| Multiple Linear Regression - Estimated Regression Equation |
| FACEBOOK[t] = + 106.560092453682 -3.82743846730223e-09VOLUME[t] + 0.499709523869405LINKEDIN[t] -0.0401650455929862NASDAQ[t] -735.453385224349INF.CONS.CONF[t] -0.184480024207724FED[t] + 60.8387556425689FUNDS.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) | 106.560092453682 | 10.686727 | 9.9713 | 0 | 0 |
| VOLUME | -3.82743846730223e-09 | 0 | -0.6802 | 0.497675 | 0.248838 |
| 0.499709523869405 | 0.056503 | 8.844 | 0 | 0 | |
| NASDAQ | -0.0401650455929862 | 0.004704 | -8.5389 | 0 | 0 |
| INF.CONS.CONF | -735.453385224349 | 142.627352 | -5.1565 | 1e-06 | 1e-06 |
| FED | -0.184480024207724 | 0.066216 | -2.786 | 0.006212 | 0.003106 |
| FUNDS.RATE | 60.8387556425689 | 15.318942 | 3.9715 | 0.000123 | 6.1e-05 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.873842612627142 |
| R-squared | 0.76360091164303 |
| Adjusted R-squared | 0.751681629877132 |
| F-TEST (value) | 64.0643393319029 |
| F-TEST (DF numerator) | 6 |
| F-TEST (DF denominator) | 119 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 2.23244036439577 |
| Sum Squared Residuals | 593.071007689439 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 27.72 | 28.1757715830042 | -0.455771583004244 |
| 2 | 26.9 | 28.0963982592893 | -1.19639825928935 |
| 3 | 25.86 | 28.29644022118 | -2.43644022117996 |
| 4 | 26.81 | 24.9796839970405 | 1.83031600295945 |
| 5 | 26.31 | 26.1897328157535 | 0.120267184246546 |
| 6 | 27.1 | 26.8474551884321 | 0.252544811567944 |
| 7 | 27 | 27.7252643832042 | -0.725264383204229 |
| 8 | 27.4 | 25.9101567014417 | 1.48984329855833 |
| 9 | 27.27 | 28.0306928033366 | -0.760692803336575 |
| 10 | 28.29 | 28.6992176872835 | -0.409217687283472 |
| 11 | 30.01 | 29.5995811341524 | 0.410418865847585 |
| 12 | 31.41 | 29.6625004808451 | 1.74749951915494 |
| 13 | 31.91 | 28.4159987044337 | 3.49400129556627 |
| 14 | 31.6 | 27.8033897218125 | 3.79661027818753 |
| 15 | 31.84 | 29.7147622649064 | 2.12523773509355 |
| 16 | 33.05 | 30.5072814344422 | 2.54271856555781 |
| 17 | 32.06 | 31.0559755470294 | 1.00402445297063 |
| 18 | 33.1 | 31.4109124051156 | 1.68908759488435 |
| 19 | 32.23 | 29.3095574012247 | 2.92044259877533 |
| 20 | 31.36 | 29.1744257921487 | 2.18557420785127 |
| 21 | 31.09 | 23.844473393497 | 7.24552660650298 |
| 22 | 30.77 | 30.2696246660869 | 0.500375333913147 |
| 23 | 31.2 | 29.1383280262508 | 2.06167197374915 |
| 24 | 31.47 | 28.9819792891253 | 2.48802071087469 |
| 25 | 31.73 | 30.8462949960964 | 0.883705003903623 |
| 26 | 32.17 | 28.105246645701 | 4.06475335429899 |
| 27 | 31.47 | 27.5771709367897 | 3.89282906321026 |
| 28 | 30.97 | 28.9328367725447 | 2.03716322745534 |
| 29 | 30.81 | 32.2018875582021 | -1.39188755820209 |
| 30 | 30.72 | 31.5990557746801 | -0.879055774680141 |
| 31 | 28.24 | 30.2015120840272 | -1.96151208402721 |
| 32 | 28.09 | 29.3593478469227 | -1.26934784692266 |
| 33 | 29.11 | 27.8800266193518 | 1.2299733806482 |
| 34 | 29 | 27.1498497397664 | 1.85015026023361 |
| 35 | 28.76 | 27.5931989400194 | 1.16680105998062 |
| 36 | 28.75 | 28.5819602901381 | 0.168039709861948 |
| 37 | 28.45 | 29.6799166550263 | -1.2299166550263 |
| 38 | 29.34 | 29.6115464400555 | -0.271546440055522 |
| 39 | 26.84 | 26.5823186599905 | 0.257681340009525 |
| 40 | 23.7 | 25.0399529876776 | -1.33995298767764 |
| 41 | 23.15 | 26.2706059001926 | -3.12060590019264 |
| 42 | 21.71 | 25.0491409037633 | -3.33914090376329 |
| 43 | 20.88 | 21.6713051225068 | -0.791305122506769 |
| 44 | 20.04 | 20.9811746527953 | -0.941174652795303 |
| 45 | 21.09 | 26.0487802731609 | -4.9587802731609 |
| 46 | 21.92 | 26.8863069403358 | -4.96630694033582 |
| 47 | 20.72 | 22.777730169055 | -2.057730169055 |
| 48 | 20.72 | 22.1059046667128 | -1.38590466671285 |
| 49 | 21.01 | 22.0122321093334 | -1.00223210933344 |
| 50 | 21.8 | 21.7294666680865 | 0.070533331913472 |
| 51 | 21.6 | 21.5059843772215 | 0.0940156227785253 |
| 52 | 20.38 | 20.2554845595246 | 0.124515440475408 |
| 53 | 21.2 | 19.8967058666408 | 1.30329413335922 |
| 54 | 19.87 | 19.0934742433794 | 0.776525756620592 |
| 55 | 19.05 | 17.3165634542184 | 1.73343654578156 |
| 56 | 20.01 | 18.2194564464021 | 1.79054355359795 |
| 57 | 19.15 | 19.8593620261574 | -0.709362026157445 |
| 58 | 19.43 | 19.9110132916207 | -0.48101329162074 |
| 59 | 19.44 | 20.6454336581908 | -1.20543365819085 |
| 60 | 19.4 | 19.844306845708 | -0.444306845707959 |
| 61 | 19.15 | 19.522035187406 | -0.372035187406018 |
| 62 | 19.34 | 20.7644171653531 | -1.42441716535306 |
| 63 | 19.1 | 21.3820327732817 | -2.28203277328165 |
| 64 | 19.08 | 22.4249557102993 | -3.3449557102993 |
| 65 | 18.05 | 20.9412511647947 | -2.89125116479474 |
| 66 | 17.72 | 17.4401970264594 | 0.279802973540633 |
| 67 | 18.58 | 21.7873862856612 | -3.20738628566116 |
| 68 | 18.96 | 22.0791053312595 | -3.11910533125949 |
| 69 | 18.98 | 21.4533720844894 | -2.47337208448938 |
| 70 | 18.81 | 22.1793767643029 | -3.36937676430293 |
| 71 | 19.43 | 22.1223991058029 | -2.69239910580293 |
| 72 | 20.93 | 22.2706594367269 | -1.3406594367269 |
| 73 | 20.71 | 20.7792907423805 | -0.069290742380535 |
| 74 | 22 | 22.1072497849232 | -0.107249784923172 |
| 75 | 21.52 | 21.489492465044 | 0.0305075349560362 |
| 76 | 21.87 | 21.592617941745 | 0.277382058255039 |
| 77 | 23.29 | 21.1702227301243 | 2.11977726987574 |
| 78 | 22.59 | 22.2629776674605 | 0.327022332539546 |
| 79 | 22.86 | 21.5466935669499 | 1.31330643305009 |
| 80 | 20.79 | 22.74906444279 | -1.95906444279001 |
| 81 | 20.28 | 22.5911341851633 | -2.31113418516332 |
| 82 | 20.62 | 23.2506920977035 | -2.63069209770347 |
| 83 | 20.32 | 21.1465674997956 | -0.826567499795629 |
| 84 | 21.66 | 19.1822457358998 | 2.47775426410017 |
| 85 | 21.99 | 19.9993319808994 | 1.99066801910064 |
| 86 | 22.27 | 20.8449070728641 | 1.42509292713587 |
| 87 | 21.83 | 21.6787582955922 | 0.151241704407787 |
| 88 | 21.94 | 20.5928211737506 | 1.34717882624937 |
| 89 | 20.91 | 19.574942115897 | 1.33505788410303 |
| 90 | 20.4 | 20.1344697794297 | 0.265530220570268 |
| 91 | 20.22 | 20.2146764537522 | 0.00532354624782431 |
| 92 | 19.64 | 20.1552490637983 | -0.515249063798282 |
| 93 | 19.75 | 21.2118189565927 | -1.46181895659272 |
| 94 | 19.51 | 19.7573808559822 | -0.247380855982205 |
| 95 | 19.52 | 19.1657402954025 | 0.354259704597533 |
| 96 | 19.48 | 17.8385811079154 | 1.64141889208462 |
| 97 | 19.88 | 16.1472321216488 | 3.73276787835121 |
| 98 | 18.97 | 17.096779211213 | 1.87322078878697 |
| 99 | 19 | 19.3980680136815 | -0.398068013681477 |
| 100 | 19.32 | 18.6236152673334 | 0.696384732666559 |
| 101 | 19.5 | 17.9607623063013 | 1.53923769369867 |
| 102 | 23.22 | 20.6409890326818 | 2.57901096731821 |
| 103 | 22.56 | 19.5235783817746 | 3.0364216182254 |
| 104 | 21.94 | 19.1182188262001 | 2.82178117379994 |
| 105 | 21.11 | 21.6130376966663 | -0.503037696666303 |
| 106 | 21.21 | 22.4222962583145 | -1.21229625831452 |
| 107 | 21.18 | 23.2997959336264 | -2.11979593362642 |
| 108 | 21.25 | 23.4840352821391 | -2.2340352821391 |
| 109 | 21.17 | 20.819154525729 | 0.350845474271013 |
| 110 | 20.47 | 22.3363818989551 | -1.86638189895505 |
| 111 | 19.99 | 21.5801920822239 | -1.59019208222393 |
| 112 | 19.21 | 20.8110735966654 | -1.60107359666537 |
| 113 | 20.07 | 22.429049075556 | -2.35904907555602 |
| 114 | 19.86 | 23.3606623501511 | -3.5006623501511 |
| 115 | 22.36 | 24.0020845069808 | -1.64208450698081 |
| 116 | 22.17 | 25.9131274219904 | -3.74312742199043 |
| 117 | 23.56 | 26.3938849270176 | -2.83388492701763 |
| 118 | 22.92 | 25.1499662092401 | -2.22996620924015 |
| 119 | 23.1 | 25.8871917686906 | -2.78719176869061 |
| 120 | 24.32 | 25.7401561993856 | -1.42015619938563 |
| 121 | 23.99 | 24.3669102781734 | -0.376910278173443 |
| 122 | 25.94 | 24.2079681220325 | 1.73203187796748 |
| 123 | 26.15 | 24.0991876539144 | 2.05081234608563 |
| 124 | 26.36 | 23.4055389135488 | 2.95446108645123 |
| 125 | 27.32 | 22.0713811620796 | 5.24861883792038 |
| 126 | 28 | 22.5114079053599 | 5.48859209464007 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 10 | 0.0676230610086593 | 0.135246122017319 | 0.932376938991341 |
| 11 | 0.0335757749868742 | 0.0671515499737484 | 0.966424225013126 |
| 12 | 0.0106251295304229 | 0.0212502590608458 | 0.989374870469577 |
| 13 | 0.00589157590178955 | 0.0117831518035791 | 0.99410842409821 |
| 14 | 0.00194458458460815 | 0.00388916916921629 | 0.998055415415392 |
| 15 | 0.00184070421877173 | 0.00368140843754346 | 0.998159295781228 |
| 16 | 0.000661740988808325 | 0.00132348197761665 | 0.999338259011192 |
| 17 | 0.000220034728078714 | 0.000440069456157428 | 0.999779965271921 |
| 18 | 0.000122754486953454 | 0.000245508973906909 | 0.999877245513047 |
| 19 | 6.28315110341741e-05 | 0.000125663022068348 | 0.999937168488966 |
| 20 | 2.504632782798e-05 | 5.00926556559601e-05 | 0.999974953672172 |
| 21 | 5.78253503715609e-05 | 0.000115650700743122 | 0.999942174649628 |
| 22 | 1.96236995548957e-05 | 3.92473991097914e-05 | 0.999980376300445 |
| 23 | 7.6055351612532e-06 | 1.52110703225064e-05 | 0.999992394464839 |
| 24 | 3.70953638145278e-06 | 7.41907276290556e-06 | 0.999996290463619 |
| 25 | 1.41534600922844e-06 | 2.83069201845688e-06 | 0.999998584653991 |
| 26 | 0.000246426666130486 | 0.000492853332260971 | 0.999753573333869 |
| 27 | 0.00333866680225508 | 0.00667733360451016 | 0.996661333197745 |
| 28 | 0.00327255164672266 | 0.00654510329344532 | 0.996727448353277 |
| 29 | 0.00286746865996581 | 0.00573493731993161 | 0.997132531340034 |
| 30 | 0.00232178803163023 | 0.00464357606326046 | 0.99767821196837 |
| 31 | 0.00596226699269894 | 0.0119245339853979 | 0.994037733007301 |
| 32 | 0.0132636700494327 | 0.0265273400988654 | 0.986736329950567 |
| 33 | 0.0158739301624088 | 0.0317478603248176 | 0.984126069837591 |
| 34 | 0.0359706662925727 | 0.0719413325851455 | 0.964029333707427 |
| 35 | 0.0448176564851286 | 0.0896353129702572 | 0.955182343514871 |
| 36 | 0.048270967443143 | 0.0965419348862861 | 0.951729032556857 |
| 37 | 0.0526773518133151 | 0.10535470362663 | 0.947322648186685 |
| 38 | 0.0834458146967725 | 0.166891629393545 | 0.916554185303227 |
| 39 | 0.0973414849941013 | 0.194682969988203 | 0.902658515005899 |
| 40 | 0.143124352600207 | 0.286248705200415 | 0.856875647399793 |
| 41 | 0.486147172127499 | 0.972294344254997 | 0.513852827872501 |
| 42 | 0.679801780291819 | 0.640396439416361 | 0.320198219708181 |
| 43 | 0.644071687929196 | 0.711856624141609 | 0.355928312070804 |
| 44 | 0.5986298496943 | 0.8027403006114 | 0.4013701503057 |
| 45 | 0.703293009486868 | 0.593413981026263 | 0.296706990513132 |
| 46 | 0.80711774383684 | 0.385764512326321 | 0.19288225616316 |
| 47 | 0.783475979859879 | 0.433048040280241 | 0.21652402014012 |
| 48 | 0.751797115440141 | 0.496405769119718 | 0.248202884559859 |
| 49 | 0.730453119649486 | 0.539093760701028 | 0.269546880350514 |
| 50 | 0.735923433110626 | 0.528153133778749 | 0.264076566889374 |
| 51 | 0.747481389785796 | 0.505037220428407 | 0.252518610214204 |
| 52 | 0.733489213754999 | 0.533021572490002 | 0.266510786245001 |
| 53 | 0.76760710171264 | 0.464785796574719 | 0.23239289828736 |
| 54 | 0.778824167072747 | 0.442351665854507 | 0.221175832927253 |
| 55 | 0.753169098139932 | 0.493661803720136 | 0.246830901860068 |
| 56 | 0.71527938287447 | 0.569441234251061 | 0.28472061712553 |
| 57 | 0.691332640841213 | 0.617334718317574 | 0.308667359158787 |
| 58 | 0.672829688022254 | 0.654340623955493 | 0.327170311977746 |
| 59 | 0.666172381650447 | 0.667655236699106 | 0.333827618349553 |
| 60 | 0.65510274809131 | 0.68979450381738 | 0.34489725190869 |
| 61 | 0.652184916437438 | 0.695630167125123 | 0.347815083562562 |
| 62 | 0.672607136397479 | 0.654785727205041 | 0.327392863602521 |
| 63 | 0.727589744187423 | 0.544820511625154 | 0.272410255812577 |
| 64 | 0.814469818705556 | 0.371060362588888 | 0.185530181294444 |
| 65 | 0.949653204841561 | 0.100693590316878 | 0.0503467951584392 |
| 66 | 0.999524279005435 | 0.000951441989129418 | 0.000475720994564709 |
| 67 | 0.999424716990662 | 0.0011505660186758 | 0.0005752830093379 |
| 68 | 0.999312405627348 | 0.00137518874530474 | 0.000687594372652372 |
| 69 | 0.999094417364493 | 0.00181116527101308 | 0.000905582635506538 |
| 70 | 0.998770903171221 | 0.00245819365755755 | 0.00122909682877878 |
| 71 | 0.998248767574075 | 0.00350246485185022 | 0.00175123242592511 |
| 72 | 0.997996984703993 | 0.00400603059201465 | 0.00200301529600733 |
| 73 | 0.997492192057818 | 0.00501561588436414 | 0.00250780794218207 |
| 74 | 0.996717717358121 | 0.00656456528375838 | 0.00328228264187919 |
| 75 | 0.995514532420665 | 0.00897093515867022 | 0.00448546757933511 |
| 76 | 0.994069885647479 | 0.011860228705042 | 0.00593011435252102 |
| 77 | 0.99418045506536 | 0.0116390898692809 | 0.00581954493464047 |
| 78 | 0.992206722523384 | 0.0155865549532327 | 0.00779327747661636 |
| 79 | 0.991556827930726 | 0.0168863441385487 | 0.00844317206927437 |
| 80 | 0.989539758919811 | 0.0209204821603789 | 0.0104602410801894 |
| 81 | 0.986065864792336 | 0.0278682704153283 | 0.0139341352076641 |
| 82 | 0.981035901726771 | 0.0379281965464582 | 0.0189640982732291 |
| 83 | 0.973743632782815 | 0.052512734434371 | 0.0262563672171855 |
| 84 | 0.969032102279625 | 0.0619357954407494 | 0.0309678977203747 |
| 85 | 0.963672460295853 | 0.072655079408295 | 0.0363275397041475 |
| 86 | 0.954509502337598 | 0.0909809953248049 | 0.0454904976624025 |
| 87 | 0.941234274910428 | 0.117531450179144 | 0.058765725089572 |
| 88 | 0.931486976575857 | 0.137026046848286 | 0.0685130234241432 |
| 89 | 0.925771621473818 | 0.148456757052364 | 0.0742283785261818 |
| 90 | 0.928924040735358 | 0.142151918529285 | 0.0710759592646423 |
| 91 | 0.909167651887638 | 0.181664696224723 | 0.0908323481123616 |
| 92 | 0.896085346511604 | 0.207829306976792 | 0.103914653488396 |
| 93 | 0.896210859126928 | 0.207578281746144 | 0.103789140873072 |
| 94 | 0.872583565762572 | 0.254832868474856 | 0.127416434237428 |
| 95 | 0.852161259315126 | 0.295677481369747 | 0.147838740684874 |
| 96 | 0.843428736331752 | 0.313142527336496 | 0.156571263668248 |
| 97 | 0.841065561359417 | 0.317868877281166 | 0.158934438640583 |
| 98 | 0.885591109836503 | 0.228817780326993 | 0.114408890163497 |
| 99 | 0.873349552287854 | 0.253300895424292 | 0.126650447712146 |
| 100 | 0.911323162456672 | 0.177353675086656 | 0.0886768375433278 |
| 101 | 0.971682657476013 | 0.0566346850479733 | 0.0283173425239866 |
| 102 | 0.973860016647237 | 0.0522799667055258 | 0.0261399833527629 |
| 103 | 0.970537353895138 | 0.0589252922097241 | 0.029462646104862 |
| 104 | 0.960784033615732 | 0.0784319327685365 | 0.0392159663842682 |
| 105 | 0.938860364192793 | 0.122279271614414 | 0.0611396358072072 |
| 106 | 0.910152499345337 | 0.179695001309326 | 0.0898475006546628 |
| 107 | 0.966039324309131 | 0.0679213513817389 | 0.0339606756908694 |
| 108 | 0.945644054454989 | 0.108711891090021 | 0.0543559455450106 |
| 109 | 0.972837830884867 | 0.0543243382302668 | 0.0271621691151334 |
| 110 | 0.96852856606026 | 0.0629428678794791 | 0.0314714339397396 |
| 111 | 0.950180401273592 | 0.099639197452815 | 0.0498195987264075 |
| 112 | 0.910632142812545 | 0.17873571437491 | 0.0893678571874551 |
| 113 | 0.87196583714522 | 0.25606832570956 | 0.12803416285478 |
| 114 | 0.913618615618298 | 0.172762768763404 | 0.0863813843817018 |
| 115 | 0.94547032944924 | 0.109059341101521 | 0.0545296705507603 |
| 116 | 0.86960691511884 | 0.26078616976232 | 0.13039308488116 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 27 | 0.252336448598131 | NOK |
| 5% type I error level | 39 | 0.364485981308411 | NOK |
| 10% type I error level | 55 | 0.514018691588785 | NOK |
