July 19, 2018 at 4:00 am /
#1239
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!
