Computes the logistic regression probability of a Quasi Random-Walk based on the small-sample Kurtosis p-value. If the probability is close to 1 then the (financial) time series under investigation is not consistent with the Efficient Market Hypothesis (c.q. Random-Walk).
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Software Version : 1.1.23-r7 Algorithms & Software : Patrick Wessa, PhD Server : www.wessa.net