12/4/2020 Results: RANDOMWALK2.

sas

The FREQ Procedure

Cumulative Cumulative
RETURN_BAND Frequency Percent Frequency Percent
1.LESS THAN -10 32 32.00 32 32.00
2.-10 to 0 11 11.00 43 43.00
3.0 to 5 4 4.00 47 47.00
4.5 to 10 4 4.00 51 51.00
5.10 to 15 6 6.00 57 57.00
6.15 to 20 3 3.00 60 60.00
7.20 to 30 9 9.00 69 69.00
8.MORE THAN 30 31 31.00 100 100.00

The UNIVARIATE Procedure

Variable: COL1

Moments
N 100 Sum Weights 100
Mean 1.16549798 Sum Observations 116.549798
Std Deviation 0.44164651 Variance 0.19505164
Skewness 0.95420191 Kurtosis 0.72701557
Uncorrected SS 155.148667 Corrected SS 19.3101127
Coeff Variation 37.8933744 Std Error Mean 0.04416465

Basic Statistical Measures

Location Variability
Mean 1.165498 Std Deviation 0.44165
Median 1.077582 Variance 0.19505
Mode . Range 2.05096
Interquartile Range 0.50320

Tests for Location: Mu0=0

Test Statistic p Value
Student's t t 26.38984 Pr > |t| <.0001
Sign M 50 Pr >= |M| <.0001
Signed Rank S 2525 Pr >= |S| <.0001

Quantiles (Definition 5)
Level Quantile
100% Max 2.404371
99% 2.384350
95% 2.175087
90% 1.727282
75% Q3 1.362666
50% Median 1.077582
25% Q1 0.859464
10% 0.709769
5% 0.611370
1% 0.374436
0% Min 0.353416

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Extreme Observations
Lowest Highest
Value Obs Value Obs
0.353416 41 2.18238 72
0.395455 18 2.23569 86
0.553726 98 2.30272 71
0.584075 31 2.36433 84
0.602143 17 2.40437 56

The UNIVARIATE Procedure

The UNIVARIATE Procedure

Fitted Normal Distribution for COL1

Parameters for Normal Distribution

Parameter Symbol Estimate
Mean Mu 1.165498
Std Dev Sigma 0.441647

Goodness-of-Fit Tests for Normal Distribution

Test Statistic p Value
Kolmogorov-Smirnov D 0.09846462 Pr > D 0.018
Cramer-von Mises W-Sq 0.28168175 Pr > W-Sq <0.005
Anderson-Darling A-Sq 1.92677368 Pr > A-Sq <0.005

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Quantiles for Normal Distribution

Quantile
Percent Observed Estimated
1.0 0.37444 0.13807
5.0 0.61137 0.43905
10.0 0.70977 0.59951
25.0 0.85946 0.86761
50.0 1.07758 1.16550
75.0 1.36267 1.46338
90.0 1.72728 1.73149
95.0 2.17509 1.89194
99.0 2.38435 2.19292

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