| Multiple Linear Regression - Estimated Regression Equation |
| FACEBOOK[t] = + 75.4666021046557 + 2.90780217131153e-09VOLUME[t] + 0.396048966922346LINKEDIN[t] -0.0318437408507976NASDAQ[t] -793.799909436424INF.CONS.CONF[t] + 0.179021825210181FED[t] + 39.4392171796887FUNDS.RATE[t] -0.050684554170759t + 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) | 75.4666021046557 | 13.170011 | 5.7302 | 0 | 0 |
| VOLUME | 2.90780217131153e-09 | 0 | 0.5149 | 0.60759 | 0.303795 |
| 0.396048966922346 | 0.060538 | 6.5422 | 0 | 0 | |
| NASDAQ | -0.0318437408507976 | 0.005002 | -6.3664 | 0 | 0 |
| INF.CONS.CONF | -793.799909436424 | 136.458919 | -5.8171 | 0 | 0 |
| FED | 0.179021825210181 | 0.116481 | 1.5369 | 0.12699 | 0.063495 |
| FUNDS.RATE | 39.4392171796887 | 15.660541 | 2.5184 | 0.013129 | 0.006564 |
| t | -0.050684554170759 | 0.013667 | -3.7085 | 0.000319 | 0.00016 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.887849878745491 |
| R-squared | 0.788277407188384 |
| Adjusted R-squared | 0.775717592360576 |
| F-TEST (value) | 62.7618653615113 |
| F-TEST (DF numerator) | 7 |
| F-TEST (DF denominator) | 118 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 2.12164660428119 |
| Sum Squared Residuals | 531.163348988033 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 27.72 | 29.1241162239348 | -1.40411622393485 |
| 2 | 26.9 | 28.8831954663939 | -1.98319546639389 |
| 3 | 25.86 | 29.0334212875205 | -3.17342128752046 |
| 4 | 26.81 | 26.5543401917806 | 0.255659808219389 |
| 5 | 26.31 | 27.253132953266 | -0.94313295326595 |
| 6 | 27.1 | 27.5029682513327 | -0.402968251332684 |
| 7 | 27 | 28.2934966517293 | -1.2934966517293 |
| 8 | 27.4 | 26.8180427300627 | 0.581957269937321 |
| 9 | 27.27 | 28.3682022983861 | -1.09820229838606 |
| 10 | 28.29 | 28.8455431771785 | -0.555543177178503 |
| 11 | 30.01 | 29.5787981657104 | 0.43120183428956 |
| 12 | 31.41 | 29.6622101030495 | 1.74778989695052 |
| 13 | 31.91 | 28.5511580144542 | 3.35884198554575 |
| 14 | 31.6 | 28.0119629241417 | 3.58803707585833 |
| 15 | 31.84 | 29.4265088293987 | 2.41349117060133 |
| 16 | 33.05 | 30.3100503067252 | 2.73994969327484 |
| 17 | 32.06 | 30.4031524625467 | 1.65684753745333 |
| 18 | 33.1 | 30.7240815126605 | 2.3759184873395 |
| 19 | 32.23 | 29.1179021588994 | 3.1120978411006 |
| 20 | 31.36 | 28.8956623437193 | 2.46433765628069 |
| 21 | 31.09 | 25.1575062880456 | 5.93249371195443 |
| 22 | 30.77 | 30.6556264071196 | 0.114373592880394 |
| 23 | 31.2 | 29.7640958575943 | 1.4359041424057 |
| 24 | 31.47 | 29.5969917889181 | 1.87300821108194 |
| 25 | 31.73 | 31.0297401394107 | 0.700259860589264 |
| 26 | 32.17 | 28.8471479413008 | 3.32285205869916 |
| 27 | 31.47 | 28.3573458423678 | 3.11265415763223 |
| 28 | 30.97 | 29.3738879430882 | 1.59611205691177 |
| 29 | 30.81 | 31.8164660359528 | -1.00646603595277 |
| 30 | 30.72 | 31.180771766364 | -0.46077176636403 |
| 31 | 28.24 | 30.2080818808894 | -1.96808188088937 |
| 32 | 28.09 | 29.6124048423568 | -1.52240484235683 |
| 33 | 29.11 | 28.3958993674415 | 0.714100632558501 |
| 34 | 29 | 28.0109965536784 | 0.989003446321612 |
| 35 | 28.76 | 28.3013276322625 | 0.458672367737477 |
| 36 | 28.75 | 28.9500210267795 | -0.200021026779477 |
| 37 | 28.45 | 29.6768519442175 | -1.22685194421746 |
| 38 | 29.34 | 29.6031909699179 | -0.26319096991785 |
| 39 | 26.84 | 27.5020001173177 | -0.662000117317694 |
| 40 | 23.7 | 26.596584299683 | -2.896584299683 |
| 41 | 23.15 | 26.9643539130803 | -3.8143539130803 |
| 42 | 21.71 | 26.1923439662043 | -4.4823439662043 |
| 43 | 20.88 | 21.3845522018076 | -0.504552201807608 |
| 44 | 20.04 | 20.8569745426461 | -0.816974542646142 |
| 45 | 21.09 | 24.9667870152787 | -3.87678701527868 |
| 46 | 21.92 | 25.2654099779379 | -3.34540997793794 |
| 47 | 20.72 | 22.0992207330757 | -1.37922073307572 |
| 48 | 20.72 | 21.4734370885001 | -0.753437088500082 |
| 49 | 21.01 | 21.2657985513168 | -0.255798551316751 |
| 50 | 21.8 | 21.0510387947897 | 0.748961205210337 |
| 51 | 21.6 | 20.8184037756755 | 0.781596224324486 |
| 52 | 20.38 | 19.8602574279377 | 0.51974257206227 |
| 53 | 21.2 | 19.5768247829596 | 1.62317521704044 |
| 54 | 19.87 | 19.539804544148 | 0.330195455852003 |
| 55 | 19.05 | 17.9135312855694 | 1.1364687144306 |
| 56 | 20.01 | 18.4106700250249 | 1.59932997497507 |
| 57 | 19.15 | 19.4795729527652 | -0.329572952765201 |
| 58 | 19.43 | 19.3467497573065 | 0.0832502426934627 |
| 59 | 19.44 | 19.7771566346812 | -0.337156634681211 |
| 60 | 19.4 | 19.0725942475443 | 0.327405752455717 |
| 61 | 19.15 | 18.713425927989 | 0.436574072010997 |
| 62 | 19.34 | 19.6755199479366 | -0.335519947936558 |
| 63 | 19.1 | 20.0588462048101 | -0.958846204810132 |
| 64 | 19.08 | 20.8334425385433 | -1.75344253854329 |
| 65 | 18.05 | 19.8610318241278 | -1.81103182412778 |
| 66 | 17.72 | 19.1681654676962 | -1.44816546769616 |
| 67 | 18.58 | 22.4733975036189 | -3.8933975036189 |
| 68 | 18.96 | 22.5662970664479 | -3.60629706644792 |
| 69 | 18.98 | 22.0498183742338 | -3.06981837423375 |
| 70 | 18.81 | 22.5061167399034 | -3.69611673990337 |
| 71 | 19.43 | 22.5444860029463 | -3.11448600294634 |
| 72 | 20.93 | 23.0511917612401 | -2.12119176124012 |
| 73 | 20.71 | 21.4823723795334 | -0.77237237953341 |
| 74 | 22 | 22.4424902940288 | -0.442490294028751 |
| 75 | 21.52 | 21.7708681774901 | -0.250868177490094 |
| 76 | 21.87 | 21.7193588966881 | 0.150641103311913 |
| 77 | 23.29 | 21.6701590591338 | 1.61984094086619 |
| 78 | 22.59 | 22.2706222950669 | 0.31937770493315 |
| 79 | 22.86 | 21.7046261888756 | 1.15537381112438 |
| 80 | 20.79 | 22.6845020960528 | -1.8945020960528 |
| 81 | 20.28 | 22.4020280458675 | -2.12202804586753 |
| 82 | 20.62 | 22.7392705359978 | -2.11927053599775 |
| 83 | 20.32 | 21.1476415955619 | -0.827641595561941 |
| 84 | 21.66 | 20.1893352358674 | 1.47066476413261 |
| 85 | 21.99 | 20.7271617555067 | 1.2628382444933 |
| 86 | 22.27 | 21.1285439646753 | 1.14145603532465 |
| 87 | 21.83 | 21.7544019820215 | 0.0755980179785362 |
| 88 | 21.94 | 21.0174826652477 | 0.92251733475234 |
| 89 | 20.91 | 20.1241726833552 | 0.785827316644757 |
| 90 | 20.4 | 20.4679247095823 | -0.0679247095823432 |
| 91 | 20.22 | 20.3634299924265 | -0.143429992426549 |
| 92 | 19.64 | 20.3380126172211 | -0.698012617221082 |
| 93 | 19.75 | 21.020900748768 | -1.270900748768 |
| 94 | 19.51 | 19.7993662282416 | -0.289366228241613 |
| 95 | 19.52 | 19.2879420750368 | 0.23205792496322 |
| 96 | 19.48 | 18.1948842631585 | 1.28511573684154 |
| 97 | 19.88 | 17.0233881770402 | 2.85661182295981 |
| 98 | 18.97 | 17.7733706065036 | 1.19662939349637 |
| 99 | 19 | 19.3567878618923 | -0.356787861892316 |
| 100 | 19.32 | 18.7651206527106 | 0.554879347289427 |
| 101 | 19.5 | 18.4270865990921 | 1.07291340090795 |
| 102 | 23.22 | 21.2524855470088 | 1.96751445299117 |
| 103 | 22.56 | 19.4989890942543 | 3.06101090574573 |
| 104 | 21.94 | 18.7345926340803 | 3.2054073659197 |
| 105 | 21.11 | 21.0163539850739 | 0.0936460149261007 |
| 106 | 21.21 | 22.171570925187 | -0.961570925186961 |
| 107 | 21.18 | 22.9085740433667 | -1.72857404336667 |
| 108 | 21.25 | 22.8769819279593 | -1.62698192795933 |
| 109 | 21.17 | 20.7857142652455 | 0.384285734754529 |
| 110 | 20.47 | 21.9639909831725 | -1.49399098317248 |
| 111 | 19.99 | 21.3189031308589 | -1.32890313085889 |
| 112 | 19.21 | 20.7069758284392 | -1.49697582843916 |
| 113 | 20.07 | 22.0869482030368 | -2.01694820303681 |
| 114 | 19.86 | 22.8004084747079 | -2.94040847470788 |
| 115 | 22.36 | 24.1945706859003 | -1.83457068590027 |
| 116 | 22.17 | 24.7657922503778 | -2.59579225037777 |
| 117 | 23.56 | 25.2639992627244 | -1.70399926272441 |
| 118 | 22.92 | 24.095187998096 | -1.17518799809598 |
| 119 | 23.1 | 24.400475904942 | -1.30047590494203 |
| 120 | 24.32 | 24.4898466199595 | -0.169846619959511 |
| 121 | 23.99 | 22.992689314037 | 0.99731068596299 |
| 122 | 25.94 | 23.374369938616 | 2.565630061384 |
| 123 | 26.15 | 23.0128284937804 | 3.13717150621962 |
| 124 | 26.36 | 22.1948342373424 | 4.16516576265761 |
| 125 | 27.32 | 21.3209794237103 | 5.99902057628971 |
| 126 | 28 | 21.8465781701396 | 6.15342182986041 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 11 | 0.115457653096697 | 0.230915306193394 | 0.884542346903303 |
| 12 | 0.0426467400782933 | 0.0852934801565867 | 0.957353259921707 |
| 13 | 0.0239778352995884 | 0.0479556705991768 | 0.976022164700412 |
| 14 | 0.00874719827217197 | 0.0174943965443439 | 0.991252801727828 |
| 15 | 0.00596512480222927 | 0.0119302496044585 | 0.994034875197771 |
| 16 | 0.00255700978070367 | 0.00511401956140734 | 0.997442990219296 |
| 17 | 0.000877652943522914 | 0.00175530588704583 | 0.999122347056477 |
| 18 | 0.00052112819855909 | 0.00104225639711818 | 0.999478871801441 |
| 19 | 0.000320327747485787 | 0.000640655494971574 | 0.999679672252514 |
| 20 | 0.00014450899244449 | 0.000289017984888979 | 0.999855491007556 |
| 21 | 0.000214079450297976 | 0.000428158900595952 | 0.999785920549702 |
| 22 | 7.62767608232068e-05 | 0.000152553521646414 | 0.999923723239177 |
| 23 | 3.002692099342e-05 | 6.005384198684e-05 | 0.999969973079007 |
| 24 | 1.35558063181392e-05 | 2.71116126362784e-05 | 0.999986444193682 |
| 25 | 5.19015404948624e-06 | 1.03803080989725e-05 | 0.99999480984595 |
| 26 | 4.43838230874964e-05 | 8.87676461749929e-05 | 0.999955616176913 |
| 27 | 3.9600416668836e-05 | 7.92008333376721e-05 | 0.999960399583331 |
| 28 | 2.62563095096713e-05 | 5.25126190193425e-05 | 0.99997374369049 |
| 29 | 6.78684466258649e-05 | 0.00013573689325173 | 0.999932131553374 |
| 30 | 0.000162962314978755 | 0.000325924629957509 | 0.999837037685021 |
| 31 | 0.00437536897451346 | 0.00875073794902692 | 0.995624631025486 |
| 32 | 0.0168762408329572 | 0.0337524816659144 | 0.983123759167043 |
| 33 | 0.020748446052431 | 0.0414968921048619 | 0.979251553947569 |
| 34 | 0.0436520126282078 | 0.0873040252564156 | 0.956347987371792 |
| 35 | 0.0534215572648568 | 0.106843114529714 | 0.946578442735143 |
| 36 | 0.0582264719419655 | 0.116452943883931 | 0.941773528058034 |
| 37 | 0.06669379636899 | 0.13338759273798 | 0.93330620363101 |
| 38 | 0.124365896284903 | 0.248731792569806 | 0.875634103715097 |
| 39 | 0.201781593300741 | 0.403563186601482 | 0.798218406699259 |
| 40 | 0.295613981079566 | 0.591227962159132 | 0.704386018920434 |
| 41 | 0.690196689213492 | 0.619606621573016 | 0.309803310786508 |
| 42 | 0.835707307048769 | 0.328585385902463 | 0.164292692951231 |
| 43 | 0.856049940764536 | 0.287900118470929 | 0.143950059235464 |
| 44 | 0.876997993895104 | 0.246004012209791 | 0.123002006104896 |
| 45 | 0.955626478608377 | 0.0887470427832457 | 0.0443735213916229 |
| 46 | 0.983603336261368 | 0.0327933274772636 | 0.0163966637386318 |
| 47 | 0.982925302765435 | 0.0341493944691291 | 0.0170746972345646 |
| 48 | 0.983370246822145 | 0.0332595063557091 | 0.0166297531778546 |
| 49 | 0.987268866195428 | 0.0254622676091446 | 0.0127311338045723 |
| 50 | 0.995276720141445 | 0.00944655971711038 | 0.00472327985855519 |
| 51 | 0.998966967957117 | 0.00206606408576677 | 0.00103303204288339 |
| 52 | 0.999726838917925 | 0.000546322164149314 | 0.000273161082074657 |
| 53 | 0.999990603861699 | 1.87922766013504e-05 | 9.39613830067519e-06 |
| 54 | 0.999991707367292 | 1.65852654162767e-05 | 8.29263270813833e-06 |
| 55 | 0.999987275380202 | 2.54492395963918e-05 | 1.27246197981959e-05 |
| 56 | 0.999985784748979 | 2.84305020417056e-05 | 1.42152510208528e-05 |
| 57 | 0.999980787185785 | 3.84256284310376e-05 | 1.92128142155188e-05 |
| 58 | 0.999977378319209 | 4.52433615822122e-05 | 2.26216807911061e-05 |
| 59 | 0.999979913148214 | 4.01737035719374e-05 | 2.00868517859687e-05 |
| 60 | 0.99997994874071 | 4.0102518580232e-05 | 2.0051259290116e-05 |
| 61 | 0.999980576093536 | 3.88478129286435e-05 | 1.94239064643217e-05 |
| 62 | 0.99997888509915 | 4.22298016996697e-05 | 2.11149008498348e-05 |
| 63 | 0.999977603338451 | 4.47933230977593e-05 | 2.23966615488796e-05 |
| 64 | 0.999975743305985 | 4.85133880306652e-05 | 2.42566940153326e-05 |
| 65 | 0.999970817963772 | 5.83640724551693e-05 | 2.91820362275847e-05 |
| 66 | 0.999995676523346 | 8.64695330789717e-06 | 4.32347665394858e-06 |
| 67 | 0.999996603110074 | 6.7937798512367e-06 | 3.39688992561835e-06 |
| 68 | 0.999995140835051 | 9.71832989759071e-06 | 4.85916494879536e-06 |
| 69 | 0.999991561291139 | 1.68774177212731e-05 | 8.43870886063657e-06 |
| 70 | 0.999986050086926 | 2.7899826148518e-05 | 1.3949913074259e-05 |
| 71 | 0.99997771283463 | 4.45743307395842e-05 | 2.22871653697921e-05 |
| 72 | 0.999968953728208 | 6.20925435834414e-05 | 3.10462717917207e-05 |
| 73 | 0.999958687137449 | 8.26257251021662e-05 | 4.13128625510831e-05 |
| 74 | 0.999936951118725 | 0.000126097762550078 | 6.30488812750391e-05 |
| 75 | 0.999913095714799 | 0.000173808570401793 | 8.69042852008965e-05 |
| 76 | 0.999911019232998 | 0.000177961534003905 | 8.89807670019523e-05 |
| 77 | 0.999967004131054 | 6.59917378914715e-05 | 3.29958689457357e-05 |
| 78 | 0.99997098071605 | 5.80385679000044e-05 | 2.90192839500022e-05 |
| 79 | 0.999986724844431 | 2.65503111382045e-05 | 1.32751555691023e-05 |
| 80 | 0.999979991263564 | 4.00174728725691e-05 | 2.00087364362845e-05 |
| 81 | 0.999963966581371 | 7.20668372578049e-05 | 3.60334186289025e-05 |
| 82 | 0.999944298906354 | 0.000111402187291453 | 5.57010936457263e-05 |
| 83 | 0.999913089017279 | 0.00017382196544221 | 8.6910982721105e-05 |
| 84 | 0.99988628465171 | 0.000227430696580857 | 0.000113715348290429 |
| 85 | 0.999982881385364 | 3.42372292721592e-05 | 1.71186146360796e-05 |
| 86 | 0.999998224179882 | 3.55164023623082e-06 | 1.77582011811541e-06 |
| 87 | 0.999997847996098 | 4.30400780416551e-06 | 2.15200390208276e-06 |
| 88 | 0.999997377955779 | 5.24408844094079e-06 | 2.62204422047039e-06 |
| 89 | 0.999996217710182 | 7.56457963657064e-06 | 3.78228981828532e-06 |
| 90 | 0.999992979971196 | 1.40400576081064e-05 | 7.02002880405318e-06 |
| 91 | 0.999994632529884 | 1.07349402325151e-05 | 5.36747011625757e-06 |
| 92 | 0.999991908778766 | 1.61824424681978e-05 | 8.0912212340989e-06 |
| 93 | 0.999984536664538 | 3.09266709231121e-05 | 1.5463335461556e-05 |
| 94 | 0.999977369001945 | 4.52619961105892e-05 | 2.26309980552946e-05 |
| 95 | 0.999957254793397 | 8.54904132068802e-05 | 4.27452066034401e-05 |
| 96 | 0.999929391257372 | 0.000141217485255227 | 7.06087426276134e-05 |
| 97 | 0.999897880954593 | 0.000204238090813233 | 0.000102119045406616 |
| 98 | 0.999923384431161 | 0.000153231137678899 | 7.66155688394496e-05 |
| 99 | 0.999886883966356 | 0.000226232067288407 | 0.000113116033644203 |
| 100 | 0.999909223889429 | 0.000181552221141652 | 9.07761105708262e-05 |
| 101 | 0.999990881585081 | 1.82368298376796e-05 | 9.11841491883982e-06 |
| 102 | 0.999982870363665 | 3.42592726692328e-05 | 1.71296363346164e-05 |
| 103 | 0.999962731769431 | 7.45364611386754e-05 | 3.72682305693377e-05 |
| 104 | 0.999967705896381 | 6.45882072382666e-05 | 3.22941036191333e-05 |
| 105 | 0.999902840730976 | 0.000194318538048624 | 9.71592690243122e-05 |
| 106 | 0.999730905126305 | 0.000538189747390151 | 0.000269094873695076 |
| 107 | 0.999412501644383 | 0.00117499671123394 | 0.00058749835561697 |
| 108 | 0.998402729154806 | 0.00319454169038893 | 0.00159727084519447 |
| 109 | 0.996867013863254 | 0.00626597227349169 | 0.00313298613674585 |
| 110 | 0.998472690296301 | 0.00305461940739781 | 0.0015273097036989 |
| 111 | 0.999700472076555 | 0.000599055846889156 | 0.000299527923444578 |
| 112 | 0.999057092969358 | 0.00188581406128389 | 0.000942907030641943 |
| 113 | 0.999478488402208 | 0.0010430231955837 | 0.000521511597791851 |
| 114 | 0.997062371742698 | 0.00587525651460492 | 0.00293762825730246 |
| 115 | 0.989419031701964 | 0.0211619365960718 | 0.0105809682980359 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 81 | 0.771428571428571 | NOK |
| 5% type I error level | 91 | 0.866666666666667 | NOK |
| 10% type I error level | 94 | 0.895238095238095 | NOK |
