The YourSpeed measurement gathers global statistics based on the country you are in. For example, if you are in Canada then your speed will be added to Canada's statistics. After completing a measurement you will see a results page with your speed compared to other users in your country.
Your country is determined by looking up your ip-address in the IP-to-Country database maintained by webhosting.info. The database is about 98% accurate on country recognition. Some of the reasons for wrong identification are new IP-addresses, re-assigned IP-addresses, if you are connected through a firewall or proxy that is located in a different country, or if you are connected to an international provider which has assigned you a country-less IP-address. If you are sure it's because of old information in the database then you can report it on the Webhosting.info forum.
When starting the Yourspeed measurement you are asked to make a selection from a list of countries and languages. Your selections are used to choose the websites that will be measured. It does not influence the country where your measurement will be added, which is always the country shown above.