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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 13:52:44 +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/t1291125066awjhluabp66ctzy.htm/, Retrieved Mon, 29 Apr 2024 11:30:32 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=103452, Retrieved Mon, 29 Apr 2024 11:30:32 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact109

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

Dataseries X:
Download CSV
Histogram
Boxplots 
14000
14028.57233
14079.71759
14019.55742
14028.7707
13954.67948
13947.08779
14031.37111
14020.06168
13992.47018
14058.5939
14101.95652
14008.51451
13956.75749
13893.28556
13977.78845
13922.93937
13892.4049
13855.57283
13770.14002
13776.71712
13812.75643
13797.08934
13772.84866
13747.33837
13653.06066
13593.96692
13676.58772
13737.69036
13669.07739
13663.30453
13610.33181
13607.51618
13597.48672
13540.44104
13537.01637
13545.60223
13509.64008
13567.6191
13621.85811
13545.3895
13589.44253
13676.5283
13588.14854
13652.83012
13732.84941
13644.58766
13668.23458
13746.90306
13792.2346
13835.60437
13812.3983
13747.8574
13733.85669
13675.22107
13656.99729
13723.60291
13699.59275
13738.09476
13708.61994
13678.68157
13696.2289
13670.82115
13583.50267
13671.04417
13658.32896
13624.58331
13650.81749
13738.88701
13711.98227
13722.75363
13750.55227
13803.27156
13801.66554
13871.25164
13918.56225
13998.32105
13951.72961
14019.51798
14011.35104
14046.06238
13988.47926
13906.83514
13922.2638
13889.37339
13914.94761
13921.65149
14002.63107
13945.36327
13960.64547
13889.32127
13856.68467
13774.82129
13836.89609
13915.77958
13872.7702
13919.95948
14008.09813
14060.02358
14062.11886
14082.17139
14060.36959
13987.12081
14053.12675
14139.738
14191.07144
14179.09642
14214.66558
14181.66079
14083.86045
14028.94636
13959.9544
14032.21653
13960.88066
14013.55319
13952.68537
14012.10894
14053.24814
14123.5782
14077.41863

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)-1.234773
Kurtosis S.E. (small sample)0.440097
TEST 1 (small sample)-2.805685
TEST 1 Prob. (small sample)0.005000
Quasi Random-Walk probability0.945716
Kurtosis (large sample)-1.233499
Kurtosis S.E. (large sample)0.449089
TEST 1 (large sample)-2.746671
TEST 1 Prob. (large sample)0.006000
Quasi Random-Walk probability0.941464

\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)-1.234773 \tabularnewline Kurtosis S.E. (small sample)0.440097 \tabularnewline TEST 1 (small sample)-2.805685 \tabularnewline TEST 1 Prob. (small sample)0.005000 \tabularnewline Quasi Random-Walk probability0.945716 \tabularnewline \tabularnewline Kurtosis (large sample)-1.233499 \tabularnewline Kurtosis S.E. (large sample)0.449089 \tabularnewline TEST 1 (large sample)-2.746671 \tabularnewline TEST 1 Prob. (large sample)0.006000 \tabularnewline Quasi Random-Walk probability0.941464 \tabularnewline \hline \end{tabular} %Source: https://freestatistics.org/blog/index.php?pk=103452&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]-1.234773[/C][/ROW] [ROW][C]Kurtosis S.E. (small sample)[/C]0.440097[/C][/ROW] [ROW][C]TEST 1 (small sample)[/C]-2.805685[/C][/ROW] [ROW][C]TEST 1 Prob. (small sample)[/C]0.005000[/C][/ROW] [ROW][C]Quasi Random-Walk probability[/C]0.945716[/C][/ROW] [ROW][/ROW] [ROW][C]Kurtosis (large sample)[/C]-1.233499[/C][/ROW] [ROW][C]Kurtosis S.E. (large sample)[/C]0.449089[/C][/ROW] [ROW][C]TEST 1 (large sample)[/C]-2.746671[/C][/ROW] [ROW][C]TEST 1 Prob. (large sample)[/C]0.006000[/C][/ROW] [ROW][C]Quasi Random-Walk probability[/C]0.941464[/C][/ROW] [/TABLE] Source: https://freestatistics.org/blog/index.php?pk=103452&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=103452&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)-1.234773
Kurtosis S.E. (small sample)0.440097
TEST 1 (small sample)-2.805685
TEST 1 Prob. (small sample)0.005000
Quasi Random-Walk probability0.945716
Kurtosis (large sample)-1.233499
Kurtosis S.E. (large sample)0.449089
TEST 1 (large sample)-2.746671
TEST 1 Prob. (large sample)0.006000
Quasi Random-Walk probability0.941464


Figures (Output of Computation)

Input Parameters & R Code

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