Repository of Reproducible Computations

Free Statistics

of Irreproducible Research!

Author's title

Author

*The author of this computation has been verified*

R Software Module

qrwid.wasp

Title produced by software

Quasi Random-Walk Identification

Date of computation

Tue, 30 Nov 2010 19:15:45 +0000

Cite this page as follows

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2010/Nov/30/t1291144591keda4cp5375m53s.htm/, Retrieved Mon, 29 Apr 2024 12:43:17 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=103779, Retrieved Mon, 29 Apr 2024 12:43:17 +0000

QR Codes:

Paste this QR Code to cite your computation.

Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

153

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)

-     [Skewness and Kurtosis] [Kurtosis analysis...] [2007-09-10 12:58:14] [34354a2f772eeadc2ea8c4c156a37515]
-  M D  [Skewness and Kurtosis] [] [2010-11-30 18:24:16] [b659239b537e56f17142ee5c56ad6265]
-  M D      [Quasi Random-Walk Identification] [] [2010-11-30 19:15:45] [efffa7146cfe4c2b113f6c7f36d84ca0] [Current]

Feedback Forum

Post a new message

Dataseries X:

Download CSV

Histogram

Boxplots

Quasi Random-Walk Identification - Financial Time Series - Bias-Reduced Logistic Regression Model
Statistics of (1-B)lnY(t)	Value
Kurtosis (small sample)	26.476155
Kurtosis S.E. (small sample)	0.218222
TEST 1 (small sample)	121.326549
TEST 1 Prob. (small sample)	0.000000
Quasi Random-Walk probability	0.962935
Kurtosis (large sample)	26.199606
Kurtosis S.E. (large sample)	0.219308
TEST 1 (large sample)	119.464651
TEST 1 Prob. (large sample)	0.000000
Quasi Random-Walk probability	0.962935

\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)

26.476155 \tabularnewline Kurtosis S.E. (small sample)

0.218222 \tabularnewline TEST 1 (small sample)

121.326549 \tabularnewline TEST 1 Prob. (small sample)

0.000000 \tabularnewline Quasi Random-Walk probability

0.962935 \tabularnewline \tabularnewline Kurtosis (large sample)

26.199606 \tabularnewline Kurtosis S.E. (large sample)

0.219308 \tabularnewline TEST 1 (large sample)

119.464651 \tabularnewline TEST 1 Prob. (large sample)

0.000000 \tabularnewline Quasi Random-Walk probability

0.962935 \tabularnewline \hline \end{tabular} %Source: https://freestatistics.org/blog/index.php?pk=103779&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]

26.476155[/C][/ROW] [ROW][C]Kurtosis S.E. (small sample)[/C]

0.218222[/C][/ROW] [ROW][C]TEST 1 (small sample)[/C]

121.326549[/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]

26.199606[/C][/ROW] [ROW][C]Kurtosis S.E. (large sample)[/C]

0.219308[/C][/ROW] [ROW][C]TEST 1 (large sample)[/C]

119.464651[/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=103779&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=103779&T=0

As an alternative you can also use a 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)	26.476155
Kurtosis S.E. (small sample)	0.218222
TEST 1 (small sample)	121.326549
TEST 1 Prob. (small sample)	0.000000
Quasi Random-Walk probability	0.962935
Kurtosis (large sample)	26.199606
Kurtosis S.E. (large sample)	0.219308
TEST 1 (large sample)	119.464651
TEST 1 Prob. (large sample)	0.000000
Quasi Random-Walk probability	0.962935

Parameters (Session):

Parameters (R input):

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

Free Statistics

Description of Statistical Computation

Tree of Dependent Computations

Dataset

Tables (Output of Computation)

Figures (Output of Computation)

Input Parameters & R Code