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- Thu Sep 14, 2023 1:23 am
- Forum: Programming
- Topic: Hurst exponent confidence intervals
- Replies: 0
- Views: 142284
Hurst exponent confidence intervals
Some time ago you created an EViews program for me to calculate the Hurst exponent of a time series, using the R/S methodology. Running the program, I just get 1 result which is the Hurst exponent. I also need the lower and upper confidence levels, preferably for the 95% level. If you can also add t...