12/4/2020 Results: RANDOMWALK2.

sas

The FREQ Procedure

Cumulative Cumulative
RETURN_BAND Frequency Percent Frequency Percent
1.LESS THAN -10 25 25.00 25 25.00
2.-10 to 0 15 15.00 40 40.00
3.0 to 5 8 8.00 48 48.00
4.5 to 10 5 5.00 53 53.00
5.10 to 15 6 6.00 59 59.00
6.15 to 20 7 7.00 66 66.00
7.20 to 30 11 11.00 77 77.00
8.MORE THAN 30 23 23.00 100 100.00

The UNIVARIATE Procedure

Variable: COL1

Moments
N 100 Sum Weights 100
Mean 1.11522231 Sum Observations 111.522231
Std Deviation 0.30324443 Variance 0.09195718
Skewness 0.6960036 Kurtosis 0.34723063
Uncorrected SS 133.475842 Corrected SS 9.10376113
Coeff Variation 27.1913882 Std Error Mean 0.03032444

Basic Statistical Measures

Location Variability
Mean 1.115222 Std Deviation 0.30324
Median 1.068798 Variance 0.09196
Mode . Range 1.43035
Interquartile Range 0.36212

Tests for Location: Mu0=0

Test Statistic p Value
Student's t t 36.77635 Pr > |t| <.0001
Sign M 50 Pr >= |M| <.0001
Signed Rank S 2525 Pr >= |S| <.0001

Quantiles (Definition 5)
Level Quantile
100% Max 1.907502
99% 1.898502
95% 1.778958
90% 1.497786
75% Q3 1.265705
50% Median 1.068798
25% Q1 0.903583
10% 0.788878
5% 0.708588
1% 0.496739
0% Min 0.477155

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Extreme Observations
Lowest Highest
Value Obs Value Obs
0.477155 41 1.78246 72
0.516322 18 1.81202 86
0.662689 98 1.85356 71
0.687406 31 1.88950 84
0.700262 17 1.90750 56

The UNIVARIATE Procedure

The UNIVARIATE Procedure

Fitted Normal Distribution for COL1

Parameters for Normal Distribution

Parameter Symbol Estimate
Mean Mu 1.115222
Std Dev Sigma 0.303244

Goodness-of-Fit Tests for Normal Distribution

Test Statistic p Value
Kolmogorov-Smirnov D 0.07584400 Pr > D >0.150
Cramer-von Mises W-Sq 0.16736137 Pr > W-Sq 0.015
Anderson-Darling A-Sq 1.19942833 Pr > A-Sq <0.005

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Quantiles for Normal Distribution

Quantile
Percent Observed Estimated
1.0 0.49674 0.40977
5.0 0.70859 0.61643
10.0 0.78888 0.72660
25.0 0.90358 0.91069
50.0 1.06880 1.11522
75.0 1.26570 1.31976
90.0 1.49779 1.50385
95.0 1.77896 1.61402
99.0 1.89850 1.82067

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