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 14:25:59 +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/t1291127057ws1x5v7fsmz79dl.htm/, Retrieved Mon, 29 Apr 2024 11:40:54 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=103527, Retrieved Mon, 29 Apr 2024 11:40:54 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact120

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 14:15:42] [7d64bf19f34ddcdf2626356c9d5bd60d]
-    D                [Quasi Random-Walk Identification] [] [2010-11-30 14:20:21] [7d64bf19f34ddcdf2626356c9d5bd60d]
-    D                  [Quasi Random-Walk Identification] [] [2010-11-30 14:24:48] [7d64bf19f34ddcdf2626356c9d5bd60d]
-    D                      [Quasi Random-Walk Identification] [] [2010-11-30 14:25:59] [5842cf9dd57f9603e676e11284d3404a] [Current]
-    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]
Feedback Forum

Post a new message

Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
700
704.1266107
714.5437842
728.5783948
728.4636619
730.6453176
746.6601465
757.2678551
761.5481718
763.5120335
752.5717838
763.3530375
756.019709
748.3743707
745.480681
746.5273268
736.610236
730.835245
715.6224301
708.5405343
695.2160104
687.0401387
687.7782055
683.3058969
690.7372032
684.5697757
676.2389809
673.476937
680.4170088
667.8364061
672.7105104
665.2627002
655.2927116
658.0083249
671.0208973
665.4680242
653.6746873
668.2869097
664.8966331
672.9646332
682.7675044
669.7392623
667.346912
675.0489993
688.2221947
676.1478589
670.0689895
673.4672468
658.7251724
654.7868884
659.8731661
657.1804332
651.8241707
656.9439564
653.3333554
642.5946271
652.5175819
663.8310727
669.5972105
677.8105135
662.632949
671.7457891
679.9227923
671.2452432
662.0091272
678.0872469
683.274874
685.9338939
671.1423768
676.6270737
692.8091556
696.0090304
679.9532995
677.5940277
680.1595731
671.354305
661.7906627
662.2327686
655.1287833
655.8629504
646.0922302
658.8230438
658.1164994
656.1184547
642.2946519
647.7009507
652.9355816
655.219366
651.2398735
647.6175477
653.7299744
663.8466374
663.5673933
667.0851436
670.8843579
666.9414203
659.3259059
652.3322604
647.7137144
637.9467891
621.9472226
610.1786568
604.0678515
590.8227569
603.7229654
616.6444436
607.4552393
622.2533154
629.1330889
618.3621966
609.4031156
607.2420506
609.3959721
617.0335234
623.3987759
608.5166538
615.1696991
621.7011224
621.7835127
612.912433
617.0123298
629.0728334
645.2517379
650.2473954
648.5730423
645.7246457
629.5962168
639.2689827
635.4773595
628.9192289
644.492465
641.218649
638.0452952
631.5109584
616.7633532
624.5063632
610.5810112
608.6733561
624.5657468
620.7092698
604.2219056
619.7921619
620.2531335
633.4287608
645.2385415
641.0690711
652.6738668
648.3463537
658.8134942
668.5737653
666.1701503
662.2410902
658.9163585
650.6999963
649.7806588
636.9406979
635.6578029
649.320494
659.5831653
674.2521846
667.6645539
657.517244
667.7599611
651.4588592
648.3103238
654.5181057
644.1179349
646.0150276
639.3357878
653.4956224
662.2051704
669.6499421
663.7258484
669.1761329
677.3936898
670.9938754
657.3900148
644.8488192
640.7405755
626.6529429
614.9872998
629.680724
631.7729322
627.3234422
627.8565219
623.2062226
631.590237
642.9697011
636.6597802
647.9005114
632.0950942
646.0672074
659.1644105
659.7699887
674.1271844
674.1197201
673.7872295
682.370481
670.457274
662.8256515
662.6348161
676.4137324
673.1245262
683.804422
671.0349841
669.3585702
679.2712812
688.979776
673.081892
669.9363741
672.7785991
675.2441928
674.8140005
680.8694516
692.4278396
694.3302561
706.9370036
708.7780339
712.5099189
707.3261664
723.666648
731.5106283
719.2145902
713.7987793
728.0931933
738.5069129
751.6213638
756.6170646
755.3689996
748.0956562
735.564268
728.7742571
744.0517082
739.8722164
752.0571598
736.3599895
724.4246892
730.8135562
716.850517
707.8161267
692.0431727
694.8351189
698.5130285
691.2370607
685.9305702
684.8615719
687.2028647
687.0132368
679.6513305
688.3434908
690.0239888
701.1683915
696.3211955
684.9832503
683.9964722
668.8228916
684.0613685
693.1174734
705.0970569
718.5604774
718.7870429
706.8609714
704.8860437
720.0952508
705.6913435
689.891554
693.133131
690.6348533
681.0228151
668.1692501
665.28147
658.3672456
674.7432353
668.3113361
669.6031327
658.3112021
647.2345521
638.4294937
630.9240191
615.6319944
622.6311235
629.0521367
633.7962504
636.7104279
652.8217961
654.5426551
666.0725315
651.9630449
656.6684808
642.7279088
656.3446467
644.3010138
642.7563795
626.8766911
637.4309576
644.8554701
637.9665807
639.1573629
625.8033827
625.3381249
617.0150034
623.6118857
639.5670016
624.7337901
616.738151
605.5395576
620.1284445
618.5602406
602.2032404
611.0781925
625.9564678
628.4722011
625.4622134
639.3472128
654.9003524
652.258043
647.1110903
661.8627709
675.0915466
680.8714315
692.0943863
699.7071621
693.7523365
694.3839689
700.6191867
695.667583
681.941549
690.5352512
682.2582801
680.0993028
669.7567098
676.1242943
684.1458256
699.578289
699.7748767
690.4366808
693.989081
708.0844269
710.4508531
726.0959686
735.7493293
739.3789739
753.0918772
761.4891323
770.9050063
785.1776182
779.4726211
791.6699303
798.4178202
812.4179971
804.1295477
788.2410022
777.8103017
776.8743255
765.6255466
749.3415536
749.2202017
752.3968575
739.3079058
734.6870173
734.9145311
732.3015298
717.9893443
711.9894606
699.1048108
687.9335838
674.2866616
667.8377482
667.0324908
652.5738702
660.4350139
651.7010566
649.4801579
658.0074103
657.1275837
669.3239747
667.0542405
657.9682437
663.3669316
659.8552526
663.6293846
677.353136
693.2898262
695.4979762
707.7132588
692.9774654
684.7236443
678.9206566
685.7522703
697.0045345
695.464357
690.3549415
677.7591307
665.2751453
662.0287288
663.9460754
658.18016
666.099212
665.0830017
657.8555845
667.3650731
677.0263149
692.0553706
690.3856762
700.2907054
700.5559576
705.5714261
700.4610797
711.723686
712.7540219
707.6558867
706.844277
695.9996141
688.5383455
678.3929978
674.9072873
669.718262
667.2744804
664.8698616
651.0816245
642.7789917
652.5961887
648.2613741
653.0217784
650.9258298
665.5887038
664.6479605
672.5817293
684.0992814
680.9522424
668.8558911
677.5630796
661.835434
647.6017646
653.7085775
641.6916916
638.8290159
647.4646858
655.352584
645.3743481
633.0937423
647.2376685
631.711126
645.5103666
643.8264893
646.441019
656.7111777
645.9138918
641.7420682
630.2371345
639.2568503
623.8590541
615.0766687
599.2436052
605.7006322
601.1370148
602.8239724
611.407914
606.272741
604.7125925
601.4679969
588.2682216
584.2482295
578.8797004
562.5292169
569.4047158
582.6535593
587.5191352
595.3139513
595.1761051
601.3631545
585.3491567
596.8499374
593.9907046
603.439533
611.3569496
627.278955
617.2685226
618.7849167
635.2656449
634.4710298
625.529524
630.9756426
631.2798107
622.4889083
622.0094307
606.0339407
599.7210299
614.5975433
599.8098578
609.9240178
618.0630142
632.1209166
629.7534312
617.6532677
621.9214132
636.3521879
632.963967
628.2207398
614.9603208

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)-1.083214
Kurtosis S.E. (small sample)0.218222
TEST 1 (small sample)-4.963811
TEST 1 Prob. (small sample)0.000000
Quasi Random-Walk probability0.962935
Kurtosis (large sample)-1.084391
Kurtosis S.E. (large sample)0.219308
TEST 1 (large sample)-4.944592
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)-1.083214 \tabularnewline Kurtosis S.E. (small sample)0.218222 \tabularnewline TEST 1 (small sample)-4.963811 \tabularnewline TEST 1 Prob. (small sample)0.000000 \tabularnewline Quasi Random-Walk probability0.962935 \tabularnewline \tabularnewline Kurtosis (large sample)-1.084391 \tabularnewline Kurtosis S.E. (large sample)0.219308 \tabularnewline TEST 1 (large sample)-4.944592 \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=103527&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]-1.083214[/C][/ROW] [ROW][C]Kurtosis S.E. (small sample)[/C]0.218222[/C][/ROW] [ROW][C]TEST 1 (small sample)[/C]-4.963811[/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]-1.084391[/C][/ROW] [ROW][C]Kurtosis S.E. (large sample)[/C]0.219308[/C][/ROW] [ROW][C]TEST 1 (large sample)[/C]-4.944592[/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=103527&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=103527&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)-1.083214
Kurtosis S.E. (small sample)0.218222
TEST 1 (small sample)-4.963811
TEST 1 Prob. (small sample)0.000000
Quasi Random-Walk probability0.962935
Kurtosis (large sample)-1.084391
Kurtosis S.E. (large sample)0.219308
TEST 1 (large sample)-4.944592
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):