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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 14:01:52 +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/t1291125609ke8v122f9muiuhe.htm/, Retrieved Mon, 29 Apr 2024 10:11:58 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=103468, Retrieved Mon, 29 Apr 2024 10:11:58 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact111

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 14:01:52] [5842cf9dd57f9603e676e11284d3404a] [Current]
-    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 
3300
3255.415949
3216.580669
3236.427671
3274.970294
3323.208984
3296.508718
3294.330194
3320.17539
3366.97865
3342.932225
3304.12709
3320.02234
3348.411369
3378.195796
3412.190957
3399.790796
3438.946219
3405.485558
3409.472639
3387.723823
3413.734551
3386.227332
3358.960387
3391.428739
3384.243123
3335.448115
3340.807449
3295.954526
3316.534583
3354.407857
3328.955793
3285.368267
3333.41023
3374.663722
3346.343289
3332.497802
3377.102675
3362.693749
3373.76769
3352.071046
3390.462752
3356.540295
3325.228314
3331.391199
3378.224594
3350.129797
3352.261176
3305.664624
3302.062545
3347.174914
3316.877182
3283.991484
3234.681277
3280.271732
3245.258036
3196.887965
3175.550255
3139.033927
3133.307604
3116.226458
3083.417222
3085.052555
3066.785668
3088.818147
3090.934558
3097.340092
3127.21485
3148.348559
3123.634539
3128.381701
3171.393371
3210.131036
3173.878172
3155.633794
3198.724452
3213.214946
3245.490319
3243.053066
3227.927545
3201.314259
3153.366112
3175.751312
3141.933588
3139.196069
3175.158537
3183.686261
3155.596553
3107.703539
3071.549954
3028.323708
3024.491482
3009.334505
2973.795903
2970.322493
2979.092754
2932.957304
2957.834305
2995.996816
3011.14801
3032.163719
3048.56836
3079.686398
3111.070122
3151.753295
3122.330541
3082.588187
3094.067047
3049.079708
3049.562765
3014.797701
3008.229687
3024.899617
3061.419725
3046.530382
3039.423073
3059.680666
3030.631784
3062.690548
3032.947763

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)-1.350699
Kurtosis S.E. (small sample)0.440097
TEST 1 (small sample)-3.069094
TEST 1 Prob. (small sample)0.002200
Quasi Random-Walk probability0.956122
Kurtosis (large sample)-1.344611
Kurtosis S.E. (large sample)0.449089
TEST 1 (large sample)-2.994088
TEST 1 Prob. (large sample)0.002600
Quasi Random-Walk probability0.954762

\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)-1.350699 \tabularnewline Kurtosis S.E. (small sample)0.440097 \tabularnewline TEST 1 (small sample)-3.069094 \tabularnewline TEST 1 Prob. (small sample)0.002200 \tabularnewline Quasi Random-Walk probability0.956122 \tabularnewline \tabularnewline Kurtosis (large sample)-1.344611 \tabularnewline Kurtosis S.E. (large sample)0.449089 \tabularnewline TEST 1 (large sample)-2.994088 \tabularnewline TEST 1 Prob. (large sample)0.002600 \tabularnewline Quasi Random-Walk probability0.954762 \tabularnewline \hline \end{tabular} %Source: https://freestatistics.org/blog/index.php?pk=103468&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]-1.350699[/C][/ROW] [ROW][C]Kurtosis S.E. (small sample)[/C]0.440097[/C][/ROW] [ROW][C]TEST 1 (small sample)[/C]-3.069094[/C][/ROW] [ROW][C]TEST 1 Prob. (small sample)[/C]0.002200[/C][/ROW] [ROW][C]Quasi Random-Walk probability[/C]0.956122[/C][/ROW] [ROW][/ROW] [ROW][C]Kurtosis (large sample)[/C]-1.344611[/C][/ROW] [ROW][C]Kurtosis S.E. (large sample)[/C]0.449089[/C][/ROW] [ROW][C]TEST 1 (large sample)[/C]-2.994088[/C][/ROW] [ROW][C]TEST 1 Prob. (large sample)[/C]0.002600[/C][/ROW] [ROW][C]Quasi Random-Walk probability[/C]0.954762[/C][/ROW] [/TABLE] Source: https://freestatistics.org/blog/index.php?pk=103468&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=103468&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)-1.350699
Kurtosis S.E. (small sample)0.440097
TEST 1 (small sample)-3.069094
TEST 1 Prob. (small sample)0.002200
Quasi Random-Walk probability0.956122
Kurtosis (large sample)-1.344611
Kurtosis S.E. (large sample)0.449089
TEST 1 (large sample)-2.994088
TEST 1 Prob. (large sample)0.002600
Quasi Random-Walk probability0.954762


Figures (Output of Computation)

Input Parameters & R Code

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