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    BJFIN

    Uploaded by

    Shubho Dasgupta
    This document summarizes the results of statistical analyses on a variable (COL1) with 100 observations. It shows the frequency distribution of the data, with most values between 0 and 30. It calculates summary statistics like the mean, standard deviation, skewness and kurtosis. Tests show the data is normally distributed with a mean of 1.670599. Goodness-of-fit tests indicate the data does not perfectly match a normal distribution.

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    © All Rights Reserved
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    BJFIN

    Uploaded by

    Shubho Dasgupta
    32 views3 pages
    This document summarizes the results of statistical analyses on a variable (COL1) with 100 observations. It shows the frequency distribution of the data, with most values between 0 and 30. It calculates summary statistics like the mean, standard deviation, skewness and kurtosis. Tests show the data is normally distributed with a mean of 1.670599. Goodness-of-fit tests indicate the data does not perfectly match a normal distribution.

    Original Description:

    SAS Summary Random Walk - Bajaj Finance

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    This document summarizes the results of statistical analyses on a variable (COL1) with 100 observations. It shows the frequency distribution of the data, with most values between 0 and 30. It calculates summary statistics like the mean, standard deviation, skewness and kurtosis. Tests show the data is normally distributed with a mean of 1.670599. Goodness-of-fit tests indicate the data does not perfectly match a normal distribution.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    32 views3 pages

    BJFIN

    Uploaded by

    Shubho Dasgupta
    This document summarizes the results of statistical analyses on a variable (COL1) with 100 observations. It shows the frequency distribution of the data, with most values between 0 and 30. It calculates summary statistics like the mean, standard deviation, skewness and kurtosis. Tests show the data is normally distributed with a mean of 1.670599. Goodness-of-fit tests indicate the data does not perfectly match a normal distribution.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    of 3

    12/4/2020 Results: RANDOMWALK2.

    sas

    The FREQ Procedure

    Cumulative Cumulative
    RETURN_BAND Frequency Percent Frequency Percent
    1.LESS THAN -10 6 6.00 6 6.00
    2.-10 to 0 5 5.00 11 11.00
    3.0 to 5 3 3.00 14 14.00
    4.5 to 10 4 4.00 18 18.00
    5.10 to 15 3 3.00 21 21.00
    6.15 to 20 4 4.00 25 25.00
    7.20 to 30 7 7.00 32 32.00
    8.MORE THAN 30 68 68.00 100 100.00

    The UNIVARIATE Procedure


    Variable: COL1

    Moments
    N 100 Sum Weights 100
    Mean 1.67059866 Sum Observations 167.059866
    Std Deviation 0.65860766 Variance 0.43376405
    Skewness 0.98903162 Kurtosis 0.7910226
    Uncorrected SS 322.032629 Corrected SS 42.9426406
    Coeff Variation 39.4234518 Std Error Mean 0.06586077

    Basic Statistical Measures


    Location Variability
    Mean 1.670599 Std Deviation 0.65861
    Median 1.535476 Variance 0.43376
    Mode . Range 3.05366
    Interquartile Range 0.74576

    Tests for Location: Mu0=0


    Test Statistic p Value
    Student's t t 25.36561 Pr > |t| <.0001
    Sign M 50 Pr >= |M| <.0001
    Signed Rank S 2525 Pr >= |S| <.0001

    Quantiles (Definition 5)
    Level Quantile
    100% Max 3.535829
    99% 3.504319
    95% 3.184457
    90% 2.508903
    75% Q3 1.959814
    50% Median 1.535476
    25% Q1 1.214059
    10% 0.995376
    5% 0.852301
    1% 0.512170
    0% Min 0.482171

    localhost:10080/SASStudio/38/sasexec/submissions/83999b35-84c5-4d92-84d9-02f182d13461/results 1/3
    12/4/2020 Results: RANDOMWALK2.sas

    Extreme Observations
    Lowest Highest
    Value Obs Value Obs
    0.482171 41 3.19585 72
    0.542169 18 3.27762 86
    0.768229 98 3.37892 71
    0.812340 31 3.47281 84
    0.839075 17 3.53583 56

    The UNIVARIATE Procedure

    The UNIVARIATE Procedure


    Fitted Normal Distribution for COL1

    Parameters for Normal Distribution


    Parameter Symbol Estimate
    Mean Mu 1.670599
    Std Dev Sigma 0.658608

    Goodness-of-Fit Tests for Normal Distribution


    Test Statistic p Value
    Kolmogorov-Smirnov D 0.10116331 Pr > D 0.013
    Cramer-von Mises W-Sq 0.30030293 Pr > W-Sq <0.005
    Anderson-Darling A-Sq 2.04341522 Pr > A-Sq <0.005

    localhost:10080/SASStudio/38/sasexec/submissions/83999b35-84c5-4d92-84d9-02f182d13461/results 2/3
    12/4/2020 Results: RANDOMWALK2.sas

    Quantiles for Normal Distribution


    Quantile
    Percent Observed Estimated
    1.0 0.51217 0.13845
    5.0 0.85230 0.58729
    10.0 0.99538 0.82656
    25.0 1.21406 1.22637
    50.0 1.53548 1.67060
    75.0 1.95981 2.11482
    90.0 2.50890 2.51464
    95.0 3.18446 2.75391
    99.0 3.50432 3.20275

    localhost:10080/SASStudio/38/sasexec/submissions/83999b35-84c5-4d92-84d9-02f182d13461/results 3/3

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