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2012 May 06
0
Steps to determine Hurst exponent
Hello,
I'm using the fArma package to estimate Hurst exponent by R/S method. I've
some measurements in the following format:
Call_number Call_duration
I'm using the following steps. Am new to R, so it would help if someone
could please confirm if my steps are correct.
Further, this method seems to give a value H ~= 0.8 (> 0.5). Is the use of
R/S method to estimate H OK?
> head(data, n=10)
X1 X5402
1 2 1876
2...