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Author*Unverified author*
R Software Moduleqrwid.wasp
Title produced by softwareQuasi Random-Walk Identification
Date of computationSun, 28 Nov 2010 15:18:23 +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/t1290957374ck4bvqn860guqfc.htm/, Retrieved Thu, 02 May 2024 23:01:21 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=102597, Retrieved Thu, 02 May 2024 23:01:21 +0000
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Original text written by user:
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User-defined keywords
Estimated Impact102
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-     [Quasi Random-Walk Identification] [Beursspel - QRW -...] [2010-11-28 11:52:59] [1f5baf2b24e732d76900bb8178fc04e7]
-    D    [Quasi Random-Walk Identification] [] [2010-11-28 15:18:23] [d41d8cd98f00b204e9800998ecf8427e] [Current]
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Dataseries X:
0,18
0,96
1,31
2,07
2,18
2,64
3,27
4,28
5,38
5,94
6,48
6,67
7,19
8,18
8,95
9,50
9,75
10,80
10,98
11,13
11,91
12,61
13,31
13,95
14,56
15,31
15,68
15,99
17,04
17,66
18,16
18,39
19,36
20,07
20,70
21,40
22,46
22,69
22,80
23,39
23,88
24,02
24,17
24,47
24,84
25,02
25,32
26,06
26,75
27,06
27,90
28,44
29,06
30,11
30,84
31,78
31,90
32,73
33,08
33,67
34,29
35,34
35,71
36,54
36,68
37,54
38,35
39,01
39,46
40,30
41,17
41,98
42,84
42,99
43,56
44,21
44,86
45,13
45,54
45,72
46,58
46,78
47,73
47,89
48,34
48,66
49,22
49,39
50,18
50,55
51,50
51,86
52,80
53,73
54,80
54,91
55,82
56,62
57,53
58,20
58,68
58,81
59,16
59,95
60,81
61,80
62,05
62,46
63,49
63,67
64,31
65,11
65,74
66,41
66,64
66,86
67,39
67,98
68,73
68,94
69,10
69,94
70,76
71,35
72,03
72,93
73,27
74,11
75,05
75,46
75,66
76,59
77,48
77,90
78,56
79,07
79,34
79,57
80,11
80,86
81,50
82,20
83,29
84,29
84,78
85,36
85,80
86,27
87,32
88,20
88,66
88,90
89,21
90,00
90,94
91,59
91,85
92,70
93,27
93,83
94,18
94,98
95,42
95,89
96,96
97,48
98,24
99,01
99,22
100,01
100,83
101,02
101,51
102,54
103,11
104,02
104,13
104,42
104,61
105,64
106,34
106,94
107,22
107,75
108,45
108,59
108,85
109,13
109,75
110,41
110,69
110,86
111,48
111,78
111,95
112,10
112,77
112,96
113,17
114,18
114,90
115,14
115,88
116,95
117,12
117,42
118,29
118,61
119,57
120,15
120,76
121,47
121,66
122,19
123,09
123,26
123,82
124,74
125,34
125,52
126,09
126,61
127,67
128,23
129,10
130,02
130,65
131,45
131,92
132,88
133,83
134,15
134,86
135,85
136,19
136,78
137,58
138,47
139,14
139,66
139,82
140,43
140,94
141,85
142,76
143,48
144,53
144,87
145,37
145,50
146,36
147,18
147,92
148,78
149,09
149,84
150,72
151,64
152,09
153,18
153,33
153,46
153,67
153,95
154,08
154,89
155,00
155,15
155,86
156,81
157,38
158,42
158,54
158,75
159,09
159,87
160,42
160,84
161,13
162,00
162,28
162,69
163,16
163,99
164,89
165,13
165,84
166,39
166,50
166,97
167,35
167,86
168,78
169,51
170,55
170,70
171,48
172,17
172,33
173,08
174,00
174,61
175,48
176,55
177,35
177,64
178,40
178,61
179,17
180,12
180,56
181,24
182,27
182,73
183,52
183,97
184,21
185,21
186,05
186,77
187,23
187,64
188,57
189,21
189,65
190,55
190,88
191,52
192,03
192,86
193,23
193,70
194,32
195,07
195,54
195,95
197,05
197,27
197,63
198,41
198,73
199,65
200,64
201,22
202,12
202,89
203,35
204,22
204,45
204,73
204,88
205,17
206,04
206,78
207,64
208,13
208,29
208,48
209,07
209,84
210,73
210,93
211,86
212,51
213,39
214,43
214,73
215,43
216,19
217,07
217,50
217,63
218,16
219,14
219,44
220,01
220,91
221,49
221,90
222,69
222,79
223,03
223,43
223,81
224,32
225,15
225,99
226,89
227,25
228,24
229,20
229,92
230,03
230,18
230,63
231,13
231,34
231,53
232,35
232,87
233,11
233,88
234,11
235,05
235,98
237,07
237,97
238,69
239,44
239,74
240,22
241,28
241,97
242,36
242,49
243,34
243,66
244,42
244,91
245,49
246,33
247,25
247,90
248,86
249,79
250,02
250,70
251,44
251,61
251,80
252,83
253,55
253,81
254,45
254,81
255,17
255,89
256,87
257,19
257,91
258,19
258,73
259,19
259,40
260,39
260,89
261,31
262,31
262,63
263,09
263,51
263,92
264,33
265,40
266,19
266,65
267,47
268,46
268,97
269,30
269,80
270,65
271,32
272,10
272,63
273,53
274,30
274,76
275,29
276,39
276,99
277,63
278,38
279,39
280,17
281,09
282,11
282,61
282,95
283,14
283,32
283,77
284,50
285,01
285,12
285,55
285,73
286,59
286,95
287,11
287,54
287,74
288,01
288,38
289,43
289,92
290,84
291,16
292,10
292,83




Quasi Random-Walk Identification - Financial Time Series - Bias-Reduced Logistic Regression Model
Statistics of (1-B)lnY(t)Value
Kurtosis (small sample)343.233951
Kurtosis S.E. (small sample)0.218222
TEST 1 (small sample)1572.863966
TEST 1 Prob. (small sample)0.000000
Quasi Random-Walk probability0.962935
Kurtosis (large sample)339.792369
Kurtosis S.E. (large sample)0.219308
TEST 1 (large sample)1549.381168
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)343.233951 \tabularnewline Kurtosis S.E. (small sample)0.218222 \tabularnewline TEST 1 (small sample)1572.863966 \tabularnewline TEST 1 Prob. (small sample)0.000000 \tabularnewline Quasi Random-Walk probability0.962935 \tabularnewline \tabularnewline Kurtosis (large sample)339.792369 \tabularnewline Kurtosis S.E. (large sample)0.219308 \tabularnewline TEST 1 (large sample)1549.381168 \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=102597&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]343.233951[/C][/ROW] [ROW][C]Kurtosis S.E. (small sample)[/C]0.218222[/C][/ROW] [ROW][C]TEST 1 (small sample)[/C]1572.863966[/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]339.792369[/C][/ROW] [ROW][C]Kurtosis S.E. (large sample)[/C]0.219308[/C][/ROW] [ROW][C]TEST 1 (large sample)[/C]1549.381168[/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=102597&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=102597&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)343.233951
Kurtosis S.E. (small sample)0.218222
TEST 1 (small sample)1572.863966
TEST 1 Prob. (small sample)0.000000
Quasi Random-Walk probability0.962935
Kurtosis (large sample)339.792369
Kurtosis S.E. (large sample)0.219308
TEST 1 (large sample)1549.381168
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):