FreeStatistics.org

Free Statistics

of Irreproducible Research!

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 14:03:28 +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/t1291125701ftuxvd40mxixrq5.htm/, Retrieved Mon, 29 Apr 2024 11:32:01 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=103472, Retrieved Mon, 29 Apr 2024 11:32:01 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact123

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] [7d64bf19f34ddcdf2626356c9d5bd60d]
-    D            [Quasi Random-Walk Identification] [] [2010-11-30 14:03:28] [5842cf9dd57f9603e676e11284d3404a] [Current]
-    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]
Feedback Forum

Post a new message

Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
5000
5050.869633
5083.801841
5153.283038
5170.378313
5105.345201
5057.41886
5015.08844
4930.296076
5026.752177
4964.386074
4909.160116
4977.288654
4909.923288
4956.935218
4903.365173
4834.219523
4797.047784
4775.667719
4844.315344
4874.91003
4787.581865
4779.934418
4716.624331
4790.525305
4814.259912
4754.10397
4804.860844
4730.382159
4717.48147
4662.086366
4669.035028
4754.108814
4706.020706
4674.979198
4658.59595
4600.981239
4609.172543
4698.23404
4613.459595
4685.901024
4775.440171
4781.672913
4835.692088
4800.274823
4809.586544
4902.261385
4904.143652
4832.149547
4820.310982
4796.025894
4734.440732
4748.836694
4773.846363
4836.065735
4934.7894
4942.162769
4998.290637
5072.340867
5161.915867
5120.257922
5039.841476
5112.199545
5183.060538
5151.134036
5243.22256
5286.878543
5274.558854
5325.153177
5254.266926
5322.666106
5313.270517
5281.457781
5290.844782
5322.846475
5253.742465
5225.522904
5323.48042
5406.505561
5438.683193
5497.478178
5565.290675
5594.089958
5674.10903
5583.68289
5550.82793
5524.525984
5455.383147
5445.842683
5391.219458
5378.78418
5294.182541
5263.757762
5304.268439
5401.891796
5403.147279
5375.512737
5418.936764
5328.572579
5304.179625
5383.239655
5474.065263
5514.623862
5482.893748
5503.701009
5494.075734
5406.521075
5374.476245
5304.472819
5243.087638
5221.494007
5192.702414
5272.739677
5360.963185
5446.297272
5354.63336
5365.618792
5295.809994
5345.872872
5255.659702

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)-1.297828
Kurtosis S.E. (small sample)0.440097
TEST 1 (small sample)-2.948959
TEST 1 Prob. (small sample)0.003200
Quasi Random-Walk probability0.952645
Kurtosis (large sample)-1.293935
Kurtosis S.E. (large sample)0.449089
TEST 1 (large sample)-2.881247
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)-1.297828 \tabularnewline Kurtosis S.E. (small sample)0.440097 \tabularnewline TEST 1 (small sample)-2.948959 \tabularnewline TEST 1 Prob. (small sample)0.003200 \tabularnewline Quasi Random-Walk probability0.952645 \tabularnewline \tabularnewline Kurtosis (large sample)-1.293935 \tabularnewline Kurtosis S.E. (large sample)0.449089 \tabularnewline TEST 1 (large sample)-2.881247 \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=103472&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]-1.297828[/C][/ROW] [ROW][C]Kurtosis S.E. (small sample)[/C]0.440097[/C][/ROW] [ROW][C]TEST 1 (small sample)[/C]-2.948959[/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]-1.293935[/C][/ROW] [ROW][C]Kurtosis S.E. (large sample)[/C]0.449089[/C][/ROW] [ROW][C]TEST 1 (large sample)[/C]-2.881247[/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=103472&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=103472&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)-1.297828
Kurtosis S.E. (small sample)0.440097
TEST 1 (small sample)-2.948959
TEST 1 Prob. (small sample)0.003200
Quasi Random-Walk probability0.952645
Kurtosis (large sample)-1.293935
Kurtosis S.E. (large sample)0.449089
TEST 1 (large sample)-2.881247
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):