modified R/S Statistic

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Hi,

I have a little problem for computing modified R/S Statistic.To estimate the Hurst exponent by the modified R/S Statistic (proposed by Lo), I am trying to use RSStatistic synthax. But, when I write, for exemple, “@ RSSTatistic (lags = m) returnseries start end”, I get no output unlike the synthax “@hurst returnseries” with which I get directly the Hurst and d exponents. How can I compute the Hurst exponent by the modified R / S? Where I make an error?

Please help.

I didn’t find the right solution from the Internet.

References:-
https://estima.com/forum/viewtopic.php?f=5&t=357
Motion graphics video company

Thanks!

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