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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 13:46:55 +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/t12911247082z7qisjqtmob6o0.htm/, Retrieved Mon, 29 Apr 2024 10:29:43 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=103441, Retrieved Mon, 29 Apr 2024 10:29:43 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact110

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] [alt 3m 120] [2010-11-30 12:43:52] [6e6854a111a7f2438dd668bfaa6f3aa0]
-    D  [Quasi Random-Walk Identification] [alt 3m 500] [2010-11-30 12:48:25] [6e6854a111a7f2438dd668bfaa6f3aa0]
-    D    [Quasi Random-Walk Identification] [alt american expr...] [2010-11-30 12:53:38] [6e6854a111a7f2438dd668bfaa6f3aa0]
-    D      [Quasi Random-Walk Identification] [alt american expr...] [2010-11-30 12:56:16] [6e6854a111a7f2438dd668bfaa6f3aa0]
-    D        [Quasi Random-Walk Identification] [alt at&t 120] [2010-11-30 12:59:02] [6e6854a111a7f2438dd668bfaa6f3aa0]
-    D          [Quasi Random-Walk Identification] [alt at&t 500] [2010-11-30 13:00:54] [6e6854a111a7f2438dd668bfaa6f3aa0]
-    D            [Quasi Random-Walk Identification] [alt bank 120] [2010-11-30 13:03:13] [6e6854a111a7f2438dd668bfaa6f3aa0]
-    D              [Quasi Random-Walk Identification] [alt bank 500] [2010-11-30 13:04:53] [6e6854a111a7f2438dd668bfaa6f3aa0]
-    D                [Quasi Random-Walk Identification] [alt chevron 120] [2010-11-30 13:23:40] [6e6854a111a7f2438dd668bfaa6f3aa0]
-    D                  [Quasi Random-Walk Identification] [alt chevron 500] [2010-11-30 13:25:50] [6e6854a111a7f2438dd668bfaa6f3aa0]
-    D                    [Quasi Random-Walk Identification] [alt cisco 120] [2010-11-30 13:34:04] [6e6854a111a7f2438dd668bfaa6f3aa0]
-    D                      [Quasi Random-Walk Identification] [alt cisco 500] [2010-11-30 13:35:26] [6e6854a111a7f2438dd668bfaa6f3aa0]
-    D                        [Quasi Random-Walk Identification] [alt coca cola 120] [2010-11-30 13:37:09] [6e6854a111a7f2438dd668bfaa6f3aa0]
-                               [Quasi Random-Walk Identification] [alt coca cola 500] [2010-11-30 13:42:36] [6e6854a111a7f2438dd668bfaa6f3aa0]
-    D                            [Quasi Random-Walk Identification] [General Electric] [2010-11-30 13:45:39] [6e6854a111a7f2438dd668bfaa6f3aa0]
-    D                                [Quasi Random-Walk Identification] [alt GE 500] [2010-11-30 13:46:55] [81b44bf7e2a3251743773b0d7e91dd87] [Current]
-    D                                  [Quasi Random-Walk Identification] [alt sim1 120] [2010-11-30 13:50:27] [6e6854a111a7f2438dd668bfaa6f3aa0]
-    D                                    [Quasi Random-Walk Identification] [alt sim1' 120] [2010-11-30 13:55:10] [6e6854a111a7f2438dd668bfaa6f3aa0]
-    D                                      [Quasi Random-Walk Identification] [alt sim 2 120] [2010-11-30 13:56:48] [6e6854a111a7f2438dd668bfaa6f3aa0]
-    D                                        [Quasi Random-Walk Identification] [alt sim 3 120] [2010-11-30 13:58:38] [6e6854a111a7f2438dd668bfaa6f3aa0]
-    D                                          [Quasi Random-Walk Identification] [alt sim 4 120] [2010-11-30 13:59:55] [6e6854a111a7f2438dd668bfaa6f3aa0]
-    D                                            [Quasi Random-Walk Identification] [alt sim 5 120] [2010-11-30 14:01:15] [6e6854a111a7f2438dd668bfaa6f3aa0]
-    D                                              [Quasi Random-Walk Identification] [alt sim 6 120] [2010-11-30 14:02:32] [6e6854a111a7f2438dd668bfaa6f3aa0]
-    D                                                [Quasi Random-Walk Identification] [alt sim 7 120] [2010-11-30 14:03:26] [6e6854a111a7f2438dd668bfaa6f3aa0]
-    D                                                  [Quasi Random-Walk Identification] [alt sim 8 120] [2010-11-30 14:04:32] [6e6854a111a7f2438dd668bfaa6f3aa0]
-    D                                                    [Quasi Random-Walk Identification] [alt sim 9 120 ] [2010-11-30 14:05:40] [6e6854a111a7f2438dd668bfaa6f3aa0]
-    D                                                      [Quasi Random-Walk Identification] [alt sim 10 120] [2010-11-30 14:06:47] [6e6854a111a7f2438dd668bfaa6f3aa0]
-    D                                                        [Quasi Random-Walk Identification] [alt sim 1 500] [2010-11-30 14:11:06] [6e6854a111a7f2438dd668bfaa6f3aa0]
-    D                                                          [Quasi Random-Walk Identification] [alt sim 2 500] [2010-11-30 14:11:56] [6e6854a111a7f2438dd668bfaa6f3aa0]
-    D                                                            [Quasi Random-Walk Identification] [alt sim 3 500] [2010-11-30 14:12:49] [6e6854a111a7f2438dd668bfaa6f3aa0]
-    D                                                              [Quasi Random-Walk Identification] [alt sim 4 500] [2010-11-30 14:13:56] [6e6854a111a7f2438dd668bfaa6f3aa0]
-    D                                                                [Quasi Random-Walk Identification] [alt sim 5 500] [2010-11-30 14:14:50] [6e6854a111a7f2438dd668bfaa6f3aa0]
-    D                                                                  [Quasi Random-Walk Identification] [alt sim 6 500] [2010-11-30 14:15:40] [6e6854a111a7f2438dd668bfaa6f3aa0]
-    D                                                                    [Quasi Random-Walk Identification] [alt sim 7 500] [2010-11-30 14:16:33] [6e6854a111a7f2438dd668bfaa6f3aa0]
-    D                                                                      [Quasi Random-Walk Identification] [alt sim 8 500] [2010-11-30 14:17:30] [6e6854a111a7f2438dd668bfaa6f3aa0]
-    D                                                                        [Quasi Random-Walk Identification] [alt sim 9 500] [2010-11-30 14:18:29] [6e6854a111a7f2438dd668bfaa6f3aa0]
-    D                                                                          [Quasi Random-Walk Identification] [alt sim 10 500] [2010-11-30 14:19:18] [6e6854a111a7f2438dd668bfaa6f3aa0]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
15.97
15.8
15.94
15.76
16.03
16.22
16.04
15.81
15.86
16.2
16.25
16.35
16.55
16.62
16.71
16.73
16.51
16.06
15.94
15.95
16.02
16.08
16.11
16.16
16.06
16.06
16.1
16.05
16.07
16.25
16.3
17.16
17.28
17.19
16.96
17.12
17.05
16.9
16.51
16.1
16.36
16.25
16.36
16.44
16.43
16.66
16.14
16.5
16.52
16.55
16.29
16.23
16.34
16.16
16.25
15.98
15.91
15.7
15.44
15.39
15.15
15.01
14.48
14.52
14.71
14.5
14.57
14.57
14.89
15.03
15.25
15.7
15.58
15.46
15.38
15.5
15.7
16.25
16.38
16.45
16.52
16.48
16.4
16.41
16.12
16.15
16.05
16.18
16.14
15.71
15.21
14.84
14.94
14.62
14.55
15.25
15.2
15.21
14.93
14.95
14.83
14.62
13.97
13.88
14.12
14.42
14.48
15
14.91
15.08
15.39
15.79
16.1
15.95
15.91
15.85
15.79
15.39
15.56
15.68
15.32
15.48
15.41
15.71
16.45
16.35
15.98
16.35
16.66
16.01
15.95
16.01
16.42
16.26
17.26
17.23
17.56
17.64
18.05
18.44
18
18.04
16.88
17.31
18.1
18.58
19.26
18.86
19.49
18.95
18.7
19.3
19.07
18.95
19.03
19
18.94
18.97
19.5
19.35
18.95
18.71
18.52
18.56
18.5
18.6
18.53
18.33
18.2
18.3
18.4
18.34
18.3
18.45
18.33
18.07
18.07
18.19
18.04
18.07
17.29
17.04
16.48
16.51
16.49
16.27
16.35
16.11
16.03
15.9
15.9
16.06
15.92
16.12
15.95
16.25
16.17
16.24
16.15
16.04
15.55
15.77
15.69
15.6
15.6
15.79
16.04
16.68
16.85
16.25
16.08
16.16
16.3
16.35
16.37
16.11
16.02
16.5
16.54
16.44
16.7
16.83
16.77
16.76
16.6
16.25
15.45
15.53
15.45
15.13
15.35
15.44
15.34
15.44
15.41
15.48
15.57
15.59
15.79
15.69
15.75
15.95
15.92
15.61
15.66
15.72
16.08
16.2
16
16.07
16.17
16.02
15.94
16.18
16.12
16.02
15.59
15.76
16.09
16.02
16
15.66
15.75
15.83
15.78
15.85
15.33
14.43
14.19
14.32
14.47
14.26
14.87
14.42
14.93
15.01
15.2
15.34
15.53
15.58
15.84
16.08
16.79
16.84
16.39
16.33
16.18
16.22
16.16
16.08
15.83
15.36
15.97
16.42
16.71
16.76
16.37
16.58
17
17.01
16.76
16.5
16.66
17
16
15.35
14.67
14.8
14.87
14.5
13.87
13.45
13.2
13.34
13.9
14.08
14.19
14.11
14.3
14.2
14.21
13.81
13.53
13.59
13.36
13.92
14.1
14.13
13.99
14.57
14.7
14.31
13.99
13.82
13.72
13.4
13.11
12.26
12.52
12.32
12.03
11.95
11.63
11.47
11.67
11.65
12.4
12.24
11.64
11.46
10.78
10.86
10.71
11.01
11.48
11.46
11.78
11.72
11.76
11.75
11.86
11.7
11.6
11.52
12.1
11.97
12.25
12.78
13.15
13.51
13.46
13.4
13.57
13.56
13.54
13.75
13.5
13.8
13.86
13.48
13.19
12.99
13.39
13.1
13.24
13.77
13.7
13.47
12.86
13.04
12.91
13.68
14.19
14.53
13.96
13.67
13.1
13.1
12.69
12.65
12.22
12
12.09
12.11
11.88
11.8
11.7
11.35
12.39
12.27
11.83
11.51
12.13
11.33
10.64
10.65
11.19
10.94
10.74
10.17
10.11
9.93
10.78
10.9
10.49
10.41
10.43
9.54
10.13
10.32
10
9.66
9.62
9.57
8.49
8.87
7.41
7.06
6.66
6.69
7.01
7.6
8.51
9.1
9.01
9.08
8.85
9.38
10.06
10.86
10.81
11.44
11.68
11.94
11.62
12.64
11.1
10.85
11.26
11.37
11.62
12.13
12.72
13.5
13.06
12.42
12.03
13.48
13.03
12.93
13.96
13.77
14.11
14.94
15.83
16
16.14
16.11
16.86
16.63
17.07
16.2
15.82
15.66
15.97
16.11
16.43
16.07
16.5
15.96
17.39
17.92
16.95
17.11
17.05
18
17.78
18.88
17.85
17.55
18.13

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)5.263025
Kurtosis S.E. (small sample)0.218006
TEST 1 (small sample)24.141644
TEST 1 Prob. (small sample)0.000000
Quasi Random-Walk probability0.962935
Kurtosis (large sample)5.198566
Kurtosis S.E. (large sample)0.219089
TEST 1 (large sample)23.728100
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)5.263025 \tabularnewline Kurtosis S.E. (small sample)0.218006 \tabularnewline TEST 1 (small sample)24.141644 \tabularnewline TEST 1 Prob. (small sample)0.000000 \tabularnewline Quasi Random-Walk probability0.962935 \tabularnewline \tabularnewline Kurtosis (large sample)5.198566 \tabularnewline Kurtosis S.E. (large sample)0.219089 \tabularnewline TEST 1 (large sample)23.728100 \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=103441&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]5.263025[/C][/ROW] [ROW][C]Kurtosis S.E. (small sample)[/C]0.218006[/C][/ROW] [ROW][C]TEST 1 (small sample)[/C]24.141644[/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]5.198566[/C][/ROW] [ROW][C]Kurtosis S.E. (large sample)[/C]0.219089[/C][/ROW] [ROW][C]TEST 1 (large sample)[/C]23.728100[/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=103441&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=103441&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)5.263025
Kurtosis S.E. (small sample)0.218006
TEST 1 (small sample)24.141644
TEST 1 Prob. (small sample)0.000000
Quasi Random-Walk probability0.962935
Kurtosis (large sample)5.198566
Kurtosis S.E. (large sample)0.219089
TEST 1 (large sample)23.728100
TEST 1 Prob. (large sample)0.000000
Quasi Random-Walk probability0.962935


Figures (Output of Computation)

Input Parameters & R Code

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