Dear R users, The function lmacfPlot( ) in fBasics, returns a list including the Hurst Exponent. I get sometimes a value for Hurst Exponent using lmacfPlot bigger than 1 which is theoretically incorrect. What could be reason ? From the related documents, I could not find how the Hurst Exponent in lmacfPlot is estimated. Could you please say how it is estimated here? Thank you so much for help. Amir --------------------------------- always stay connected to friends. [[alternative HTML version deleted]]