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by ahmedex
Sun Nov 01, 2015 4:56 pm
Forum: Program Repository
Topic: Hurst Exponent-Rescaled Range Analysis
Replies: 2
Views: 9014

Re: Hurst Exponent-Rescaled Range Analysis

This short program was posted last year (actually few years back). I found it very useful to compute Hurst coefficient. However, I wonder if the original author of this program or someone else can post additional commands to obtain R (square) and F-statistics from the series which generates Hurst co...

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