| 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 |