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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 15:21:21 +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/t1290957565vd5hdfyndtb01as.htm/, Retrieved Thu, 02 May 2024 23:19:25 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=102601, Retrieved Thu, 02 May 2024 23:19:25 +0000
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Original text written by user:
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User-defined keywords
Estimated Impact107
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 15:21:21] [ee4a783fb13f41eb2e9bc8a0c4f26279] [Current]
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Dataseries X:
0,58
1,64
1,84
2,21
3,01
3,22
3,62
4,63
5,05
6,09
7,07
7,75
8,17
9,19
10,24
10,45
10,68
10,97
11,98
12,38
13,40
14,45
15,54
16,24
16,58
16,69
16,86
17,51
18,12
19,01
19,93
20,06
20,19
21,06
21,32
22,11
22,63
23,31
24,36
24,93
25,76
26,64
27,73
27,97
28,59
29,12
29,66
29,95
30,43
30,71
31,06
31,33
31,83
32,09
32,72
32,82
33,59
33,76
34,39
35,37
35,97
36,69
36,92
37,52
37,87
38,49
38,86
39,12
39,96
40,29
40,47
40,96
41,34
42,12
43,13
44,02
44,33
45,42
46,12
47,16
47,54
47,94
48,49
49,43
49,82
50,55
50,81
51,85
52,43
52,86
53,05
53,33
54,11
55,15
55,98
56,28
56,55
57,07
57,21
57,98
58,16
58,29
58,75
59,34
60,39
60,57
61,31
62,08
63,00
63,99
64,90
65,87
66,94
67,92
68,03
68,85
69,07
69,37
69,79
70,59
70,69
71,39
72,42
73,01
73,60
74,33
74,94
75,49
75,71
76,57
77,37
78,40
79,38
79,99
80,82
81,33
81,54
82,11
82,32
82,81
83,56
84,37
85,00
85,27
85,49
85,99
86,18
87,02
87,32
87,95
88,82
89,82
90,53
90,98
91,44
92,32
92,73
93,60
94,69
95,76
96,15
97,10
97,77
98,11
99,16
100,03
101,02
102,03
102,97
104,07
104,22
104,64
105,73
105,90
106,36
107,21
107,61
108,52
108,80
109,06
109,62
110,44
110,89
111,31
111,94
112,50
113,44
114,44
114,82
115,82
116,14
116,66
116,97
117,88
118,06
118,74
119,21
119,66
120,47
120,95
121,30
121,66
122,42
123,34
124,15
124,79
124,90
125,24
125,43
125,67
126,48
126,89
127,27
127,90
128,96
129,16
129,59
130,50
130,89
131,33
132,07
133,16
133,79
134,45
135,22
136,13
137,22
138,18
138,37
138,56
139,10
140,20
140,42
140,75
141,53
142,06
142,66
142,93
143,83
144,70
144,94
145,39
145,91
146,61
147,56
147,70
147,94
148,48
149,00
150,03
150,46
150,92
151,44
151,95
152,26
153,34
153,59
153,77
154,03
155,09
155,24
155,89
156,53
156,84
157,46
158,40
158,61
159,70
160,47
161,40
161,82
161,95
162,52
163,25
163,82
163,95
164,07
165,02
165,24
166,28
167,04
167,69
168,34
169,34
170,18
171,09
171,93
172,77
173,77
174,08
174,67
174,86
175,22
176,26
177,23
177,39
178,20
178,93
180,02
180,62
181,65
182,55
183,40
183,85
184,36
184,79
184,99
185,51
186,27
187,15
188,04
188,45
189,13
189,44
190,34
190,81
191,77
192,37
193,38
193,94
194,74
195,41
195,94
196,89
197,53
197,69
198,58
198,84
199,60
199,94
200,32
200,66
200,89
201,24
201,52
202,04
203,01
203,93
204,49
204,79
205,16
205,79
206,40
206,85
207,55
208,26
208,97
210,07
211,05
211,67
211,92
212,21
213,16
213,43
214,15
215,19
215,87
215,99
216,53
217,27
217,90
218,69
219,44
219,66
220,42
220,55
220,87
221,48
222,11
222,69
223,63
224,33
224,98
225,51
225,73
226,38
226,79
227,73
228,69
229,35
230,15
230,51
230,82
231,13
231,46
232,54
233,46
233,68
234,60
235,30
235,61
235,83
236,83
237,73
238,40
239,23
239,57
240,46
241,48
242,44
242,58
242,79
243,70
244,17
244,63
245,56
246,29
246,59
247,60
248,67
249,55
249,96
250,63
251,21
252,06
252,62
253,11
254,05
254,30
255,34
255,69
256,55
256,75
257,01
257,48
258,26
258,99
259,19
260,21
261,16
261,61
261,76
262,64
263,47
263,61
264,38
265,47
265,87
266,94
267,36
268,33
268,94
269,49
270,43
271,24
271,58
272,58
272,68
273,67
273,78
274,22
275,13
275,79
276,09
277,10
277,32
277,95
278,22
278,98
279,46
279,88
280,00
280,92
281,05
281,89
282,56
283,42
284,33
285,05
285,50
286,44
286,86
287,68
288,08
288,55
289,64
290,49
291,13
292,01
292,70
293,66
294,70
294,98
295,89
296,40
296,94
297,64
298,39
298,99
299,23
300,27
300,89
301,89
302,73
303,82
304,06
304,19
304,31
304,46
305,00




Quasi Random-Walk Identification - Financial Time Series - Bias-Reduced Logistic Regression Model
Statistics of (1-B)lnY(t)Value
Kurtosis (small sample)288.294391
Kurtosis S.E. (small sample)0.218222
TEST 1 (small sample)1321.104330
TEST 1 Prob. (small sample)0.000000
Quasi Random-Walk probability0.962935
Kurtosis (large sample)285.401763
Kurtosis S.E. (large sample)0.219308
TEST 1 (large sample)1301.371535
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)288.294391 \tabularnewline Kurtosis S.E. (small sample)0.218222 \tabularnewline TEST 1 (small sample)1321.104330 \tabularnewline TEST 1 Prob. (small sample)0.000000 \tabularnewline Quasi Random-Walk probability0.962935 \tabularnewline \tabularnewline Kurtosis (large sample)285.401763 \tabularnewline Kurtosis S.E. (large sample)0.219308 \tabularnewline TEST 1 (large sample)1301.371535 \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=102601&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]288.294391[/C][/ROW] [ROW][C]Kurtosis S.E. (small sample)[/C]0.218222[/C][/ROW] [ROW][C]TEST 1 (small sample)[/C]1321.104330[/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]285.401763[/C][/ROW] [ROW][C]Kurtosis S.E. (large sample)[/C]0.219308[/C][/ROW] [ROW][C]TEST 1 (large sample)[/C]1301.371535[/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=102601&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=102601&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)288.294391
Kurtosis S.E. (small sample)0.218222
TEST 1 (small sample)1321.104330
TEST 1 Prob. (small sample)0.000000
Quasi Random-Walk probability0.962935
Kurtosis (large sample)285.401763
Kurtosis S.E. (large sample)0.219308
TEST 1 (large sample)1301.371535
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):