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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 13:40:02 +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/t1291124467m2pbziq70a9nidm.htm/, Retrieved Mon, 29 Apr 2024 10:10:14 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=103427, Retrieved Mon, 29 Apr 2024 10:10:14 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact118

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 13:40:02] [5842cf9dd57f9603e676e11284d3404a] [Current]
-    D    [Quasi Random-Walk Identification] [] [2010-11-30 13:44:04] [7d64bf19f34ddcdf2626356c9d5bd60d]
-    D      [Quasi Random-Walk Identification] [] [2010-11-30 13:45:23] [7d64bf19f34ddcdf2626356c9d5bd60d]
-    D        [Quasi Random-Walk Identification] [] [2010-11-30 13:46:48] [7d64bf19f34ddcdf2626356c9d5bd60d]
-    D          [Quasi Random-Walk Identification] [] [2010-11-30 13:48:23] [7d64bf19f34ddcdf2626356c9d5bd60d]
-    D            [Quasi Random-Walk Identification] [] [2010-11-30 13:50:42] [7d64bf19f34ddcdf2626356c9d5bd60d]
-    D              [Quasi Random-Walk Identification] [] [2010-11-30 13:52:44] [7d64bf19f34ddcdf2626356c9d5bd60d]
-    D          [Quasi Random-Walk Identification] [] [2010-11-30 14:01:52] [7d64bf19f34ddcdf2626356c9d5bd60d]
-    D            [Quasi Random-Walk Identification] [] [2010-11-30 14:03:28] [7d64bf19f34ddcdf2626356c9d5bd60d]
-    D              [Quasi Random-Walk Identification] [] [2010-11-30 14:04:50] [7d64bf19f34ddcdf2626356c9d5bd60d]
-    D                [Quasi Random-Walk Identification] [] [2010-11-30 14:12:36] [7d64bf19f34ddcdf2626356c9d5bd60d]
-    D                [Quasi Random-Walk Identification] [] [2010-11-30 14:14:25] [7d64bf19f34ddcdf2626356c9d5bd60d]
-    D                [Quasi Random-Walk Identification] [] [2010-11-30 14:15:42] [7d64bf19f34ddcdf2626356c9d5bd60d]
-    D                  [Quasi Random-Walk Identification] [] [2010-11-30 14:20:21] [7d64bf19f34ddcdf2626356c9d5bd60d]
-    D                    [Quasi Random-Walk Identification] [] [2010-11-30 14:21:56] [7d64bf19f34ddcdf2626356c9d5bd60d]
-    D                    [Quasi Random-Walk Identification] [] [2010-11-30 14:24:48] [7d64bf19f34ddcdf2626356c9d5bd60d]
-    D                      [Quasi Random-Walk Identification] [] [2010-11-30 14:25:59] [7d64bf19f34ddcdf2626356c9d5bd60d]
-    D                        [Quasi Random-Walk Identification] [] [2010-11-30 14:32:25] [7d64bf19f34ddcdf2626356c9d5bd60d]
-    D                          [Quasi Random-Walk Identification] [] [2010-11-30 14:34:35] [7d64bf19f34ddcdf2626356c9d5bd60d]
-    D                            [Quasi Random-Walk Identification] [] [2010-11-30 14:35:35] [7d64bf19f34ddcdf2626356c9d5bd60d]
- RM D                [Bias-Reduced Logistic Regression] [] [2010-11-30 14:56:19] [7d64bf19f34ddcdf2626356c9d5bd60d]
-    D                  [Bias-Reduced Logistic Regression] [] [2010-11-30 20:56:05] [7d64bf19f34ddcdf2626356c9d5bd60d]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
4000
3942.878099
3990.950424
3951.518765
3935.469098
3953.954088
3937.303107
3850.280423
3842.769917
3924.353476
3998.754787
3936.292409
3935.542969
4017.56045
3953.506383
3920.783906
3995.596674
3974.059403
3898.782215
3843.789198
3799.639013
3842.930858
3854.411663
3849.659275
3818.718759
3794.176124
3803.223729
3902.022344
3845.487325
3857.326595
3773.066868
3700.551816
3772.491441
3733.815814
3742.743108
3659.960531
3694.540184
3743.581052
3816.207104
3718.935219
3654.016472
3729.263522
3772.805335
3839.224601
3785.100054
3870.184967
3931.377787
3948.327822
3856.88853
3873.865928
3851.165922
3756.669556
3750.121636
3685.269858
3618.218932
3553.342289
3642.095065
3725.376885
3678.395999
3721.375205
3662.427172
3576.056882
3575.701562
3528.370814
3535.360042
3618.833382
3652.771361
3599.931094
3697.933254
3619.415857
3542.318551
3611.945734
3662.770289
3652.994292
3685.196739
3587.690746
3623.597171
3702.869523
3678.894822
3665.625382
3588.72262
3568.959453
3517.160895
3445.786333
3518.486415
3548.251417
3512.605194
3473.310527
3402.655626
3343.137463
3257.521209
3262.558371
3174.790746
3251.209262
3199.718394
3150.176466
3241.160436
3236.996761
3187.807652
3143.840124
3181.012125
3089.498494
3176.390778
3187.783746
3120.38815
3070.500556
3166.701563
3199.06012
3234.716248
3255.812059
3280.040767
3272.442438
3291.52049
3299.333237
3270.58597
3185.944404
3163.38881
3087.163335
3119.038242
3204.773613

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)-1.122841
Kurtosis S.E. (small sample)0.440097
TEST 1 (small sample)-2.551350
TEST 1 Prob. (small sample)0.010400
Quasi Random-Walk probability0.918800
Kurtosis (large sample)-1.126215
Kurtosis S.E. (large sample)0.449089
TEST 1 (large sample)-2.507778
TEST 1 Prob. (large sample)0.012000
Quasi Random-Walk probability0.908735

\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)-1.122841 \tabularnewline Kurtosis S.E. (small sample)0.440097 \tabularnewline TEST 1 (small sample)-2.551350 \tabularnewline TEST 1 Prob. (small sample)0.010400 \tabularnewline Quasi Random-Walk probability0.918800 \tabularnewline \tabularnewline Kurtosis (large sample)-1.126215 \tabularnewline Kurtosis S.E. (large sample)0.449089 \tabularnewline TEST 1 (large sample)-2.507778 \tabularnewline TEST 1 Prob. (large sample)0.012000 \tabularnewline Quasi Random-Walk probability0.908735 \tabularnewline \hline \end{tabular} %Source: https://freestatistics.org/blog/index.php?pk=103427&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]-1.122841[/C][/ROW] [ROW][C]Kurtosis S.E. (small sample)[/C]0.440097[/C][/ROW] [ROW][C]TEST 1 (small sample)[/C]-2.551350[/C][/ROW] [ROW][C]TEST 1 Prob. (small sample)[/C]0.010400[/C][/ROW] [ROW][C]Quasi Random-Walk probability[/C]0.918800[/C][/ROW] [ROW][/ROW] [ROW][C]Kurtosis (large sample)[/C]-1.126215[/C][/ROW] [ROW][C]Kurtosis S.E. (large sample)[/C]0.449089[/C][/ROW] [ROW][C]TEST 1 (large sample)[/C]-2.507778[/C][/ROW] [ROW][C]TEST 1 Prob. (large sample)[/C]0.012000[/C][/ROW] [ROW][C]Quasi Random-Walk probability[/C]0.908735[/C][/ROW] [/TABLE] Source: https://freestatistics.org/blog/index.php?pk=103427&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=103427&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)-1.122841
Kurtosis S.E. (small sample)0.440097
TEST 1 (small sample)-2.551350
TEST 1 Prob. (small sample)0.010400
Quasi Random-Walk probability0.918800
Kurtosis (large sample)-1.126215
Kurtosis S.E. (large sample)0.449089
TEST 1 (large sample)-2.507778
TEST 1 Prob. (large sample)0.012000
Quasi Random-Walk probability0.908735


Figures (Output of Computation)

Input Parameters & R Code

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