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Description of Statistical Computation

Author's title

Author*The author of this computation has been verified*
R Software Moduleqrwid.wasp
Title produced by softwareQuasi Random-Walk Identification
Date of computationTue, 30 Nov 2010 08:09:35 +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/30/t1291104625zr99969jezppzhj.htm/, Retrieved Mon, 29 Apr 2024 12:12:54 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=103231, Retrieved Mon, 29 Apr 2024 12:12:54 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact136

Tree of Dependent Computations

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Quasi Random-Walk Identification] [] [2010-11-30 08:02:08] [7d64bf19f34ddcdf2626356c9d5bd60d]
-    D    [Quasi Random-Walk Identification] [] [2010-11-30 08:09:35] [5842cf9dd57f9603e676e11284d3404a] [Current]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
300
295.5377996
296.493828
289.8751992
292.5488725
294.9204103
290.0198072
285.423624
290.5352967
296.4992927
293.1303865
291.3286868
301.0632651
308.5833141
307.2108836
312.7976637
304.7914095
299.5954712
294.511829
292.2878147
294.4702322
292.2192667
289.7132337
282.1893867
274.7152524
275.4686499
278.8117396
275.5219788
271.0084451
267.8200088
258.4141188
267.3947199
270.1046046
268.1088442
271.9726539
262.6738142
262.9960064
271.4724028
262.3875635
264.407828
269.6520497
277.3792183
270.1290731
270.679408
279.7446224
273.4418626
278.2650984
271.4896652
274.1868774
267.7341814
260.0334124
255.0081251
245.8877899
239.3029096
233.4192246
233.9757652
223.9875709
214.1580777
222.9318212
214.0931074
213.3114241
220.6257969
219.3078019
219.5057185
227.4710392
219.1127355
216.4383843
215.8619474
218.901631
215.860352
211.6864635
204.1536248
208.3711095
212.5147483
211.4183535
207.9514433
203.6530823
193.6765852
198.7247652
201.1269468
197.1793918
192.4678246
184.3927088
182.9068327
174.3449865
172.6799303
164.3889674
163.069137
165.2416016
165.2425578
158.8595571
155.6362247
163.5152854
167.9975365
172.4123483
174.505599
176.5472345
171.6759816
175.3274739
180.8599003
179.0458273
187.2615492
178.0928934
176.9511074
167.6976101
173.3272035
165.7902421
169.5183643
167.6330946
176.6260898
181.0590333
181.2229889
175.6579764
165.8962652
160.3574154
167.5396954
168.9381019
166.9155009
167.1776956
166.4176949

Tables (Output of Computation)





Quasi Random-Walk Identification - Financial Time Series - Bias-Reduced Logistic Regression Model
Statistics of (1-B)lnY(t)Value
Kurtosis (small sample)-0.703088
Kurtosis S.E. (small sample)0.440097
TEST 1 (small sample)-1.597575
TEST 1 Prob. (small sample)0.109600
Quasi Random-Walk probability0.004063
Kurtosis (large sample)-0.723892
Kurtosis S.E. (large sample)0.449089
TEST 1 (large sample)-1.611913
TEST 1 Prob. (large sample)0.105200
Quasi Random-Walk probability0.005766

\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)-0.703088 \tabularnewline Kurtosis S.E. (small sample)0.440097 \tabularnewline TEST 1 (small sample)-1.597575 \tabularnewline TEST 1 Prob. (small sample)0.109600 \tabularnewline Quasi Random-Walk probability0.004063 \tabularnewline \tabularnewline Kurtosis (large sample)-0.723892 \tabularnewline Kurtosis S.E. (large sample)0.449089 \tabularnewline TEST 1 (large sample)-1.611913 \tabularnewline TEST 1 Prob. (large sample)0.105200 \tabularnewline Quasi Random-Walk probability0.005766 \tabularnewline \hline \end{tabular} %Source: https://freestatistics.org/blog/index.php?pk=103231&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]-0.703088[/C][/ROW] [ROW][C]Kurtosis S.E. (small sample)[/C]0.440097[/C][/ROW] [ROW][C]TEST 1 (small sample)[/C]-1.597575[/C][/ROW] [ROW][C]TEST 1 Prob. (small sample)[/C]0.109600[/C][/ROW] [ROW][C]Quasi Random-Walk probability[/C]0.004063[/C][/ROW] [ROW][/ROW] [ROW][C]Kurtosis (large sample)[/C]-0.723892[/C][/ROW] [ROW][C]Kurtosis S.E. (large sample)[/C]0.449089[/C][/ROW] [ROW][C]TEST 1 (large sample)[/C]-1.611913[/C][/ROW] [ROW][C]TEST 1 Prob. (large sample)[/C]0.105200[/C][/ROW] [ROW][C]Quasi Random-Walk probability[/C]0.005766[/C][/ROW] [/TABLE] Source: https://freestatistics.org/blog/index.php?pk=103231&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=103231&T=0

As an alternative you can also use a QR Code:  
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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)-0.703088
Kurtosis S.E. (small sample)0.440097
TEST 1 (small sample)-1.597575
TEST 1 Prob. (small sample)0.109600
Quasi Random-Walk probability0.004063
Kurtosis (large sample)-0.723892
Kurtosis S.E. (large sample)0.449089
TEST 1 (large sample)-1.611913
TEST 1 Prob. (large sample)0.105200
Quasi Random-Walk probability0.005766


Figures (Output of Computation)

Input Parameters & R Code

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