 | 7.51 | 43.205241573673 | -35.695241573673 |
| 39 | 7.07 | 52.5524889793366 | -45.4824889793366 |
| 40 | 7.11 | 32.5745960284295 | -25.4645960284295 |
| 41 | 8.98 | 32.4132598271319 | -23.4332598271319 |
| 42 | 9.53 | 28.4163724064607 | -18.8863724064607 |
| 43 | 10.54 | 47.6190898599333 | -37.0790898599333 |
| 44 | 11.31 | 38.0705951634603 | -26.7605951634603 |
| 45 | 10.36 | 56.3762006163701 | -46.0162006163701 |
| 46 | 11.44 | 45.3650111959885 | -33.9250111959885 |
| 47 | 10.45 | 18.7004367711593 | -8.25043677115928 |
| 48 | 10.69 | 29.8586312706496 | -19.1686312706496 |
| 49 | 11.28 | 29.0726853240445 | -17.7926853240445 |
| 50 | 11.96 | 35.6482024961839 | -23.6882024961839 |
| 51 | 13.52 | 35.988155465713 | -22.468155465713 |
| 52 | 12.89 | 23.7105218869592 | -10.8205218869592 |
| 53 | 14.03 | 13.5601293530061 | 0.469870646993858 |
| 54 | 16.27 | 11.2737845531827 | 4.99621544681726 |
| 55 | 16.17 | 4.9749414258126 | 11.1950585741874 |
| 56 | 17.25 | 11.7547561479335 | 5.49524385206646 |
| 57 | 19.38 | 21.3824388850511 | -2.00243888505105 |
| 58 | 26.2 | 49.2918057854151 | -23.0918057854151 |
| 59 | 33.53 | 66.1151775542645 | -32.5851775542645 |
| 60 | 32.2 | 41.0096266626957 | -8.8096266626957 |
| 61 | 38.45 | 59.8638894332297 | -21.4138894332297 |
| 62 | 44.86 | 45.9330704932263 | -1.07307049322626 |
| 63 | 41.67 | 20.1197837849421 | 21.5502162150579 |
| 64 | 36.06 | 47.3383881719415 | -11.2783881719415 |
| 65 | 39.76 | 33.1141635446581 | 6.64583645534192 |
| 66 | 36.81 | 17.1680511039041 | 19.6419488960959 |
| 67 | 42.65 | 28.406637292986 | 14.2433627070140 |
| 68 | 46.89 | 28.0083844537446 | 18.8816155462554 |
| 69 | 53.61 | 60.7097258028334 | -7.09972580283339 |
| 70 | 57.59 | 81.6255742932288 | -24.0355742932288 |
| 71 | 67.82 | 62.6508344816763 | 5.16916551832365 |
| 72 | 71.89 | 39.7251622611629 | 32.1648377388371 |
| 73 | 75.51 | 67.2363104386734 | 8.27368956132664 |
| 74 | 68.49 | 67.4822451780627 | 1.00775482193725 |
| 75 | 62.72 | 61.7864707289808 | 0.933529271019227 |
| 76 | 70.39 | 38.6718484505559 | 31.7181515494441 |
| 77 | 59.77 | 19.0441821696929 | 40.7258178303071 |
| 78 | 57.27 | 23.6195628854511 | 33.6504371145489 |
| 79 | 67.96 | 28.1748047712402 | 39.7851952287598 |
| 80 | 67.85 | 54.1740020390498 | 13.6759979609502 |
| 81 | 76.98 | 69.2458688879706 | 7.7341311120294 |
| 82 | 81.08 | 77.223510438582 | 3.85648956141799 |
| 83 | 91.66 | 80.4761811863608 | 11.1838188136392 |
| 84 | 84.84 | 77.9632038546139 | 6.87679614538613 |
| 85 | 85.73 | 110.610419358969 | -24.8804193589688 |
| 86 | 84.61 | 60.1242439410144 | 24.4857560589856 |
| 87 | 92.91 | 62.0695191702571 | 30.8404808297429 |
| 88 | 99.8 | 81.8652520403298 | 17.9347479596702 |
| 89 | 121.19 | 90.3648957017613 | 30.8251042982387 |
| 90 | 122.04 | 103.685347732840 | 18.3546522671602 |
| 91 | 131.76 | 88.9177861793443 | 42.8422138206557 |
| 92 | 138.48 | 99.3250352198196 | 39.1549647801804 |
| 93 | 153.47 | 117.518095468747 | 35.9519045312526 |
| 94 | 189.95 | 170.303839046355 | 19.6461609536453 |
| 95 | 182.22 | 167.037264092395 | 15.1827359076046 |
| 96 | 198.08 | 155.579887886391 | 42.5001121136088 |
| 97 | 135.36 | 170.210572672005 | -34.8505726720045 |
| 98 | 125.02 | 137.309333586984 | -12.2893335869840 |
| 99 | 143.5 | 162.695137803889 | -19.1951378038885 |
| 100 | 173.95 | 170.403405502899 | 3.54659449710135 |
| 101 | 188.75 | 174.303344567796 | 14.4466554322041 |
| 102 | 167.44 | 174.733135116124 | -7.29313511612409 |
| 103 | 158.95 | 155.616268362422 | 3.33373163757757 |
| 104 | 169.53 | 141.942972426113 | 27.587027573887 |
| 105 | 113.66 | 150.923166132943 | -37.263166132943 |
| 106 | 107.59 | 196.551523085261 | -88.9615230852615 |
| 107 | 92.67 | 150.733153409489 | -58.0631534094888 |
| 108 | 85.35 | 152.302181993855 | -66.9521819938554 |
| 109 | 90.13 | 212.101808696183 | -121.971808696183 |
| 110 | 89.31 | 146.813987310572 | -57.5039873105725 |
| 111 | 105.12 | 164.206110512103 | -59.0861105121031 |
| 112 | 125.83 | 146.642303239864 | -20.8123032398637 |
| 113 | 135.81 | 121.058253601411 | 14.7517463985886 |
| 114 | 142.43 | 160.054954981629 | -17.6249549816289 |
| 115 | 163.39 | 167.191619488664 | -3.80161948866429 |
| 116 | 168.21 | 151.740607503170 | 16.4693924968302 |
| 117 | 185.35 | 167.877751433817 | 17.4722485661827 |
| 118 | 188.5 | 188.381541243985 | 0.118458756015371 |
| 119 | 199.91 | 179.064691576324 | 20.8453084236755 |
| 120 | 210.73 | 181.823933068455 | 28.9060669315445 |
| 121 | 192.06 | 171.379745875497 | 20.6802541245033 |
| 122 | 204.62 | 192.081027405320 | 12.5389725946802 |
| 123 | 235 | 184.560880846088 | 50.4391191539117 |
| 124 | 261.09 | 186.259247243487 | 74.8307527565127 |
| 125 | 256.88 | 153.55716533577 | 103.322834664230 |
| 126 | 251.53 | 148.082028962810 | 103.447971037190 |
| 127 | 257.25 | 176.765918642905 | 80.4840813570952 |
| 128 | 243.1 | 139.224251011955 | 103.875748988045 |
| 129 | 283.75 | 170.344051583193 | 113.405948416807 |
| 130 | 300.98 | 186.482473148243 | 114.497526851757 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 10 | 0.0026578751414828 | 0.0053157502829656 | 0.997342124858517 |
| 11 | 0.000785950465255728 | 0.00157190093051146 | 0.999214049534744 |
| 12 | 9.45105180145496e-05 | 0.000189021036029099 | 0.999905489481985 |
| 13 | 1.65499756536042e-05 | 3.30999513072083e-05 | 0.999983450024346 |
| 14 | 1.86935219100852e-06 | 3.73870438201703e-06 | 0.999998130647809 |
| 15 | 3.60583871968644e-07 | 7.21167743937288e-07 | 0.999999639416128 |
| 16 | 4.51245599911661e-08 | 9.02491199823323e-08 | 0.99999995487544 |
| 17 | 6.01429667309514e-09 | 1.20285933461903e-08 | 0.999999993985703 |
| 18 | 6.65214944748363e-10 | 1.33042988949673e-09 | 0.999999999334785 |
| 19 | 1.11340835863572e-10 | 2.22681671727144e-10 | 0.99999999988866 |
| 20 | 1.38933705726807e-11 | 2.77867411453614e-11 | 0.999999999986107 |
| 21 | 1.46353595036418e-12 | 2.92707190072836e-12 | 0.999999999998537 |
| 22 | 2.55232757362905e-13 | 5.1046551472581e-13 | 0.999999999999745 |
| 23 | 5.67539247561571e-14 | 1.13507849512314e-13 | 0.999999999999943 |
| 24 | 1.12154246086375e-14 | 2.2430849217275e-14 | 0.999999999999989 |
| 25 | 1.49975328372773e-15 | 2.99950656745547e-15 | 0.999999999999998 |
| 26 | 1.66673847794097e-16 | 3.33347695588195e-16 | 1 |
| 27 | 1.54821804800824e-17 | 3.09643609601648e-17 | 1 |
| 28 | 2.36151854034225e-18 | 4.7230370806845e-18 | 1 |
| 29 | 2.72597295534781e-19 | 5.45194591069561e-19 | 1 |
| 30 | 2.90652269543326e-20 | 5.81304539086653e-20 | 1 |
| 31 | 4.43332188901879e-21 | 8.86664377803758e-21 | 1 |
| 32 | 6.41793414546564e-22 | 1.28358682909313e-21 | 1 |
| 33 | 2.61909393137559e-22 | 5.23818786275119e-22 | 1 |
| 34 | 3.3459127697811e-23 | 6.6918255395622e-23 | 1 |
| 35 | 3.26179967193770e-24 | 6.52359934387539e-24 | 1 |
| 36 | 4.48720590291235e-25 | 8.9744118058247e-25 | 1 |
| 37 | 1.18226771299606e-25 | 2.36453542599211e-25 | 1 |
| 38 | 1.69337869303772e-26 | 3.38675738607544e-26 | 1 |
| 39 | 2.01653258482603e-27 | 4.03306516965207e-27 | 1 |
| 40 | 3.05942245766981e-28 | 6.11884491533963e-28 | 1 |
| 41 | 5.34545332063709e-29 | 1.06909066412742e-28 | 1 |
| 42 | 5.83822448945647e-30 | 1.16764489789129e-29 | 1 |
| 43 | 5.32259377760811e-31 | 1.06451875552162e-30 | 1 |
| 44 | 5.05011635935353e-32 | 1.01002327187071e-31 | 1 |
| 45 | 5.14853638251029e-33 | 1.02970727650206e-32 | 1 |
| 46 | 8.34542704857767e-34 | 1.66908540971553e-33 | 1 |
| 47 | 1.92184844952545e-34 | 3.84369689905091e-34 | 1 |
| 48 | 6.70367926551214e-35 | 1.34073585310243e-34 | 1 |
| 49 | 1.87011578771344e-35 | 3.74023157542687e-35 | 1 |
| 50 | 1.17086367664636e-35 | 2.34172735329272e-35 | 1 |
| 51 | 2.42784048076956e-35 | 4.85568096153912e-35 | 1 |
| 52 | 1.00715687718135e-35 | 2.0143137543627e-35 | 1 |
| 53 | 4.62677177348736e-36 | 9.25354354697472e-36 | 1 |
| 54 | 5.2902296786556e-36 | 1.05804593573112e-35 | 1 |
| 55 | 2.62044385831136e-36 | 5.24088771662272e-36 | 1 |
| 56 | 2.5121289635039e-36 | 5.0242579270078e-36 | 1 |
| 57 | 1.40648584224924e-35 | 2.81297168449848e-35 | 1 |
| 58 | 7.93659113980082e-31 | 1.58731822796016e-30 | 1 |
| 59 | 2.26827449967387e-26 | 4.53654899934774e-26 | 1 |
| 60 | 5.94742554854418e-24 | 1.18948510970884e-23 | 1 |
| 61 | 3.24116233171372e-22 | 6.48232466342743e-22 | 1 |
| 62 | 9.25530905943884e-20 | 1.85106181188777e-19 | 1 |
| 63 | 1.29065878887416e-17 | 2.58131757774831e-17 | 1 |
| 64 | 1.30666398916882e-17 | 2.61332797833763e-17 | 1 |
| 65 | 7.02459226681011e-16 | 1.40491845336202e-15 | 1 |
| 66 | 1.93533748642887e-14 | 3.87067497285775e-14 | 0.99999999999998 |
| 67 | 3.45197915025763e-12 | 6.90395830051526e-12 | 0.999999999996548 |
| 68 | 1.54218957709820e-10 | 3.08437915419640e-10 | 0.999999999845781 |
| 69 | 1.88504878956781e-09 | 3.77009757913561e-09 | 0.999999998114951 |
| 70 | 7.532373679655e-09 | 1.506474735931e-08 | 0.999999992467626 |
| 71 | 8.85397858636576e-07 | 1.77079571727315e-06 | 0.999999114602141 |
| 72 | 3.43206090658258e-05 | 6.86412181316516e-05 | 0.999965679390934 |
| 73 | 0.000104871834537243 | 0.000209743669074486 | 0.999895128165463 |
| 74 | 0.000210343744325836 | 0.000420687488651672 | 0.999789656255674 |
| 75 | 0.000632173260846289 | 0.00126434652169258 | 0.999367826739154 |
| 76 | 0.00170953147452145 | 0.00341906294904290 | 0.998290468525479 |
| 77 | 0.0017542919183331 | 0.0035085838366662 | 0.998245708081667 |
| 78 | 0.00138637528635591 | 0.00277275057271182 | 0.998613624713644 |
| 79 | 0.00294928141268399 | 0.00589856282536798 | 0.997050718587316 |
| 80 | 0.00519032002052606 | 0.0103806400410521 | 0.994809679979474 |
| 81 | 0.0128818865984262 | 0.0257637731968523 | 0.987118113401574 |
| 82 | 0.0272954154724497 | 0.0545908309448995 | 0.97270458452755 |
| 83 | 0.0475113645000775 | 0.095022729000155 | 0.952488635499922 |
| 84 | 0.0468405694223227 | 0.0936811388446454 | 0.953159430577677 |
| 85 | 0.0427853135858323 | 0.0855706271716647 | 0.957214686414168 |
| 86 | 0.0483748480749462 | 0.0967496961498923 | 0.951625151925054 |
| 87 | 0.0638226905372861 | 0.127645381074572 | 0.936177309462714 |
| 88 | 0.0823292101713032 | 0.164658420342606 | 0.917670789828697 |
| 89 | 0.133601097195363 | 0.267202194390726 | 0.866398902804637 |
| 90 | 0.145535290315397 | 0.291070580630795 | 0.854464709684603 |
| 91 | 0.165017966743053 | 0.330035933486107 | 0.834982033256947 |
| 92 | 0.194902107542545 | 0.38980421508509 | 0.805097892457455 |
| 93 | 0.280672225573413 | 0.561344451146825 | 0.719327774426587 |
| 94 | 0.425361243815582 | 0.850722487631164 | 0.574638756184418 |
| 95 | 0.479245282301641 | 0.958490564603281 | 0.520754717698359 |
| 96 | 0.913936717206399 | 0.172126565587202 | 0.0860632827936011 |
| 97 | 0.977461076913231 | 0.0450778461735377 | 0.0225389230867689 |
| 98 | 0.9708042052244 | 0.0583915895512002 | 0.0291957947756001 |
| 99 | 0.984902099710335 | 0.0301958005793297 | 0.0150979002896649 |
| 100 | 0.98781091679096 | 0.0243781664180798 | 0.0121890832090399 |
| 101 | 0.989066768792405 | 0.0218664624151907 | 0.0109332312075953 |
| 102 | 0.991265287903431 | 0.0174694241931372 | 0.00873471209656859 |
| 103 | 0.989008563900015 | 0.0219828721999697 | 0.0109914360999849 |
| 104 | 0.986204291938416 | 0.0275914161231684 | 0.0137957080615842 |
| 105 | 0.984385603836956 | 0.0312287923260876 | 0.0156143961630438 |
| 106 | 0.988859446705987 | 0.0222811065880267 | 0.0111405532940133 |
| 107 | 0.986582763682281 | 0.0268344726354378 | 0.0134172363177189 |
| 108 | 0.991989946309648 | 0.0160201073807035 | 0.00801005369035177 |
| 109 | 0.988400181775845 | 0.0231996364483095 | 0.0115998182241548 |
| 110 | 0.979273854348304 | 0.0414522913033922 | 0.0207261456516961 |
| 111 | 0.964785809448221 | 0.0704283811035574 | 0.0352141905517787 |
| 112 | 0.969031355989145 | 0.0619372880217108 | 0.0309686440108554 |
| 113 | 0.976985449199652 | 0.0460291016006966 | 0.0230145508003483 |
| 114 | 0.979008663460044 | 0.0419826730799112 | 0.0209913365399556 |
| 115 | 0.98800801733457 | 0.0239839653308617 | 0.0119919826654309 |
| 116 | 0.9856848715258 | 0.0286302569484009 | 0.0143151284742004 |
| 117 | 0.99777706612066 | 0.00444586775867862 | 0.00222293387933931 |
| 118 | 0.9994133231524 | 0.00117335369519848 | 0.00058667684759924 |
| 119 | 0.997507891716975 | 0.00498421656604941 | 0.00249210828302471 |
| 120 | 0.9995171574455 | 0.000965685109001376 | 0.000482842554500688 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 74 | 0.666666666666667 | NOK |
| 5% type I error level | 93 | 0.837837837837838 | NOK |
| 10% type I error level | 101 | 0.90990990990991 | NOK |
