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Author*The author of this computation has been verified*
R Software Moduleqrwid.wasp
Title produced by softwareQuasi Random-Walk Identification
Date of computationSun, 28 Nov 2010 15:19:50 +0000
Cite this page as followsStatistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2010/Nov/28/t1290957472v39a3vw3de020a5.htm/, Retrieved Sat, 04 May 2024 18:36:10 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=102599, Retrieved Sat, 04 May 2024 18:36:10 +0000
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Original text written by user:
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User-defined keywords
Estimated Impact126
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Quasi Random-Walk Identification] [Beursspel - QRW -...] [2010-11-28 11:52:59] [1f5baf2b24e732d76900bb8178fc04e7]
-    D    [Quasi Random-Walk Identification] [Beursspel - QRW -...] [2010-11-28 15:19:50] [ee4a783fb13f41eb2e9bc8a0c4f26279] [Current]
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Dataseries X:
0,44
1,39
2,36
3,21
3,57
4,11
4,76
5,76
6,81
6,93
7,12
7,36
8,12
8,74
9,75
10,53
11,53
12,15
13,07
13,74
14,12
14,65
15,18
15,92
16,71
17,27
18,23
19,32
20,17
20,67
21,33
21,69
22,58
23,14
23,59
23,91
24,67
25,57
26,65
26,88
27,63
28,18
29,01
29,12
30,09
30,67
31,04
31,42
31,83
32,16
33,07
33,23
33,47
33,74
33,84
34,43
35,43
36,33
36,62
36,75
36,90
37,22
38,03
38,48
39,57
40,26
40,61
41,39
41,59
42,08
43,15
43,99
44,61
44,85
45,65
46,27
46,96
47,38
48,28
49,00
49,75
50,19
50,31
51,06
51,23
51,72
52,16
52,75
53,06
53,18
54,04
54,21
54,86
55,01
55,49
56,21
57,16
58,15
58,96
59,40
60,30
61,17
61,33
62,08
63,04
63,27
64,06
64,59
65,58
65,95
66,82
67,32
68,26
69,01
69,91
70,33
70,89
71,75
72,74
73,80
74,31
74,95
75,13
75,67
76,65
76,87
77,40
77,78
78,31
79,26
80,34
80,90
81,57
82,16
82,40
83,42
84,02
84,18
84,38
84,49
85,28
85,43
85,97
86,56
86,99
87,71
88,43
88,56
89,55
90,14
90,63
91,64
92,16
92,35
93,24
93,66
93,80
94,65
94,98
95,16
96,11
96,40
97,41
97,71
98,01
98,73
99,18
99,94
101,01
101,80
102,40
102,94
103,27
103,53
104,41
104,91
105,71
106,13
106,79
107,88
108,94
109,50
110,39
110,82
111,40
111,71
111,87
112,19
113,02
113,14
113,55
114,05
114,69
115,00
115,91
116,57
116,92
117,99
118,56
118,92
119,76
120,23
121,25
121,63
122,73
122,86
123,33
123,89
124,55
125,47
126,45
127,25
128,04
128,25
128,47
129,31
129,70
130,76
131,39
132,34
133,23
133,59
133,78
134,78
135,26
135,73
136,49
137,41
137,97
138,40
139,07
139,81
140,23
140,82
141,63
142,01
142,11
142,68
143,51
144,07
145,00
145,99
146,10
147,00
147,86
148,93
149,22
149,84
150,56
151,38
152,26
153,14
153,40
153,67
154,02
155,03
155,43
155,62
156,60
157,52
158,06
158,55
158,84
158,97
159,95
160,26
160,95
161,99
162,10
163,09
163,38
164,06
164,29
165,00
165,19
165,41
165,62
166,38
167,21
167,89
168,64
169,09
169,46
170,39
171,30
171,60
172,20
173,09
173,80
174,77
175,63
175,88
176,00
177,01
177,82
177,98
178,75
178,99
179,79
180,59
180,97
181,92
182,22
182,92
183,37
184,31
184,60
185,59
185,77
186,54
187,33
187,80
188,20
189,18
189,55
189,92
190,10
191,10
192,00
192,39
192,62
193,42
193,54
194,53
195,21
196,17
196,43
196,72
197,58
198,31
198,77
199,18
199,67
199,94
200,95
201,48
201,90
202,35
202,59
203,02
204,12
205,00
206,06
206,17
207,13
207,71
208,22
209,05
209,89
210,93
211,37
211,67
211,81
212,73
213,27
213,73
213,99
214,99
215,36
215,57
216,65
217,34
217,66
217,86
218,30
219,21
219,59
220,35
221,25
221,80
222,85
223,54
224,34
224,89
225,38
225,95
227,01
227,46
227,60
228,15
228,95
229,89
230,33
230,66
231,47
231,85
232,29
232,49
233,15
233,37
233,86
234,78
235,14
236,15
237,07
238,08
238,59
238,86
239,15
239,25
239,81
240,82
241,32
242,06
242,95
243,36
243,68
244,33
244,86
245,35
245,91
246,54
247,26
248,14
248,79
249,21
250,06
250,85
251,28
251,49
251,97
252,38
253,12
253,92
254,99
255,88
256,28
256,46
256,87
257,59
257,95
258,10
259,15
259,48
260,40
261,33
262,20
263,17
263,54
264,11
264,67
265,37
265,50
265,73
266,29
266,76
267,51
268,53
269,38
270,00
270,86
271,19
271,45
271,72
272,78
273,54
274,32
274,70
275,66
276,51
276,86
277,26
277,92
278,97
279,54
279,69
280,23
280,85
281,30
281,83
282,05
282,27
283,23
284,13
285,09
285,91
286,26
287,04
287,22
287,42
287,72
288,07
288,49
289,50
289,96
290,18
290,55
291,37
291,67
292,53
293,50
294,22
294,36
295,10
295,44
296,11
296,96
297,97
298,67
298,89




Quasi Random-Walk Identification - Financial Time Series - Bias-Reduced Logistic Regression Model
Statistics of (1-B)lnY(t)Value
Kurtosis (small sample)259.813246
Kurtosis S.E. (small sample)0.218222
TEST 1 (small sample)1190.589947
TEST 1 Prob. (small sample)0.000000
Quasi Random-Walk probability0.962935
Kurtosis (large sample)257.205200
Kurtosis S.E. (large sample)0.219308
TEST 1 (large sample)1172.801186
TEST 1 Prob. (large sample)0.000000
Quasi Random-Walk probability0.962935

\begin{tabular}{lllllllll}
\hline

Quasi Random-Walk Identification - Financial Time Series - Bias-Reduced Logistic Regression Model \tabularnewline

Statistics of (1-B)lnY(t)Value \tabularnewline Kurtosis (small sample)259.813246 \tabularnewline Kurtosis S.E. (small sample)0.218222 \tabularnewline TEST 1 (small sample)1190.589947 \tabularnewline TEST 1 Prob. (small sample)0.000000 \tabularnewline Quasi Random-Walk probability0.962935 \tabularnewline \tabularnewline Kurtosis (large sample)257.205200 \tabularnewline Kurtosis S.E. (large sample)0.219308 \tabularnewline TEST 1 (large sample)1172.801186 \tabularnewline TEST 1 Prob. (large sample)0.000000 \tabularnewline Quasi Random-Walk probability0.962935 \tabularnewline \hline \end{tabular} %Source: https://freestatistics.org/blog/index.php?pk=102599&T=0

[TABLE]

[ROW][C]Quasi Random-Walk Identification - Financial Time Series - Bias-Reduced Logistic Regression Model[/C][/ROW]

[ROW]
Statistics of (1-B)lnY(t)[/C]Value[/C][/ROW] [ROW][C]Kurtosis (small sample)[/C]259.813246[/C][/ROW] [ROW][C]Kurtosis S.E. (small sample)[/C]0.218222[/C][/ROW] [ROW][C]TEST 1 (small sample)[/C]1190.589947[/C][/ROW] [ROW][C]TEST 1 Prob. (small sample)[/C]0.000000[/C][/ROW] [ROW][C]Quasi Random-Walk probability[/C]0.962935[/C][/ROW] [ROW][/ROW] [ROW][C]Kurtosis (large sample)[/C]257.205200[/C][/ROW] [ROW][C]Kurtosis S.E. (large sample)[/C]0.219308[/C][/ROW] [ROW][C]TEST 1 (large sample)[/C]1172.801186[/C][/ROW] [ROW][C]TEST 1 Prob. (large sample)[/C]0.000000[/C][/ROW] [ROW][C]Quasi Random-Walk probability[/C]0.962935[/C][/ROW] [/TABLE] Source: https://freestatistics.org/blog/index.php?pk=102599&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=102599&T=0

As an alternative you can also use a QR Code:  

The GUIDs for individual cells are displayed in the table below:

Quasi Random-Walk Identification - Financial Time Series - Bias-Reduced Logistic Regression Model
Statistics of (1-B)lnY(t)Value
Kurtosis (small sample)259.813246
Kurtosis S.E. (small sample)0.218222
TEST 1 (small sample)1190.589947
TEST 1 Prob. (small sample)0.000000
Quasi Random-Walk probability0.962935
Kurtosis (large sample)257.205200
Kurtosis S.E. (large sample)0.219308
TEST 1 (large sample)1172.801186
TEST 1 Prob. (large sample)0.000000
Quasi Random-Walk probability0.962935



Parameters (Session):
Parameters (R input):
R code (references can be found in the software module):