Library: | |
See also: | Variogram RShurst |
Macro: | varplot | |
Description: | Calculation and graphic of variance plot, estimation of the Hurst Coefficient of a series |
Usage: | (Varplot,H)=Varplot(x) | |
Input: | ||
x series to be estimated | ||
Output: | ||
varplot values used in the plotting | ||
H from the regression estimated Hurst coefficient |
x=normal(100) vp=Varplot(x)
Contents of vp.Varplot [ 1,] 1.6094 -1.438 [ 2,] 1.7918 -1.5829 [ 3,] 1.9459 -2.1908 [ 4,] 2.0794 -2.2444 [ 5,] 2.1972 -1.9052 [ 6,] 2.3026 -2.142 [ 7,] 2.3979 -2.171 [ 8,] 2.4849 -3.0866 [ 9,] 2.6391 -2.7202 [10,] 2.7726 -2.7202 [11,] 2.9957 -3.1796 [12,] 3.2189 -4.317 Contents of vp.H [1,] 0.24676
Library: | |
See also: | Variogram RShurst |