Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Library:
See also: RShurst

Macro: RSteiler
Description: Selection of the laglength of a series for calculation of the Hurst coefficient by RShurst

Reference(s):

Usage: (t)=RSteiler(x)
Input:
x series to be estimated
Output:
t vector of selected laglengths, first 9 (if possible), last floor(n/2)

Note:

Example:
x=normal(200)
t=RSteiler(x)
Result:
[1,]    9
[2,]   13
[3,]   22
[4,]   40
[5,]   60
[6,]  100

Library:
See also: RShurst

Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Author: Arne Wuensche 000410
(C) MD*TECH Method and Data Technologies, 17.8.2000