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I am doing a research trying to find if there's a correlation between twitter sentiments and sales and I'm doing it on two different companies. They are in the same industry and direct competitors. The time span is quarterly from Q1 2014 to Q4 2021 (28 data points each). I found the quarterly sales numbers easily because they are public companies. For twitter, I collected the tweets with Twitter Premium API v1.1 full archive search. I will not say the method of sentiment analysis.

My H0 is "there is no correlation between twitter sentiments and sales" and my H1 is "there i correlation between twitter sentiments and sales".

For company A, my p-value is < 0.05 and for company B, my p-value is > 0.05. How should I write the conclusion when I reject the H0 for one company and fail to reject the H0 for the other?

Thank you.

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In my opinion your conclusion should be that the results are inconclusive, more experiments are needed.

This illustrates the issue of significance tests, which are often over-interpreted. Obviously you should mention the p-values, this is especially important if these values are both close to 0.05.

If you want to go further you could also do an analysis of the statistical power of the test.

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