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 14:35:35 +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/t1291127622fsuezg1ukcg5lpw.htm/, Retrieved Mon, 29 Apr 2024 11:17:35 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=103539, Retrieved Mon, 29 Apr 2024 11:17:35 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact119

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] [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] [5842cf9dd57f9603e676e11284d3404a] [Current]
Feedback Forum

Post a new message

Dataset

Dataseries X:
Download CSV
Histogram
Boxplots 
777
771.0025395
766.2832641
774.6189011
775.249313
762.8651139
763.9851966
760.6576727
757.3850577
753.3723875
741.2780165
738.8010191
748.5487391
757.2465102
744.3967177
732.9245867
721.4659621
722.6534715
721.5230731
726.2202786
723.814811
716.0578063
710.8546362
706.8600348
692.2203981
682.687768
669.0675219
680.9704735
676.1974813
666.9811249
669.4851015
667.3785429
655.2064429
669.3517314
666.5699167
652.7083003
664.1133845
659.7849694
666.7600903
655.762446
654.2374406
653.4994795
642.3227779
652.2762971
642.1281171
643.1919009
656.9531981
662.9925213
671.5253738
659.0094816
656.7724165
652.8953082
652.1549159
647.1019477
648.2406735
648.0068102
637.5748509
641.6428711
640.0088762
648.8846485
644.1839962
655.4174823
645.8246092
640.5581238
644.7443725
634.2322117
630.6408798
616.5100525
623.9949484
609.4977882
619.2275154
631.2183457
619.5024039
613.5777085
603.4842779
602.2421079
589.2296112
599.8399215
590.0365076
587.048965
592.7331727
593.6760127
589.64777
604.6157725
611.7086447
617.1463583
627.2708521
616.2649423
623.5639282
613.2447108
614.5507403
607.4055736
611.0632963
599.8983821
605.6157209
601.9395126
594.2381206
595.2064142
601.1581958
589.9446222
597.7782971
588.6394033
601.9032072
612.0612492
600.5312559
590.8067205
582.48439
575.2163846
572.4752432
568.0652867
554.2221384
567.0025405
569.6714423
567.296523
559.5529992
566.7456492
562.1010289
553.6255886
542.6656639
551.5847936
552.6981235
543.0501608
536.7491369
550.732964
552.2382449
551.9425207
563.9749228
570.5354879
568.1854155
564.4638618
561.424789
571.0309332
569.3124995
558.915083
572.2274241
579.0690906
577.415814
576.926437
577.0947007
585.9520005
579.8331722
583.1603257
595.474378
608.1216036
622.8646517
610.6790977
612.6932331
599.8568661
600.2366602
586.5343342
572.3305322
583.1308363
579.2570463
581.1054007
590.1337605
583.9946774
598.3998552
597.9905978
605.0132522
610.8419068
620.3985627
612.6561864
601.1184926
605.7676488
611.4707032
617.5071359
627.6533124
619.5921593
627.3471033
624.9925045
636.8168325
639.8818116
627.3818958
632.0488598
632.6418424
642.6632469
639.2170121
640.0851903
652.8032364
643.0733272
641.9751632
633.2456764
647.2961267
643.1087557
655.2772911
648.8032091
643.1842091
635.3249533
645.9135208
632.574116
642.619617
635.8249721
631.9575619
636.4616725
627.6713159
613.9189553
618.3257029
613.3331385
607.6987804
599.0067799
591.209744
582.8605153
581.4253718
593.2203797
578.3332954
568.6176768
557.8678924
560.5743213
566.7524084
558.086367
565.2333668
562.2575893
563.4873228
557.0394552
568.8716548
559.244157
573.9280453
580.7345962
594.210482
587.2246933
596.1342807
593.5317295
600.2155503
608.3599102
620.4580115
612.2510871
598.3858052
603.7927224
611.4664852
621.8302996
621.1910214
619.1797475
612.7987579
621.4401544
624.9343556
627.8247425
640.6537623
640.7972121
645.9579361
635.7675775
642.5961169
632.0212781
642.8691741
656.3951338
661.1854392
673.1140898
680.7322888
685.4045874
678.3888226
692.9026111
679.1585346
674.9229046
663.1412544
671.8943931
662.8088727
660.2534062
649.3564089
646.2858421
646.5894596
634.756065
645.3275824
644.5401492
657.4987255
670.0162745
671.2042902
675.0468306
678.9756272
690.026797
689.9050068
700.1436515
700.212983
697.4568233
695.5530852
695.2807972
697.4803213
705.345807
708.621155
722.153673
731.3527658
721.9822369
710.3578092
703.1932616
696.5113778
690.0704002
679.5694874
666.44441
681.3993805
680.5038209
681.5526709
668.6483909
662.0549993
654.6956595
654.9594493
641.9788542
635.8942476
645.3124305
657.6259441
664.9834418
659.3079001
666.1531597
669.7871616
665.6595155
664.3868851
652.2240057
666.9251513
663.2161175
663.13431
676.042996
678.5881611
690.9944046
679.051123
690.4228917
688.9031158
679.5231848
665.5611061
680.3255113
667.8887169
662.4715469
656.7839514
665.2491102
677.9128119
674.466978
679.2729477
665.0408082
667.5386589
665.2703406
654.4553388
646.6629893
654.3385122
651.9885185
649.040145
649.4034222
653.4894024
648.2402913
643.0603811
657.5013723
648.8162844
648.9082516
658.4571468
664.4969463
677.7078264
678.1014483
680.2013885
670.0543419
682.2495409
667.638611
670.0353137
664.3922454
660.1585578
667.4525313
667.9060045
657.8061585
653.5583296
641.9703783
633.0408338
632.3237268
645.956185
646.6676258
650.0679745
661.231765
657.1587219
652.1420991
650.2295829
653.7478129
652.6243659
665.5909517
666.7700245
672.7840339
672.7100032
671.9935673
662.2168794
651.705221
653.0474006
640.9336415
628.0452778
627.7646939
638.4896741
644.8605042
639.1224239
631.7758416
637.3306613
627.5545454
622.6604983
624.5641257
636.4283639
641.4517467
632.4339846
635.3324009
637.0185221
642.7545178
642.3081605
644.9731266
633.9443651
626.8172965
628.2163612
634.7709024
633.2596397
647.4886223
656.6662894
646.874789
640.8897074
637.7424885
635.2462438
635.9661607
632.6098489
646.6123073
651.0955333
647.1982989
658.7987412
653.0822544
647.8050943
637.1554298
633.1409522
633.2959391
631.7622831
636.0658518
637.7546955
640.2280082
636.9722516
648.5264815
638.9580068
633.3078521
619.4783013
615.7992183
609.864649
622.8000496
617.7092249
607.059468
602.1365849
590.841163
604.8427873
601.1349938
613.234637
620.1703135
611.7895653
600.8007682
596.1642068
606.8345095
616.2177644
615.5038288
630.2814937
628.0682446
618.088648
624.8106608
618.0379221
619.3106996
615.5989246
618.5963033
632.1921597
633.4373974
629.2571629
621.5142838
635.0380636
648.4192656
641.5443885
629.715759
627.0848745
625.5082321
627.6434448
633.9066648
621.3303061
625.251821
624.7891275
617.0158481
631.9782898
644.4586461
640.3779661
650.3594736
645.0840501
651.4896657
657.3803405
646.0370436
639.8578451
650.289453
655.4504307
647.7528501
656.1534569
664.8521122
660.6858312
669.9794546
658.9947745
664.7917766
663.4890035
655.2940435
668.9315046
658.7770715
658.4294625
670.9010622
670.8215214
675.9918921
670.5419552
673.0517854
668.4333469
677.0892413
672.9675328
670.0079612
680.3956803
674.5248391
683.332978
674.4051988

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)-1.079062
Kurtosis S.E. (small sample)0.218222
TEST 1 (small sample)-4.944785
TEST 1 Prob. (small sample)0.000000
Quasi Random-Walk probability0.962935
Kurtosis (large sample)-1.080280
Kurtosis S.E. (large sample)0.219308
TEST 1 (large sample)-4.925849
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)-1.079062 \tabularnewline Kurtosis S.E. (small sample)0.218222 \tabularnewline TEST 1 (small sample)-4.944785 \tabularnewline TEST 1 Prob. (small sample)0.000000 \tabularnewline Quasi Random-Walk probability0.962935 \tabularnewline \tabularnewline Kurtosis (large sample)-1.080280 \tabularnewline Kurtosis S.E. (large sample)0.219308 \tabularnewline TEST 1 (large sample)-4.925849 \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=103539&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]-1.079062[/C][/ROW] [ROW][C]Kurtosis S.E. (small sample)[/C]0.218222[/C][/ROW] [ROW][C]TEST 1 (small sample)[/C]-4.944785[/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]-1.080280[/C][/ROW] [ROW][C]Kurtosis S.E. (large sample)[/C]0.219308[/C][/ROW] [ROW][C]TEST 1 (large sample)[/C]-4.925849[/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=103539&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=103539&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)-1.079062
Kurtosis S.E. (small sample)0.218222
TEST 1 (small sample)-4.944785
TEST 1 Prob. (small sample)0.000000
Quasi Random-Walk probability0.962935
Kurtosis (large sample)-1.080280
Kurtosis S.E. (large sample)0.219308
TEST 1 (large sample)-4.925849
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):