| Multiple Linear Regression - Estimated Regression Equation |
| FACEBOOK[t] = + 106.647468849512 -0.0723980587962752REV.GROWTH[t] -3.83991038496243e-09VOLUME[t] + 0.500580592307162LINKEDIN[t] -0.0401856243339012NASDAQ[t] -735.451578545474INF.CONS.CONF[t] -0.186462683285858FED[t] + 60.8989867115308FUNDS.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) | 106.647468849512 | 11.348361 | 9.3976 | 0 | 0 |
| REV.GROWTH | -0.0723980587962752 | 3.056972 | -0.0237 | 0.981146 | 0.490573 |
| VOLUME | -3.83991038496243e-09 | 0 | -0.6767 | 0.499952 | 0.249976 |
| 0.500580592307162 | 0.067619 | 7.4029 | 0 | 0 | |
| NASDAQ | -0.0401856243339012 | 0.004803 | -8.3669 | 0 | 0 |
| INF.CONS.CONF | -735.451578545474 | 143.23011 | -5.1348 | 1e-06 | 1e-06 |
| FED | -0.186462683285858 | 0.106912 | -1.7441 | 0.083751 | 0.041875 |
| FUNDS.RATE | 60.8989867115308 | 15.592485 | 3.9057 | 0.000157 | 7.9e-05 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.873843255565265 |
| R-squared | 0.763602035296901 |
| Adjusted R-squared | 0.749578427221293 |
| F-TEST (value) | 54.4511819768477 |
| F-TEST (DF numerator) | 7 |
| F-TEST (DF denominator) | 118 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 2.24187457257371 |
| Sum Squared Residuals | 593.068188700001 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 27.72 | 28.1697031753911 | -0.449703175391099 |
| 2 | 26.9 | 28.0903911808697 | -1.19039118086971 |
| 3 | 25.86 | 28.2916350720444 | -2.4316350720444 |
| 4 | 26.81 | 24.9727377555131 | 1.83726224448694 |
| 5 | 26.31 | 26.1844233317711 | 0.125576668228913 |
| 6 | 27.1 | 26.8443180609154 | 0.255681939084597 |
| 7 | 27 | 27.72110888364 | -0.721108883639975 |
| 8 | 27.4 | 25.9050154369622 | 1.49498456303781 |
| 9 | 27.27 | 28.0275730287995 | -0.757573028799536 |
| 10 | 28.29 | 28.6981408317578 | -0.408140831757817 |
| 11 | 30.01 | 29.6012636795211 | 0.40873632047885 |
| 12 | 31.41 | 29.6658679166161 | 1.7441320833839 |
| 13 | 31.91 | 28.4189657110396 | 3.49103428896042 |
| 14 | 31.6 | 27.8065937588034 | 3.79340624119665 |
| 15 | 31.84 | 29.7172757308568 | 2.12272426914321 |
| 16 | 33.05 | 30.512524865666 | 2.53747513433402 |
| 17 | 32.06 | 31.0596789763499 | 1.00032102365005 |
| 18 | 33.1 | 31.4165749873284 | 1.6834250126716 |
| 19 | 32.23 | 29.3130443393572 | 2.91695566064283 |
| 20 | 31.36 | 29.1764634626522 | 2.18353653734785 |
| 21 | 31.09 | 23.8441882825748 | 7.24581171742516 |
| 22 | 30.77 | 30.2703227609832 | 0.499677239016759 |
| 23 | 31.2 | 29.1387717600817 | 2.06122823991834 |
| 24 | 31.47 | 28.9821451428081 | 2.4878548571919 |
| 25 | 31.73 | 30.8477877360469 | 0.882212263953098 |
| 26 | 32.17 | 28.1016469574699 | 4.06835304253013 |
| 27 | 31.47 | 27.5719397517628 | 3.8980602482372 |
| 28 | 30.97 | 28.9292665190692 | 2.0407334809308 |
| 29 | 30.81 | 32.2024902136208 | -1.39249021362077 |
| 30 | 30.72 | 31.6002580542083 | -0.88025805420829 |
| 31 | 28.24 | 30.2000710554035 | -1.9600710554035 |
| 32 | 28.09 | 29.3575106046771 | -1.26751060467715 |
| 33 | 29.11 | 27.8777573983111 | 1.2322426016889 |
| 34 | 29 | 27.148852337026 | 1.85114766297405 |
| 35 | 28.76 | 27.5909778409458 | 1.16902215905424 |
| 36 | 28.75 | 28.57926384188 | 0.170736158120026 |
| 37 | 28.45 | 29.6773383095344 | -1.22733830953438 |
| 38 | 29.34 | 29.6083859803816 | -0.268385980381595 |
| 39 | 26.84 | 26.5760077508388 | 0.263992249161187 |
| 40 | 23.7 | 25.0337992469397 | -1.33379924693974 |
| 41 | 23.15 | 26.2665355994828 | -3.11653559948277 |
| 42 | 21.71 | 25.0429320534846 | -3.33293205348463 |
| 43 | 20.88 | 21.6682672844676 | -0.788267284467572 |
| 44 | 20.04 | 20.976349410614 | -0.936349410613996 |
| 45 | 21.09 | 26.0555209774718 | -4.96552097747178 |
| 46 | 21.92 | 26.8959024241429 | -4.97590242414288 |
| 47 | 20.72 | 22.7818528243212 | -2.06185282432119 |
| 48 | 20.72 | 22.108670007448 | -1.388670007448 |
| 49 | 21.01 | 22.0160041410818 | -1.00600414108177 |
| 50 | 21.8 | 21.7327969133054 | 0.0672030866945611 |
| 51 | 21.6 | 21.5090118172196 | 0.090988182780358 |
| 52 | 20.38 | 20.2559767336578 | 0.124023266342199 |
| 53 | 21.2 | 19.8972117299966 | 1.30278827000335 |
| 54 | 19.87 | 19.0935000283105 | 0.776499971689537 |
| 55 | 19.05 | 17.3143569560585 | 1.73564304394148 |
| 56 | 20.01 | 18.2189688306566 | 1.79103116934342 |
| 57 | 19.15 | 19.8614665148512 | -0.711466514851196 |
| 58 | 19.43 | 19.9136447791532 | -0.483644779153202 |
| 59 | 19.44 | 20.6484420942687 | -1.20844209426866 |
| 60 | 19.4 | 19.8467473551887 | -0.446747355188734 |
| 61 | 19.15 | 19.524133776782 | -0.374133776781987 |
| 62 | 19.34 | 20.7688491891692 | -1.4288491891692 |
| 63 | 19.1 | 21.3877957304858 | -2.28779573048584 |
| 64 | 19.08 | 22.4303886883451 | -3.35038868834515 |
| 65 | 18.05 | 20.9452955701708 | -2.8952955701708 |
| 66 | 17.72 | 17.4270546116314 | 0.292945388368555 |
| 67 | 18.58 | 21.7805350529971 | -3.20053505299707 |
| 68 | 18.96 | 22.076136859665 | -3.116136859665 |
| 69 | 18.98 | 21.4498574998347 | -2.46985749983466 |
| 70 | 18.81 | 22.175593150229 | -3.36559315022896 |
| 71 | 19.43 | 22.118410354314 | -2.68841035431402 |
| 72 | 20.93 | 22.2669830630006 | -1.33698306300056 |
| 73 | 20.71 | 20.7753949513772 | -0.0653949513772438 |
| 74 | 22 | 22.1065554324606 | -0.106555432460635 |
| 75 | 21.52 | 21.4883124966697 | 0.0316875033302913 |
| 76 | 21.87 | 21.5916553334131 | 0.278344666586895 |
| 77 | 23.29 | 21.1689776860192 | 2.1210223139808 |
| 78 | 22.59 | 22.2629742044364 | 0.327025795563625 |
| 79 | 22.86 | 21.5461319757316 | 1.3138680242684 |
| 80 | 20.79 | 22.7490311280175 | -1.95903112801754 |
| 81 | 20.28 | 22.5893458376171 | -2.30934583761711 |
| 82 | 20.62 | 23.2484534889397 | -2.62845348893972 |
| 83 | 20.32 | 21.1437455243193 | -0.823745524319324 |
| 84 | 21.66 | 19.1770786038257 | 2.48292139617428 |
| 85 | 21.99 | 19.9903203891391 | 1.99967961086094 |
| 86 | 22.27 | 20.8373602137623 | 1.43263978623773 |
| 87 | 21.83 | 21.6734004288822 | 0.156599571117802 |
| 88 | 21.94 | 20.586647283145 | 1.35335271685497 |
| 89 | 20.91 | 19.5663730895176 | 1.34362691048243 |
| 90 | 20.4 | 20.1257456682241 | 0.274254331775864 |
| 91 | 20.22 | 20.2033235740998 | 0.0166764259001569 |
| 92 | 19.64 | 20.1633390205564 | -0.523339020556448 |
| 93 | 19.75 | 21.2217348905024 | -1.47173489050237 |
| 94 | 19.51 | 19.7645172287168 | -0.254517228716775 |
| 95 | 19.52 | 19.172829325792 | 0.347170674208016 |
| 96 | 19.48 | 17.8451756644144 | 1.63482433558558 |
| 97 | 19.88 | 16.1513536488972 | 3.72864635110283 |
| 98 | 18.97 | 17.1009644696147 | 1.86903553038533 |
| 99 | 19 | 19.4025823486571 | -0.40258234865713 |
| 100 | 19.32 | 18.6278129084381 | 0.692187091561855 |
| 101 | 19.5 | 17.9622623979537 | 1.53773760204627 |
| 102 | 23.22 | 20.6449064064865 | 2.57509359351354 |
| 103 | 22.56 | 19.5271080870128 | 3.03289191298719 |
| 104 | 21.94 | 19.1215154934419 | 2.8184845065581 |
| 105 | 21.11 | 21.5984473903717 | -0.488447390371747 |
| 106 | 21.21 | 22.4271860719972 | -1.2171860719972 |
| 107 | 21.18 | 23.3047945631239 | -2.12479456312392 |
| 108 | 21.25 | 23.4898014894148 | -2.23980148941477 |
| 109 | 21.17 | 20.8213559996551 | 0.348644000344935 |
| 110 | 20.47 | 22.3375132342062 | -1.86751323420619 |
| 111 | 19.99 | 21.577938961323 | -1.58793896132298 |
| 112 | 19.21 | 20.8078917613245 | -1.5978917613245 |
| 113 | 20.07 | 22.4285126712042 | -2.35851267120415 |
| 114 | 19.86 | 23.360717933786 | -3.50071793378603 |
| 115 | 22.36 | 24.0005112877411 | -1.64051128774111 |
| 116 | 22.17 | 25.9152691139489 | -3.74526911394887 |
| 117 | 23.56 | 26.3975009602537 | -2.83750096025372 |
| 118 | 22.92 | 25.1546537967082 | -2.23465379670824 |
| 119 | 23.1 | 25.8934174970121 | -2.79341749701209 |
| 120 | 24.32 | 25.7463629498924 | -1.42636294989242 |
| 121 | 23.99 | 24.3730646545255 | -0.383064654525504 |
| 122 | 25.94 | 24.2137911532975 | 1.72620884670246 |
| 123 | 26.15 | 24.104596042501 | 2.04540395749901 |
| 124 | 26.36 | 23.4111362487152 | 2.94886375128479 |
| 125 | 27.32 | 22.0754250458513 | 5.24457495414868 |
| 126 | 28 | 22.5159082208404 | 5.48409177915961 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 11 | 0.0948084189249253 | 0.189616837849851 | 0.905191581075075 |
| 12 | 0.0327403658944976 | 0.0654807317889952 | 0.967259634105502 |
| 13 | 0.0174539030162908 | 0.0349078060325816 | 0.982546096983709 |
| 14 | 0.00605791714875319 | 0.0121158342975064 | 0.993942082851247 |
| 15 | 0.00337248801038805 | 0.00674497602077611 | 0.996627511989612 |
| 16 | 0.00143351392726971 | 0.00286702785453942 | 0.99856648607273 |
| 17 | 0.00045748314470457 | 0.00091496628940914 | 0.999542516855295 |
| 18 | 0.000196811088368461 | 0.000393622176736921 | 0.999803188911632 |
| 19 | 8.67116116659371e-05 | 0.000173423223331874 | 0.999913288388334 |
| 20 | 3.25567443872876e-05 | 6.51134887745752e-05 | 0.999967443255613 |
| 21 | 3.75542831774507e-05 | 7.51085663549014e-05 | 0.999962445716823 |
| 22 | 1.16401749873882e-05 | 2.32803499747764e-05 | 0.999988359825013 |
| 23 | 4.26095832693228e-06 | 8.52191665386455e-06 | 0.999995739041673 |
| 24 | 1.97009649500278e-06 | 3.94019299000555e-06 | 0.999998029903505 |
| 25 | 6.42801174882117e-07 | 1.28560234976423e-06 | 0.999999357198825 |
| 26 | 7.00428207822077e-05 | 0.000140085641564415 | 0.999929957179218 |
| 27 | 6.15064146407661e-05 | 0.000123012829281532 | 0.999938493585359 |
| 28 | 4.4982897102545e-05 | 8.99657942050899e-05 | 0.999955017102897 |
| 29 | 0.000109497539160764 | 0.000218995078321527 | 0.999890502460839 |
| 30 | 0.000229627660217722 | 0.000459255320435444 | 0.999770372339782 |
| 31 | 0.00298319521922951 | 0.00596639043845903 | 0.99701680478077 |
| 32 | 0.0115173339324028 | 0.0230346678648056 | 0.988482666067597 |
| 33 | 0.0160189091524201 | 0.0320378183048401 | 0.98398109084758 |
| 34 | 0.0354407195370935 | 0.070881439074187 | 0.964559280462907 |
| 35 | 0.0426979933486786 | 0.0853959866973572 | 0.957302006651321 |
| 36 | 0.0456849751637991 | 0.0913699503275982 | 0.954315024836201 |
| 37 | 0.0505117050107785 | 0.101023410021557 | 0.949488294989221 |
| 38 | 0.0876720433367753 | 0.175344086673551 | 0.912327956663225 |
| 39 | 0.118678625502834 | 0.237357251005668 | 0.881321374497166 |
| 40 | 0.182225538069456 | 0.364451076138911 | 0.817774461930544 |
| 41 | 0.580405269467379 | 0.839189461065242 | 0.419594730532621 |
| 42 | 0.754701323724521 | 0.490597352550959 | 0.245298676275479 |
| 43 | 0.737186453558084 | 0.525627092883832 | 0.262813546441916 |
| 44 | 0.714213541388512 | 0.571572917222977 | 0.285786458611488 |
| 45 | 0.786497698190867 | 0.427004603618265 | 0.213502301809133 |
| 46 | 0.857707560856725 | 0.284584878286551 | 0.142292439143276 |
| 47 | 0.838056661569724 | 0.323886676860552 | 0.161943338430276 |
| 48 | 0.81269005678038 | 0.37461988643924 | 0.18730994321962 |
| 49 | 0.805887973412401 | 0.388224053175198 | 0.194112026587599 |
| 50 | 0.808662385562633 | 0.382675228874733 | 0.191337614437366 |
| 51 | 0.819002943128437 | 0.361994113743125 | 0.180997056871563 |
| 52 | 0.811726698138588 | 0.376546603722823 | 0.188273301861412 |
| 53 | 0.842909490981949 | 0.314181018036101 | 0.157090509018051 |
| 54 | 0.842401108392154 | 0.315197783215692 | 0.157598891607846 |
| 55 | 0.814100981541149 | 0.371798036917703 | 0.185899018458851 |
| 56 | 0.781097742177991 | 0.437804515644017 | 0.218902257822009 |
| 57 | 0.76790216804284 | 0.46419566391432 | 0.23209783195716 |
| 58 | 0.75977498621441 | 0.48045002757118 | 0.24022501378559 |
| 59 | 0.762736930007634 | 0.474526139984732 | 0.237263069992366 |
| 60 | 0.761289731776299 | 0.477420536447402 | 0.238710268223701 |
| 61 | 0.76926689458796 | 0.461466210824079 | 0.23073310541204 |
| 62 | 0.787751482645575 | 0.42449703470885 | 0.212248517354425 |
| 63 | 0.826438118988386 | 0.347123762023228 | 0.173561881011614 |
| 64 | 0.884645510289635 | 0.23070897942073 | 0.115354489710365 |
| 65 | 0.962130320864649 | 0.0757393582707026 | 0.0378696791353513 |
| 66 | 0.998228451533931 | 0.00354309693213889 | 0.00177154846606945 |
| 67 | 0.99769210046548 | 0.00461579906904001 | 0.00230789953452 |
| 68 | 0.997384364974857 | 0.00523127005028618 | 0.00261563502514309 |
| 69 | 0.996654327031283 | 0.0066913459374344 | 0.0033456729687172 |
| 70 | 0.995521175232979 | 0.00895764953404216 | 0.00447882476702108 |
| 71 | 0.993730662736349 | 0.0125386745273016 | 0.00626933726365082 |
| 72 | 0.992886113741504 | 0.014227772516991 | 0.0071138862584955 |
| 73 | 0.990670032915293 | 0.0186599341694147 | 0.00932996708470737 |
| 74 | 0.987686930258178 | 0.0246261394836436 | 0.0123130697418218 |
| 75 | 0.986128168621708 | 0.0277436627565832 | 0.0138718313782916 |
| 76 | 0.984305905987547 | 0.0313881880249069 | 0.0156940940124535 |
| 77 | 0.986654668279334 | 0.0266906634413318 | 0.0133453317206659 |
| 78 | 0.983626145116144 | 0.0327477097677115 | 0.0163738548838558 |
| 79 | 0.98320730448926 | 0.0335853910214797 | 0.0167926955107399 |
| 80 | 0.979890153840649 | 0.0402196923187012 | 0.0201098461593506 |
| 81 | 0.973057270611981 | 0.0538854587760372 | 0.0269427293880186 |
| 82 | 0.962366080796902 | 0.0752678384061969 | 0.0376339192030985 |
| 83 | 0.950587173882464 | 0.098825652235071 | 0.0494128261175355 |
| 84 | 0.943191893917995 | 0.113616212164011 | 0.0568081060820055 |
| 85 | 0.942206861558171 | 0.115586276883658 | 0.057793138441829 |
| 86 | 0.936347931851732 | 0.127304136296537 | 0.0636520681482685 |
| 87 | 0.917850406304495 | 0.164299187391009 | 0.0821495936955046 |
| 88 | 0.900532405120296 | 0.198935189759408 | 0.0994675948797041 |
| 89 | 0.882027912660893 | 0.235944174678214 | 0.117972087339107 |
| 90 | 0.873871659377719 | 0.252256681244562 | 0.126128340622281 |
| 91 | 0.856475106727415 | 0.287049786545169 | 0.143524893272585 |
| 92 | 0.881278235899745 | 0.237443528200509 | 0.118721764100255 |
| 93 | 0.874817492292279 | 0.250365015415443 | 0.125182507707721 |
| 94 | 0.846970632558092 | 0.306058734883815 | 0.153029367441907 |
| 95 | 0.823364695670675 | 0.35327060865865 | 0.176635304329325 |
| 96 | 0.813859249292588 | 0.372281501414824 | 0.186140750707412 |
| 97 | 0.811055766034084 | 0.377888467931831 | 0.188944233965916 |
| 98 | 0.865924750270839 | 0.268150499458321 | 0.134075249729161 |
| 99 | 0.846780011007288 | 0.306439977985423 | 0.153219988992712 |
| 100 | 0.896263197845494 | 0.207473604309012 | 0.103736802154506 |
| 101 | 0.981648094713984 | 0.0367038105720317 | 0.0183519052860159 |
| 102 | 0.972137778500011 | 0.0557244429999774 | 0.0278622214999887 |
| 103 | 0.961999825478623 | 0.0760003490427545 | 0.0380001745213773 |
| 104 | 0.94112169281323 | 0.117756614373541 | 0.0588783071867705 |
| 105 | 0.909601849952397 | 0.180796300095206 | 0.0903981500476028 |
| 106 | 0.8721123033592 | 0.2557753932816 | 0.1278876966408 |
| 107 | 0.945636285492872 | 0.108727429014256 | 0.0543637145071282 |
| 108 | 0.915380728824015 | 0.169238542351969 | 0.0846192711759846 |
| 109 | 0.952424928547349 | 0.0951501429053014 | 0.0475750714526507 |
| 110 | 0.943493423494354 | 0.113013153011293 | 0.0565065765056464 |
| 111 | 0.912020968789835 | 0.17595806242033 | 0.0879790312101651 |
| 112 | 0.848924113155668 | 0.302151773688664 | 0.151075886844332 |
| 113 | 0.786289279119142 | 0.427421441761717 | 0.213710720880858 |
| 114 | 0.83097717449816 | 0.33804565100368 | 0.16902282550184 |
| 115 | 0.86448131510214 | 0.271037369795721 | 0.13551868489786 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 22 | 0.20952380952381 | NOK |
| 5% type I error level | 37 | 0.352380952380952 | NOK |
| 10% type I error level | 48 | 0.457142857142857 | NOK |
