Multiple Linear Regression - Estimated Regression Equation

Group[t] = + 0.487205492139385 -9.87926596117904e-07Costs[t] -0.000234395473004616Trades[t] -1.30804671140543e-06Dividends[t] + 2.34279226279435e-07Wealth[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)	0.487205492139385	0.149039	3.269	0.002099	0.00105
Costs	-9.87926596117904e-07	4e-06	-0.2305	0.818749	0.409374
Trades	-0.000234395473004616	0.000468	-0.501	0.618889	0.309444
Dividends	-1.30804671140543e-06	1e-06	-1.1949	0.238511	0.119255
Wealth	2.34279226279435e-07	0	2.8444	0.006727	0.003364

Multiple Linear Regression - Regression Statistics
Multiple R	0.450228000079615
R-squared	0.20270525205569
Adjusted R-squared	0.13022391133348
F-TEST (value)	2.79665428420498
F-TEST (DF numerator)	4
F-TEST (DF denominator)	44
p-value	0.0373912495309497
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation	0.471043156485764
Sum Squared Residuals	9.76279283197115

Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or Index	Actuals	Interpolation Forecast	Residuals Prediction Error
1	1	1.26642203591018	-0.266422035910177
2	1	1.29142628778703	-0.291426287787032
3	1	1.05545203742473	-0.0554520374247277
4	0	0.015593428401063	-0.015593428401063
5	1	0.54505684121838	0.45494315878162
6	1	0.619865252318217	0.380134747681783
7	0	0.48511546623294	-0.48511546623294
8	1	0.652710175810959	0.347289824189041
9	1	0.478764047707854	0.521235952292146
10	1	0.721231913731903	0.278768086268097
11	0	0.399370869775129	-0.399370869775129
12	0	0.616821761489231	-0.616821761489231
13	1	0.757069625625623	0.242930374374377
14	0	0.209351316132755	-0.209351316132755
15	1	0.439439913702567	0.560560086297433
16	0	0.528330758620888	-0.528330758620888
17	0	0.26278123750315	-0.26278123750315
18	1	0.380867669519847	0.619132330480153
19	1	0.57444967583609	0.42555032416391
20	0	0.327892903803345	-0.327892903803345
21	1	0.54414748371547	0.45585251628453
22	1	0.507871982353763	0.492128017646237
23	0	0.398140570047451	-0.398140570047451
24	0	0.311784482588631	-0.311784482588631
25	0	0.385652742422008	-0.385652742422008
26	0	0.49982796645585	-0.49982796645585
27	1	0.438709202942881	0.561290797057119
28	0	0.396406192018462	-0.396406192018462
29	0	0.611504318687131	-0.611504318687131
30	0	0.432623996599273	-0.432623996599273
31	1	0.524670045977649	0.475329954022351
32	1	0.459344744380818	0.540655255619182
33	1	0.528102564384178	0.471897435615822
34	1	0.477716652600439	0.522283347399561
35	0	0.277771411870826	-0.277771411870826
36	0	0.387248202267197	-0.387248202267197
37	0	0.492546097083085	-0.492546097083085
38	1	0.47922263315278	0.52077736684722
39	1	0.379578894303166	0.620421105696834
40	0	0.397754740707097	-0.397754740707097
41	0	0.202199322126009	-0.202199322126009
42	0	0.420742666132705	-0.420742666132705
43	0	0.424592573686683	-0.424592573686683
44	0	0.399017640079333	-0.399017640079333
45	0	0.466622753133764	-0.466622753133764
46	1	0.423601146712997	0.576398853287003
47	1	0.353609514291782	0.646390485708218
48	1	0.337876826619552	0.662123173380448
49	0	0.41309941410714	-0.41309941410714

Goldfeld-Quandt test for Heteroskedasticity
p-values	Alternative Hypothesis
breakpoint index	greater	2-sided	less
8	0.138473987518625	0.276947975037249	0.861526012481375
9	0.401989737103379	0.803979474206758	0.598010262896621
10	0.262199805779326	0.524399611558651	0.737800194220675
11	0.421640005171049	0.843280010342098	0.578359994828951
12	0.585472506175287	0.829054987649427	0.414527493824713
13	0.498797510366585	0.997595020733169	0.501202489633415
14	0.43301390716906	0.86602781433812	0.56698609283094
15	0.419155813654129	0.838311627308259	0.580844186345871
16	0.532151456877523	0.935697086244954	0.467848543122477
17	0.470324715758316	0.940649431516632	0.529675284241684
18	0.445168070694433	0.890336141388867	0.554831929305567
19	0.401127045627401	0.802254091254803	0.598872954372598
20	0.377911357643786	0.755822715287572	0.622088642356214
21	0.342207510910857	0.684415021821714	0.657792489089143
22	0.341239366968789	0.682478733937578	0.658760633031211
23	0.326772067218924	0.653544134437848	0.673227932781076
24	0.275897795693572	0.551795591387144	0.724102204306428
25	0.24380757040327	0.487615140806539	0.75619242959673
26	0.24514641364211	0.490292827284219	0.75485358635789
27	0.325004030321591	0.650008060643181	0.674995969678409
28	0.282576115080381	0.565152230160762	0.717423884919619
29	0.401878696243562	0.803757392487124	0.598121303756438
30	0.373444972411412	0.746889944822823	0.626555027588588
31	0.332852259774979	0.665704519549958	0.667147740225021
32	0.366784774025291	0.733569548050581	0.633215225974709
33	0.322751524674885	0.645503049349771	0.677248475325115
34	0.310326203054562	0.620652406109123	0.689673796945438
35	0.586652149970297	0.826695700059406	0.413347850029703
36	0.494669434498803	0.989338868997605	0.505330565501197
37	0.439026144242917	0.878052288485834	0.560973855757083
38	0.477972646557321	0.955945293114642	0.522027353442679
39	0.386965183769772	0.773930367539544	0.613034816230228
40	0.318971933349732	0.637943866699464	0.681028066650268
41	0.53452756976567	0.930944860468661	0.46547243023433

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	0	0	OK
10% type I error level	0	0	OK