Comparing data set to a Random Walk

A

AngleWyrm

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Jun 27, 2012
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I have a set of data points that represent a history of up/down distance changes similar to stock market data, and I wish to measure/test the hypothesis that these points are drawn from a population identical to a Random Walk.

What tests would measure the similarity?
 
AngleWyrm said:
I have a set of data points that represent a history of up/down distance changes similar to stock market data, and I wish to measure/test the hypothesis that these points are drawn from a population identical to a Random Walk.

What tests would measure the similarity?
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