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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 13:45:23 +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/t1291124627iehudtzgbyj9nci.htm/, Retrieved Mon, 29 Apr 2024 15:18:54 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=103434, Retrieved Mon, 29 Apr 2024 15:18:54 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact107

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] [7d64bf19f34ddcdf2626356c9d5bd60d]
-    D  [Quasi Random-Walk Identification] [] [2010-11-30 13:44:04] [7d64bf19f34ddcdf2626356c9d5bd60d]
-    D      [Quasi Random-Walk Identification] [] [2010-11-30 13:45:23] [5842cf9dd57f9603e676e11284d3404a] [Current]
-    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 
1000
1004.518363
1015.6972
1009.398874
1019.878681
1018.407503
1006.299745
992.3552384
999.6935915
985.9986577
984.3936262
977.7189739
982.2985922
995.0703862
1003.198333
1004.102871
1013.908691
1023.20571
1015.574088
1011.74895
1011.411524
1003.89278
998.6476398
1002.464954
998.6475087
983.8563465
986.192717
988.0268403
977.2913314
970.1987908
980.6976676
986.5061818
978.2642425
980.5179466
980.4859966
973.0446802
978.2161897
983.9504095
996.0629201
1009.369038
1015.096691
1022.717706
1025.038691
1025.776183
1015.026537
1019.0892
1024.839272
1012.641919
1018.779942
1006.642527
1001.431368
1008.971682
998.734187
992.6392779
990.8767305
997.2383992
991.5267512
1003.770819
989.0986475
990.0448706
989.241697
997.6136892
995.2886674
997.589192
1007.381332
1002.328427
1004.08446
1006.424363
1012.951388
1011.205048
996.7439836
1000.968453
1005.824202
1000.474578
998.1547292
991.2593009
987.5979789
976.0949872
961.5525668
946.7821597
942.9539038
941.9928404
929.728395
936.9496113
942.8552303
928.2789783
941.2483952
940.231477
949.4172801
959.529514
948.1182459
934.3940409
945.3169308
945.3586041
940.9717912
944.4217459
932.76663
924.2136317
931.556478
931.9901669
937.5884462
934.6299077
925.1624401
921.5034045
932.4548626
943.0639147
950.9048295
952.8684714
954.1352088
951.103705
945.0440297
959.312695
968.2150084
954.1749122
952.7295436
954.1045853
964.7292199
975.6048731
961.7349749
951.8048586

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)-1.066203
Kurtosis S.E. (small sample)0.440097
TEST 1 (small sample)-2.422654
TEST 1 Prob. (small sample)0.015000
Quasi Random-Walk probability0.886808
Kurtosis (large sample)-1.071928
Kurtosis S.E. (large sample)0.449089
TEST 1 (large sample)-2.386897
TEST 1 Prob. (large sample)0.016800
Quasi Random-Walk probability0.871545

\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)-1.066203 \tabularnewline Kurtosis S.E. (small sample)0.440097 \tabularnewline TEST 1 (small sample)-2.422654 \tabularnewline TEST 1 Prob. (small sample)0.015000 \tabularnewline Quasi Random-Walk probability0.886808 \tabularnewline \tabularnewline Kurtosis (large sample)-1.071928 \tabularnewline Kurtosis S.E. (large sample)0.449089 \tabularnewline TEST 1 (large sample)-2.386897 \tabularnewline TEST 1 Prob. (large sample)0.016800 \tabularnewline Quasi Random-Walk probability0.871545 \tabularnewline \hline \end{tabular} %Source: https://freestatistics.org/blog/index.php?pk=103434&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]-1.066203[/C][/ROW] [ROW][C]Kurtosis S.E. (small sample)[/C]0.440097[/C][/ROW] [ROW][C]TEST 1 (small sample)[/C]-2.422654[/C][/ROW] [ROW][C]TEST 1 Prob. (small sample)[/C]0.015000[/C][/ROW] [ROW][C]Quasi Random-Walk probability[/C]0.886808[/C][/ROW] [ROW][/ROW] [ROW][C]Kurtosis (large sample)[/C]-1.071928[/C][/ROW] [ROW][C]Kurtosis S.E. (large sample)[/C]0.449089[/C][/ROW] [ROW][C]TEST 1 (large sample)[/C]-2.386897[/C][/ROW] [ROW][C]TEST 1 Prob. (large sample)[/C]0.016800[/C][/ROW] [ROW][C]Quasi Random-Walk probability[/C]0.871545[/C][/ROW] [/TABLE] Source: https://freestatistics.org/blog/index.php?pk=103434&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=103434&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)-1.066203
Kurtosis S.E. (small sample)0.440097
TEST 1 (small sample)-2.422654
TEST 1 Prob. (small sample)0.015000
Quasi Random-Walk probability0.886808
Kurtosis (large sample)-1.071928
Kurtosis S.E. (large sample)0.449089
TEST 1 (large sample)-2.386897
TEST 1 Prob. (large sample)0.016800
Quasi Random-Walk probability0.871545


Figures (Output of Computation)

Input Parameters & R Code

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