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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 14:12:36 +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/t1291126267rsbtfhkap04b0yj.htm/, Retrieved Mon, 29 Apr 2024 12:37:49 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=103494, Retrieved Mon, 29 Apr 2024 12:37:49 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact100

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] [7d64bf19f34ddcdf2626356c9d5bd60d]
-    D            [Quasi Random-Walk Identification] [] [2010-11-30 14:04:50] [7d64bf19f34ddcdf2626356c9d5bd60d]
-    D                [Quasi Random-Walk Identification] [] [2010-11-30 14:12:36] [5842cf9dd57f9603e676e11284d3404a] [Current]
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Dataset

Dataseries X:
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Histogram
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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)-1.146899
Kurtosis S.E. (small sample)0.218222
TEST 1 (small sample)-5.255648
TEST 1 Prob. (small sample)0.000000
Quasi Random-Walk probability0.962935
Kurtosis (large sample)-1.147440
Kurtosis S.E. (large sample)0.219308
TEST 1 (large sample)-5.232082
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)-1.146899 \tabularnewline Kurtosis S.E. (small sample)0.218222 \tabularnewline TEST 1 (small sample)-5.255648 \tabularnewline TEST 1 Prob. (small sample)0.000000 \tabularnewline Quasi Random-Walk probability0.962935 \tabularnewline \tabularnewline Kurtosis (large sample)-1.147440 \tabularnewline Kurtosis S.E. (large sample)0.219308 \tabularnewline TEST 1 (large sample)-5.232082 \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=103494&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]-1.146899[/C][/ROW] [ROW][C]Kurtosis S.E. (small sample)[/C]0.218222[/C][/ROW] [ROW][C]TEST 1 (small sample)[/C]-5.255648[/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]-1.147440[/C][/ROW] [ROW][C]Kurtosis S.E. (large sample)[/C]0.219308[/C][/ROW] [ROW][C]TEST 1 (large sample)[/C]-5.232082[/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=103494&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=103494&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)-1.146899
Kurtosis S.E. (small sample)0.218222
TEST 1 (small sample)-5.255648
TEST 1 Prob. (small sample)0.000000
Quasi Random-Walk probability0.962935
Kurtosis (large sample)-1.147440
Kurtosis S.E. (large sample)0.219308
TEST 1 (large sample)-5.232082
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):