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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 13:48:23 +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/t12911247988xld05acy0qxei4.htm/, Retrieved Mon, 29 Apr 2024 13:11:47 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=103443, Retrieved Mon, 29 Apr 2024 13:11:47 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact114

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] [7d64bf19f34ddcdf2626356c9d5bd60d]
-    D          [Quasi Random-Walk Identification] [] [2010-11-30 13:48:23] [5842cf9dd57f9603e676e11284d3404a] [Current]
-    D            [Quasi Random-Walk Identification] [] [2010-11-30 13:50:42] [7d64bf19f34ddcdf2626356c9d5bd60d]
-    D              [Quasi Random-Walk Identification] [] [2010-11-30 13:52:44] [7d64bf19f34ddcdf2626356c9d5bd60d]
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Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
10000
9908.13621
10016.68697
9896.567089
10002.01565
9915.200845
9859.797919
9800.489608
9886.402125
9936.055413
9883.837692
9856.428075
9969.409076
9858.65017
9898.270277
9810.168878
9869.166963
9842.191504
9719.034097
9742.97054
9625.60955
9576.16431
9527.294484
9629.563712
9568.47783
9446.864234
9382.568248
9484.527346
9377.658713
9373.643166
9489.789954
9470.230233
9427.037915
9538.113117
9460.50918
9365.068399
9343.994213
9427.247815
9363.698922
9302.853864
9296.376246
9232.516043
9114.297137
9139.250057
9254.71107
9250.151748
9275.88625
9317.259272
9194.535518
9227.387366
9168.21502
9089.433017
9174.216121
9131.908261
9179.254521
9219.697674
9214.737622
9304.901269
9354.91166
9309.787225
9195.544416
9269.752157
9366.80567
9332.187731
9402.242164
9459.663472
9447.155584
9410.021744
9521.41218
9539.718885
9632.69508
9554.737918
9490.284095
9542.117761
9653.385754
9719.1779
9666.671509
9554.243996
9456.464543
9467.286365
9551.231196
9526.254216
9530.163628
9477.332825
9428.84315
9514.583961
9627.913072
9685.948297
9702.727355
9792.679779
9768.272
9862.309173
9954.212365
9838.293917
9956.044173
9934.141557
9881.386992
9831.632624
9746.817417
9829.497033
9878.839829
9777.270376
9816.507773
9719.816977
9672.340866
9712.28136
9770.709059
9891.972206
9870.171649
9819.725393
9939.882783
10058.44081
9969.673934
9992.994516
10077.26925
10042.28241
9989.378889
9976.689965
9911.598857
9954.662161

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)-1.297451
Kurtosis S.E. (small sample)0.440097
TEST 1 (small sample)-2.948103
TEST 1 Prob. (small sample)0.003200
Quasi Random-Walk probability0.952645
Kurtosis (large sample)-1.293574
Kurtosis S.E. (large sample)0.449089
TEST 1 (large sample)-2.880442
TEST 1 Prob. (large sample)0.003800
Quasi Random-Walk probability0.950434

\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)-1.297451 \tabularnewline Kurtosis S.E. (small sample)0.440097 \tabularnewline TEST 1 (small sample)-2.948103 \tabularnewline TEST 1 Prob. (small sample)0.003200 \tabularnewline Quasi Random-Walk probability0.952645 \tabularnewline \tabularnewline Kurtosis (large sample)-1.293574 \tabularnewline Kurtosis S.E. (large sample)0.449089 \tabularnewline TEST 1 (large sample)-2.880442 \tabularnewline TEST 1 Prob. (large sample)0.003800 \tabularnewline Quasi Random-Walk probability0.950434 \tabularnewline \hline \end{tabular} %Source: https://freestatistics.org/blog/index.php?pk=103443&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]-1.297451[/C][/ROW] [ROW][C]Kurtosis S.E. (small sample)[/C]0.440097[/C][/ROW] [ROW][C]TEST 1 (small sample)[/C]-2.948103[/C][/ROW] [ROW][C]TEST 1 Prob. (small sample)[/C]0.003200[/C][/ROW] [ROW][C]Quasi Random-Walk probability[/C]0.952645[/C][/ROW] [ROW][/ROW] [ROW][C]Kurtosis (large sample)[/C]-1.293574[/C][/ROW] [ROW][C]Kurtosis S.E. (large sample)[/C]0.449089[/C][/ROW] [ROW][C]TEST 1 (large sample)[/C]-2.880442[/C][/ROW] [ROW][C]TEST 1 Prob. (large sample)[/C]0.003800[/C][/ROW] [ROW][C]Quasi Random-Walk probability[/C]0.950434[/C][/ROW] [/TABLE] Source: https://freestatistics.org/blog/index.php?pk=103443&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=103443&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)-1.297451
Kurtosis S.E. (small sample)0.440097
TEST 1 (small sample)-2.948103
TEST 1 Prob. (small sample)0.003200
Quasi Random-Walk probability0.952645
Kurtosis (large sample)-1.293574
Kurtosis S.E. (large sample)0.449089
TEST 1 (large sample)-2.880442
TEST 1 Prob. (large sample)0.003800
Quasi Random-Walk probability0.950434


Figures (Output of Computation)

Input Parameters & R Code

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