Library: | |
See also: | RShurst |
Macro: | RSteiler | |
Description: | Selection of the laglength of a series for calculation of the Hurst coefficient by RShurst |
Usage: | (t)=RSteiler(x) | |
Input: | ||
x series to be estimated | ||
Output: | ||
t vector of selected laglengths, first 9 (if possible), | last floor(n/2) |
x=normal(200) t=RSteiler(x)
[1,] 9 [2,] 13 [3,] 22 [4,] 40 [5,] 60 [6,] 100
Library: | |
See also: | RShurst |