| Multiple Linear Regression - Estimated Regression Equation |
| FACEBOOK[t] = + 110.838361984403 + 0.535322028869228LINKEDIN[t] -0.042428875298038NASDAQ[t] -717.351597184499INFLATION[t] -0.205419350395299CONS.CONF[t] + 59.045863714208FED.FUNDS.RATE[t] + 0.564451898134325M1[t] + 0.634429972449484M2[t] + 0.0914513267850999M3[t] + 0.392307210111445M4[t] + 0.137855005342375M5[t] + 0.134247654018534M6[t] -0.136634019141963M7[t] -0.449345608683153M8[t] -0.974464299508926M9[t] -1.43833710203499M10[t] -0.881095681795309M11[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) | 110.838361984403 | 10.974792 | 10.0994 | 0 | 0 |
| 0.535322028869228 | 0.058186 | 9.2001 | 0 | 0 | |
| NASDAQ | -0.042428875298038 | 0.004839 | -8.7689 | 0 | 0 |
| INFLATION | -717.351597184499 | 147.45621 | -4.8648 | 4e-06 | 2e-06 |
| CONS.CONF | -0.205419350395299 | 0.065745 | -3.1245 | 0.002282 | 0.001141 |
| FED.FUNDS.RATE | 59.045863714208 | 15.623095 | 3.7794 | 0.000257 | 0.000128 |
| M1 | 0.564451898134325 | 0.98886 | 0.5708 | 0.569303 | 0.284651 |
| M2 | 0.634429972449484 | 0.991475 | 0.6399 | 0.52359 | 0.261795 |
| M3 | 0.0914513267850999 | 0.995768 | 0.0918 | 0.926994 | 0.463497 |
| M4 | 0.392307210111445 | 0.994963 | 0.3943 | 0.694135 | 0.347067 |
| M5 | 0.137855005342375 | 0.990979 | 0.1391 | 0.88962 | 0.44481 |
| M6 | 0.134247654018534 | 0.993337 | 0.1351 | 0.892744 | 0.446372 |
| M7 | -0.136634019141963 | 1.030189 | -0.1326 | 0.894731 | 0.447365 |
| M8 | -0.449345608683153 | 1.026853 | -0.4376 | 0.662546 | 0.331273 |
| M9 | -0.974464299508926 | 1.014664 | -0.9604 | 0.338989 | 0.169494 |
| M10 | -1.43833710203499 | 1.009988 | -1.4241 | 0.15727 | 0.078635 |
| M11 | -0.881095681795309 | 1.005353 | -0.8764 | 0.382737 | 0.191369 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.883825369911781 |
| R-squared | 0.781147284499697 |
| Adjusted R-squared | 0.749022115251946 |
| F-TEST (value) | 24.3157406728491 |
| F-TEST (DF numerator) | 16 |
| F-TEST (DF denominator) | 109 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 2.24436335530696 |
| Sum Squared Residuals | 549.051188900272 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 27.72 | 28.9075658100432 | -1.18756581004317 |
| 2 | 26.9 | 28.8115334618907 | -1.91153346189067 |
| 3 | 25.86 | 28.523057248472 | -2.66305724847202 |
| 4 | 26.81 | 25.4500928733635 | 1.35990712663648 |
| 5 | 26.31 | 26.3390043904902 | -0.0290043904902507 |
| 6 | 27.1 | 26.9035404146337 | 0.196459585366294 |
| 7 | 27 | 27.6439362828623 | -0.643936282862303 |
| 8 | 27.4 | 25.4171920986502 | 1.9828079013498 |
| 9 | 27.27 | 27.0931369056466 | 0.176863094353402 |
| 10 | 28.29 | 27.3549132325184 | 0.935086767481617 |
| 11 | 30.01 | 28.9466301551742 | 1.06336984482579 |
| 12 | 31.41 | 29.9676090303007 | 1.44239096969928 |
| 13 | 31.91 | 29.16759271712 | 2.74240728287995 |
| 14 | 31.6 | 28.5803636883166 | 3.01963631168335 |
| 15 | 31.84 | 30.0067763721451 | 1.8332236278549 |
| 16 | 33.05 | 31.3880784963184 | 1.66192150368155 |
| 17 | 32.06 | 31.4864511061139 | 0.573548893886067 |
| 18 | 33.1 | 31.9369434871024 | 1.16305651289757 |
| 19 | 32.23 | 29.504412751877 | 2.72558724812298 |
| 20 | 31.36 | 28.9868064811319 | 2.37319351886806 |
| 21 | 31.09 | 23.1784081588619 | 7.91159184113808 |
| 22 | 30.77 | 28.8785376361377 | 1.89146236386229 |
| 23 | 31.2 | 28.2781059143501 | 2.92189408564992 |
| 24 | 31.47 | 28.9969078324727 | 2.47309216752731 |
| 25 | 31.73 | 31.5390754613168 | 0.190924538683168 |
| 26 | 32.17 | 28.697264552538 | 3.47273544746198 |
| 27 | 31.47 | 27.556530996049 | 3.91346900395096 |
| 28 | 30.97 | 29.2959903846495 | 1.67400961535047 |
| 29 | 30.81 | 32.4622684325412 | -1.65226843254124 |
| 30 | 30.72 | 31.7637827981842 | -1.04378279818421 |
| 31 | 28.24 | 30.1175809913592 | -1.87758099135923 |
| 32 | 28.09 | 28.9958453764593 | -0.90584537645929 |
| 33 | 29.11 | 26.9109818310166 | 2.19901816898338 |
| 34 | 29 | 25.8498413192517 | 3.15015868074829 |
| 35 | 28.76 | 26.8502754275943 | 1.90972457240572 |
| 36 | 28.75 | 28.7104413337871 | 0.0395586662129045 |
| 37 | 28.45 | 30.3699804672265 | -1.91998046722645 |
| 38 | 29.34 | 30.3829535773041 | -1.04295357730407 |
| 39 | 26.84 | 26.8609746895703 | -0.0209746895702863 |
| 40 | 23.7 | 25.8025795736318 | -2.10257957363184 |
| 41 | 23.15 | 26.4747258332043 | -3.32472583320435 |
| 42 | 21.71 | 25.3297676324521 | -3.61976763245212 |
| 43 | 20.88 | 21.5496736205697 | -0.669673620569653 |
| 44 | 20.04 | 20.5396835676485 | -0.49968356764853 |
| 45 | 21.09 | 25.5780047887862 | -4.48800478878622 |
| 46 | 21.92 | 25.8076514087128 | -3.8876514087128 |
| 47 | 20.72 | 22.0770930378105 | -1.35709303781055 |
| 48 | 20.72 | 22.2062658436313 | -1.48626584363129 |
| 49 | 21.01 | 22.6177649619739 | -1.60776496197388 |
| 50 | 21.8 | 22.4276011041779 | -0.627601104177924 |
| 51 | 21.6 | 21.6428874762806 | -0.0428874762806458 |
| 52 | 20.38 | 20.6584847667695 | -0.27848476676952 |
| 53 | 21.2 | 20.0637511051614 | 1.13624889483864 |
| 54 | 19.87 | 19.6674981077711 | 0.202501892228919 |
| 55 | 19.05 | 17.3862294694524 | 1.66377053054763 |
| 56 | 20.01 | 17.9247432175604 | 2.08525678243957 |
| 57 | 19.15 | 19.0266632879174 | 0.123336712082606 |
| 58 | 19.43 | 18.5370695280108 | 0.892930471989246 |
| 59 | 19.44 | 19.7991008621696 | -0.35910086216959 |
| 60 | 19.4 | 19.8188374488806 | -0.418837448880602 |
| 61 | 19.15 | 20.0034894782991 | -0.853489478299135 |
| 62 | 19.34 | 21.4261880571757 | -2.08618805717566 |
| 63 | 19.1 | 21.5090022895694 | -2.40900228956936 |
| 64 | 19.08 | 22.9058317726612 | -3.82583177266122 |
| 65 | 18.05 | 21.24912141454 | -3.19912141454003 |
| 66 | 17.72 | 17.5289424073538 | 0.191057592646174 |
| 67 | 18.58 | 21.8483943870703 | -3.26839438707026 |
| 68 | 18.96 | 21.8280396432165 | -2.86803964321652 |
| 69 | 18.98 | 20.6544613795847 | -1.67446137958472 |
| 70 | 18.81 | 20.9014848209172 | -2.09148482091724 |
| 71 | 19.43 | 21.4906197176418 | -2.06061971764184 |
| 72 | 20.93 | 22.8400423466566 | -1.91004234665657 |
| 73 | 20.71 | 21.6000215801068 | -0.890021580106819 |
| 74 | 22 | 23.0801691467315 | -1.08016914673154 |
| 75 | 21.52 | 21.7815756498101 | -0.261575649810096 |
| 76 | 21.87 | 22.1354043155118 | -0.265404315511806 |
| 77 | 23.29 | 21.6641340858429 | 1.62586591415711 |
| 78 | 22.59 | 22.6780986289407 | -0.0880986289407461 |
| 79 | 22.86 | 21.6791621391782 | 1.18083786082183 |
| 80 | 20.79 | 22.6957499309537 | -1.90574993095373 |
| 81 | 20.28 | 21.9024807834439 | -1.62248078344389 |
| 82 | 20.62 | 22.0368738569089 | -1.41687385690893 |
| 83 | 20.32 | 20.4548677190581 | -0.134867719058072 |
| 84 | 21.66 | 19.6708508077707 | 1.9891491922293 |
| 85 | 21.99 | 20.7810484047234 | 1.20895159527659 |
| 86 | 22.27 | 21.6095904219519 | 0.660409578048107 |
| 87 | 21.83 | 21.9799042645198 | -0.14990426451977 |
| 88 | 21.94 | 21.2471352238737 | 0.692864776126283 |
| 89 | 20.91 | 19.8694498033715 | 1.04055019662846 |
| 90 | 20.4 | 20.4169698943254 | -0.0169698943253979 |
| 91 | 20.22 | 20.1216275847039 | 0.0983724152961021 |
| 92 | 19.64 | 19.7871732926413 | -0.147173292641267 |
| 93 | 19.75 | 20.3208374679478 | -0.570837467947773 |
| 94 | 19.51 | 18.2831556875007 | 1.22684431249931 |
| 95 | 19.52 | 18.2243912732112 | 1.29560872678878 |
| 96 | 19.48 | 17.7126991272589 | 1.76730087274105 |
| 97 | 19.88 | 16.6193604353121 | 3.26063956468786 |
| 98 | 18.97 | 17.7208137468129 | 1.24918625318708 |
| 99 | 19 | 19.4706932400148 | -0.470693240014826 |
| 100 | 19.32 | 18.9997273764861 | 0.320272623513898 |
| 101 | 19.5 | 18.183375976177 | 1.31662402382303 |
| 102 | 23.22 | 21.5631641854809 | 1.65683581451913 |
| 103 | 22.56 | 19.5346489335303 | 3.02535106646972 |
| 104 | 21.94 | 18.5179657284167 | 3.42203427158332 |
| 105 | 21.11 | 20.9026682837788 | 0.207331716221205 |
| 106 | 21.21 | 20.8576887415241 | 0.352311258475863 |
| 107 | 21.18 | 22.3963262226555 | -1.21632622265547 |
| 108 | 21.25 | 23.3971165923416 | -2.14711659234157 |
| 109 | 21.17 | 21.1642431624888 | 0.0057568375111814 |
| 110 | 20.47 | 22.8326189444627 | -2.36261894446269 |
| 111 | 19.99 | 21.457683627175 | -1.46768362717503 |
| 112 | 19.21 | 20.9735901779081 | -1.76359017790807 |
| 113 | 20.07 | 22.5544080446488 | -2.48440804464878 |
| 114 | 19.86 | 23.554260610652 | -3.69426061065198 |
| 115 | 22.36 | 24.5943338393968 | -2.23433383939681 |
| 116 | 22.17 | 25.7068006633214 | -3.5368006633214 |
| 117 | 23.56 | 25.8223571130161 | -2.26235711301607 |
| 118 | 22.92 | 23.9727837685176 | -1.05278376851764 |
| 119 | 23.1 | 25.1625896703347 | -2.06258967033469 |
| 120 | 24.32 | 26.0692296368998 | -1.7492296368998 |
| 121 | 23.99 | 24.9398575213893 | -0.949857521389288 |
| 122 | 25.94 | 25.230903298638 | 0.709096701362018 |
| 123 | 26.15 | 24.4109141463938 | 1.73908585360617 |
| 124 | 26.36 | 23.8330850388262 | 2.52691496117378 |
| 125 | 27.32 | 22.3233098079087 | 4.99669019209134 |
| 126 | 28 | 22.9470318331036 | 5.05296816689637 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 20 | 0.116711676385035 | 0.233423352770071 | 0.883288323614965 |
| 21 | 0.0631511213805686 | 0.126302242761137 | 0.936848878619431 |
| 22 | 0.0239710949796031 | 0.0479421899592062 | 0.976028905020397 |
| 23 | 0.00888070674109352 | 0.017761413482187 | 0.991119293258906 |
| 24 | 0.00334125652348075 | 0.00668251304696151 | 0.996658743476519 |
| 25 | 0.00337701096663207 | 0.00675402193326413 | 0.996622989033368 |
| 26 | 0.0142910100413093 | 0.0285820200826187 | 0.985708989958691 |
| 27 | 0.0552501690388806 | 0.110500338077761 | 0.944749830961119 |
| 28 | 0.0387094193405462 | 0.0774188386810923 | 0.961290580659454 |
| 29 | 0.027914623198807 | 0.0558292463976139 | 0.972085376801193 |
| 30 | 0.0184262805728305 | 0.036852561145661 | 0.98157371942717 |
| 31 | 0.0232774691345601 | 0.0465549382691203 | 0.97672253086544 |
| 32 | 0.037633461108096 | 0.075266922216192 | 0.962366538891904 |
| 33 | 0.0337678090038147 | 0.0675356180076293 | 0.966232190996185 |
| 34 | 0.0608779642464338 | 0.121755928492868 | 0.939122035753566 |
| 35 | 0.0725888070661383 | 0.145177614132277 | 0.927411192933862 |
| 36 | 0.0665990439863181 | 0.133198087972636 | 0.933400956013682 |
| 37 | 0.0640806195137605 | 0.128161239027521 | 0.93591938048624 |
| 38 | 0.0630315597824151 | 0.12606311956483 | 0.936968440217585 |
| 39 | 0.0924101636515062 | 0.184820327303012 | 0.907589836348494 |
| 40 | 0.448265122557915 | 0.89653024511583 | 0.551734877442085 |
| 41 | 0.668026488399942 | 0.663947023200116 | 0.331973511600058 |
| 42 | 0.770676859951 | 0.458646280098 | 0.229323140049 |
| 43 | 0.721999414064507 | 0.556001171870986 | 0.278000585935493 |
| 44 | 0.6722683337113 | 0.6554633325774 | 0.3277316662887 |
| 45 | 0.884113987497394 | 0.231772025005213 | 0.115886012502606 |
| 46 | 0.890959001212596 | 0.218081997574808 | 0.109040998787404 |
| 47 | 0.865783841986206 | 0.268432316027589 | 0.134216158013794 |
| 48 | 0.831652362898516 | 0.336695274202967 | 0.168347637101484 |
| 49 | 0.791045148109002 | 0.417909703781995 | 0.208954851890998 |
| 50 | 0.756367660102822 | 0.487264679794355 | 0.243632339897178 |
| 51 | 0.726120756216581 | 0.547758487566837 | 0.273879243783419 |
| 52 | 0.691760622227819 | 0.616478755544362 | 0.308239377772181 |
| 53 | 0.71565176835905 | 0.568696463281899 | 0.28434823164095 |
| 54 | 0.669834650284465 | 0.66033069943107 | 0.330165349715535 |
| 55 | 0.620253484010956 | 0.759493031978089 | 0.379746515989044 |
| 56 | 0.608919185260368 | 0.782161629479264 | 0.391080814739632 |
| 57 | 0.588101399064721 | 0.823797201870558 | 0.411898600935279 |
| 58 | 0.574820103904948 | 0.850359792190104 | 0.425179896095052 |
| 59 | 0.570811383485803 | 0.858377233028394 | 0.429188616514197 |
| 60 | 0.565524795383498 | 0.868950409233004 | 0.434475204616502 |
| 61 | 0.550474131473353 | 0.899051737053295 | 0.449525868526647 |
| 62 | 0.596577301691714 | 0.806845396616572 | 0.403422698308286 |
| 63 | 0.651117939152077 | 0.697764121695845 | 0.348882060847923 |
| 64 | 0.684394284846759 | 0.631211430306483 | 0.315605715153241 |
| 65 | 0.749882954743528 | 0.500234090512944 | 0.250117045256472 |
| 66 | 0.989252530479708 | 0.0214949390405833 | 0.0107474695202917 |
| 67 | 0.990595253509725 | 0.0188094929805493 | 0.00940474649027463 |
| 68 | 0.989790793822228 | 0.0204184123555447 | 0.0102092061777724 |
| 69 | 0.986533497520025 | 0.0269330049599496 | 0.0134665024799748 |
| 70 | 0.981764637963547 | 0.0364707240729068 | 0.0182353620364534 |
| 71 | 0.974109860137505 | 0.0517802797249906 | 0.0258901398624953 |
| 72 | 0.963329850933545 | 0.0733402981329102 | 0.0366701490664551 |
| 73 | 0.953265034197969 | 0.0934699316040609 | 0.0467349658020305 |
| 74 | 0.937475275628952 | 0.125049448742095 | 0.0625247243710477 |
| 75 | 0.920166631979833 | 0.159666736040335 | 0.0798333680201675 |
| 76 | 0.899845849339076 | 0.200308301321848 | 0.100154150660924 |
| 77 | 0.90372587688228 | 0.192548246235441 | 0.0962741231177205 |
| 78 | 0.877627734367179 | 0.244744531265641 | 0.122372265632821 |
| 79 | 0.852826852075826 | 0.294346295848349 | 0.147173147924174 |
| 80 | 0.834154166210836 | 0.331691667578327 | 0.165845833789164 |
| 81 | 0.811989031861501 | 0.376021936276998 | 0.188010968138499 |
| 82 | 0.772490594592225 | 0.45501881081555 | 0.227509405407775 |
| 83 | 0.764209129552023 | 0.471581740895954 | 0.235790870447977 |
| 84 | 0.724640428097784 | 0.550719143804432 | 0.275359571902216 |
| 85 | 0.688360335040787 | 0.623279329918426 | 0.311639664959213 |
| 86 | 0.634523723159932 | 0.730952553680137 | 0.365476276840068 |
| 87 | 0.609183457843254 | 0.781633084313492 | 0.390816542156746 |
| 88 | 0.57982239070021 | 0.840355218599579 | 0.42017760929979 |
| 89 | 0.612006714100458 | 0.775986571799084 | 0.387993285899542 |
| 90 | 0.718818093355442 | 0.562363813289117 | 0.281181906644558 |
| 91 | 0.831187270059272 | 0.337625459881456 | 0.168812729940728 |
| 92 | 0.931665524279163 | 0.136668951441674 | 0.0683344757208372 |
| 93 | 0.987232509154667 | 0.0255349816906655 | 0.0127674908453328 |
| 94 | 0.978354887112173 | 0.043290225775653 | 0.0216451128878265 |
| 95 | 0.963944299628987 | 0.072111400742027 | 0.0360557003710135 |
| 96 | 0.942641228302472 | 0.114717543395057 | 0.0573587716975285 |
| 97 | 0.921086357544005 | 0.157827284911989 | 0.0789136424559945 |
| 98 | 0.890043220383406 | 0.219913559233189 | 0.109956779616594 |
| 99 | 0.898963069058589 | 0.202073861882823 | 0.101036930941411 |
| 100 | 0.948176606022016 | 0.103646787955968 | 0.0518233939779839 |
| 101 | 0.962498869840994 | 0.0750022603180126 | 0.0375011301590063 |
| 102 | 0.932289781157813 | 0.135420437684373 | 0.0677102188421867 |
| 103 | 0.917575222284967 | 0.164849555430066 | 0.0824247777150329 |
| 104 | 0.888588885117571 | 0.222822229764858 | 0.111411114882429 |
| 105 | 0.788954857572687 | 0.422090284854626 | 0.211045142427313 |
| 106 | 0.633763518441823 | 0.732472963116353 | 0.366236481558177 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 2 | 0.0229885057471264 | NOK |
| 5% type I error level | 14 | 0.160919540229885 | NOK |
| 10% type I error level | 23 | 0.264367816091954 | NOK |
