Free Statistics

of Irreproducible Research!

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 computationSun, 28 Nov 2010 15:15:42 +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/28/t12909573356altz0fzzckw7aj.htm/, Retrieved Fri, 03 May 2024 03:23:45 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=102596, Retrieved Fri, 03 May 2024 03:23:45 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact118
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Quasi Random-Walk Identification] [Beursspel - QRW -...] [2010-11-28 11:52:59] [1f5baf2b24e732d76900bb8178fc04e7]
-    D    [Quasi Random-Walk Identification] [Beursspel - QRW -...] [2010-11-28 15:15:42] [ee4a783fb13f41eb2e9bc8a0c4f26279] [Current]
Feedback Forum

Post a new message
Dataseries X:
0,40
1,38
1,54
2,47
2,65
3,36
3,57
3,87
4,54
5,29
6,10
6,87
7,62
7,79
8,34
8,47
9,50
10,22
10,78
10,90
11,22
11,37
12,05
12,63
13,71
14,39
14,86
14,96
15,70
16,51
16,74
17,45
17,97
18,96
19,51
20,17
20,73
20,89
21,35
21,77
22,21
23,11
23,72
24,60
25,37
25,81
26,53
27,25
28,10
29,17
29,91
30,16
30,85
31,66
32,03
32,39
33,29
33,99
34,71
35,39
36,06
36,31
36,90
37,64
38,15
39,14
40,02
40,21
41,22
41,99
42,30
42,91
43,01
44,09
44,61
44,87
45,34
45,71
46,73
47,38
48,13
48,83
49,36
49,64
50,04
50,62
50,84
51,09
51,48
51,89
52,79
53,25
53,47
53,64
54,65
55,05
55,82
56,56
57,62
57,82
58,09
58,48
59,58
60,10
60,98
61,15
61,78
62,84
63,09
63,73
64,15
65,11
65,59
66,66
67,32
67,72
68,00
68,18
69,12
69,94
70,32
70,86
71,76
72,43
73,10
73,72
74,28
74,40
74,60
75,30
76,21
76,58
77,28
77,69
78,78
79,54
80,35
81,18
82,02
82,64
83,59
84,52
85,37
86,43
87,15
87,91
88,41
89,16
90,22
91,07
91,39
91,50
92,53
93,01
93,90
94,62
95,01
95,99
96,92
97,73
98,46
99,53
100,23
100,68
101,16
101,37
102,14
102,67
103,06
103,78
103,95
104,80
105,31
105,88
106,84
107,26
107,86
108,46
109,42
109,61
110,16
110,89
111,48
111,60
112,24
112,67
112,96
113,90
114,03
114,21
115,22
115,97
116,72
117,26
117,94
118,68
119,76
120,18
120,97
121,21
122,11
122,38
123,17
123,56
124,45
124,87
125,59
126,09
126,86
127,12
128,16
128,43
128,81
128,99
129,70
130,13
130,85
130,97
131,36
131,46
131,99
132,54
133,39
134,38
134,72
134,93
135,35
136,11
136,79
137,38
138,03
138,89
139,39
139,87
140,94
141,85
142,94
143,54
144,61
145,24
145,47
145,79
146,08
147,10
147,31
148,36
149,43
149,66
149,93
150,25
151,31
151,89
152,22
153,06
153,31
153,90
154,74
154,95
155,78
156,00
156,22
156,62
157,51
158,28
158,80
159,60
160,64
160,94
162,03
162,89
163,08
163,30
163,76
164,31
165,14
165,91
166,63
167,45
168,09
168,38
169,44
169,80
170,50
170,97
171,36
172,08
172,62
172,98
173,19
173,85
174,62
175,32
175,50
175,78
176,18
176,98
177,65
177,89
178,66
179,14
179,28
179,41
179,52
180,47
181,01
181,77
182,62
182,93
183,27
183,79
184,87
185,42
186,38
186,73
187,54
188,10
189,14
190,14
190,67
191,00
191,93
192,75
193,05
193,49
194,55
195,54
196,41
196,85
197,09
198,12
199,04
200,01
200,34
200,72
201,04
201,37
202,25
202,77
203,66
204,12
205,07
205,38
205,68
206,03
207,01
207,13
207,72
208,33
209,13
209,55
209,88
210,37
211,26
212,26
212,52
212,63
212,94
213,07
213,79
214,62
214,81
215,87
216,26
217,27
218,16
219,24
219,35
220,19
220,43
221,07
222,13
222,46
223,36
224,29
225,22
225,76
226,69
227,25
227,76
228,59
229,01
229,92
230,07
231,11
231,73
231,98
232,65
233,33
234,27
234,87
235,65
235,94
236,14
236,48
236,59
237,37
237,88
238,05
238,45
239,08
239,55
240,56
241,19
241,45
242,49
243,34
243,52
244,56
244,91
245,61
246,48
247,21
248,04
248,34
249,38
250,16
251,09
251,75
252,22
253,00
253,26
254,26
254,86
255,84
256,15
256,60
257,61
257,92
258,47
259,33
259,80
260,50
261,19
261,77
262,74
263,57
263,75
264,66
265,71
266,35
267,19
268,12
268,70
269,05
269,44
269,63
270,20
271,08
271,42
272,41
273,33
274,17
275,26
275,74
276,45
276,89
277,99
278,73
279,81
280,55
280,88
281,50
282,10
282,69
283,39
283,79
284,76
285,50
285,79
286,28
287,16
287,58
288,09
288,89
289,53
290,34
290,92
291,29
292,16
292,66
293,32
293,60
294,23
295,10
295,24
295,86
296,60
297,22
297,89
298,70
299,70
300,17
300,45
300,81
301,18
301,89
302,26
302,94
303,78
304,03




Quasi Random-Walk Identification - Financial Time Series - Bias-Reduced Logistic Regression Model
Statistics of (1-B)lnY(t)Value
Kurtosis (small sample)306.651049
Kurtosis S.E. (small sample)0.218222
TEST 1 (small sample)1405.223413
TEST 1 Prob. (small sample)0.000000
Quasi Random-Walk probability0.962935
Kurtosis (large sample)303.575001
Kurtosis S.E. (large sample)0.219308
TEST 1 (large sample)1384.237649
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)306.651049 \tabularnewline Kurtosis S.E. (small sample)0.218222 \tabularnewline TEST 1 (small sample)1405.223413 \tabularnewline TEST 1 Prob. (small sample)0.000000 \tabularnewline Quasi Random-Walk probability0.962935 \tabularnewline \tabularnewline Kurtosis (large sample)303.575001 \tabularnewline Kurtosis S.E. (large sample)0.219308 \tabularnewline TEST 1 (large sample)1384.237649 \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=102596&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]306.651049[/C][/ROW] [ROW][C]Kurtosis S.E. (small sample)[/C]0.218222[/C][/ROW] [ROW][C]TEST 1 (small sample)[/C]1405.223413[/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]303.575001[/C][/ROW] [ROW][C]Kurtosis S.E. (large sample)[/C]0.219308[/C][/ROW] [ROW][C]TEST 1 (large sample)[/C]1384.237649[/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=102596&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=102596&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)306.651049
Kurtosis S.E. (small sample)0.218222
TEST 1 (small sample)1405.223413
TEST 1 Prob. (small sample)0.000000
Quasi Random-Walk probability0.962935
Kurtosis (large sample)303.575001
Kurtosis S.E. (large sample)0.219308
TEST 1 (large sample)1384.237649
TEST 1 Prob. (large sample)0.000000
Quasi Random-Walk probability0.962935



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