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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 13:46:48 +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/t1291124702qefmmsqkukijxin.htm/, Retrieved Mon, 29 Apr 2024 07:59:49 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=103439, Retrieved Mon, 29 Apr 2024 07:59:49 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact105

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] [7d64bf19f34ddcdf2626356c9d5bd60d]
-    D        [Quasi Random-Walk Identification] [] [2010-11-30 13:46:48] [5842cf9dd57f9603e676e11284d3404a] [Current]
-    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 
100
99.3416644
99.4617205
100.1666838
100.2451158
100.1601901
100.7387356
101.2676895
100.7577446
100.2232814
98.89445345
99.10879223
98.76392414
99.44844328
99.74483861
98.277393
99.12804159
98.98186409
98.00655611
99.14091042
98.26855748
99.52429115
99.7186782
98.42783034
99.64502863
99.38335066
98.07805062
98.36026663
98.63775016
97.43746287
97.04992835
95.70739079
96.28001557
95.66194836
95.2578927
96.661219
97.36281192
97.34082444
98.03575674
98.59985901
98.28229173
97.08797321
98.31980021
97.72676415
97.15360963
96.83704165
96.45686133
95.33990357
94.33170076
93.405877
94.52476292
94.73739963
95.67646716
96.89262383
95.40131773
95.91807226
95.59827971
96.54963534
95.4472075
96.13743818
95.52688447
96.9128924
95.53078812
94.51864002
93.84610957
92.55852201
92.79508494
91.71362939
91.37258295
90.58955476
90.10363574
91.52689246
92.96511963
94.42816387
93.61968159
92.14911302
92.3291861
91.46093392
90.99023742
91.91393077
92.14024408
92.39721297
93.72268636
94.83081985
94.4438215
95.36698117
96.35211881
97.0228447
96.85579525
97.89717556
98.92715868
99.02536663
98.15960173
98.11649902
98.43876398
99.03688501
99.81750268
98.89767857
98.93905491
97.93011225
98.73823438
97.93957283
96.91851767
95.76971923
97.05424199
97.98622783
98.6531856
97.47943214
96.68065478
97.52220629
98.03358568
98.9245155
98.38030657
97.33837156
98.12865285
99.11510789
97.72404749
98.75390599
97.62820161
97.71943899

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)-1.265309
Kurtosis S.E. (small sample)0.440097
TEST 1 (small sample)-2.875069
TEST 1 Prob. (small sample)0.004000
Quasi Random-Walk probability0.949676
Kurtosis (large sample)-1.262767
Kurtosis S.E. (large sample)0.449089
TEST 1 (large sample)-2.811843
TEST 1 Prob. (large sample)0.004800
Quasi Random-Walk probability0.946531

\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)-1.265309 \tabularnewline Kurtosis S.E. (small sample)0.440097 \tabularnewline TEST 1 (small sample)-2.875069 \tabularnewline TEST 1 Prob. (small sample)0.004000 \tabularnewline Quasi Random-Walk probability0.949676 \tabularnewline \tabularnewline Kurtosis (large sample)-1.262767 \tabularnewline Kurtosis S.E. (large sample)0.449089 \tabularnewline TEST 1 (large sample)-2.811843 \tabularnewline TEST 1 Prob. (large sample)0.004800 \tabularnewline Quasi Random-Walk probability0.946531 \tabularnewline \hline \end{tabular} %Source: https://freestatistics.org/blog/index.php?pk=103439&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]-1.265309[/C][/ROW] [ROW][C]Kurtosis S.E. (small sample)[/C]0.440097[/C][/ROW] [ROW][C]TEST 1 (small sample)[/C]-2.875069[/C][/ROW] [ROW][C]TEST 1 Prob. (small sample)[/C]0.004000[/C][/ROW] [ROW][C]Quasi Random-Walk probability[/C]0.949676[/C][/ROW] [ROW][/ROW] [ROW][C]Kurtosis (large sample)[/C]-1.262767[/C][/ROW] [ROW][C]Kurtosis S.E. (large sample)[/C]0.449089[/C][/ROW] [ROW][C]TEST 1 (large sample)[/C]-2.811843[/C][/ROW] [ROW][C]TEST 1 Prob. (large sample)[/C]0.004800[/C][/ROW] [ROW][C]Quasi Random-Walk probability[/C]0.946531[/C][/ROW] [/TABLE] Source: https://freestatistics.org/blog/index.php?pk=103439&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=103439&T=0

As an alternative you can also use a QR Code:  
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)-1.265309
Kurtosis S.E. (small sample)0.440097
TEST 1 (small sample)-2.875069
TEST 1 Prob. (small sample)0.004000
Quasi Random-Walk probability0.949676
Kurtosis (large sample)-1.262767
Kurtosis S.E. (large sample)0.449089
TEST 1 (large sample)-2.811843
TEST 1 Prob. (large sample)0.004800
Quasi Random-Walk probability0.946531


Figures (Output of Computation)

Input Parameters & R Code

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