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...Exponent from R/S Method Call: rsFit(x = data[, 2], levels = 64) Method: R/S Method Hurst Exponent: H beta *1.826240 1.826240 * Hurst Exponent Diagnostic: Estimate Std.Err t-value Pr(>|t|) X 1.826240 3.352896 0.5446755 0.5919988 Parameter Settings: n levels minnpts cut.off1 cut.off2 11895 64 3 5 316 Description: Mon May 7 16:16:59 2012 by user: Warning messages: 1: In rsFit(data[, 2], levels = 64) : Integer overflow in 'cumsum'; use 'cumsum(as.numeric(.))' 2: In (1:m) * Y[m] : NAs produced by integer overflow...

...ried to estimate the Hurst effect, none of the nine procedures gave me an answer close enough to the real value, which is 0.5 (n=1000). So, would you please advice, 1. which is the best method to estimate the H among the 9 mehods, R/S, higuchi or Whittle? 2. how to choose the levels (default=50), minnpts, cutoff values or if there is any other issues to consider? Would you please send your code if you can get the right estimate for the attached dataset? 3. I also simulated multiple sequences, but some of the estimated results have H>1, how would you explain this, and how to correct it. 4. if...

...t Exponent from R/S Method Call: rsFit(x = data[, 2]) Method: R/S Method Hurst Exponent: H beta 0.8030667 0.8030667 Hurst Exponent Diagnostic: Estimate Std.Err t-value Pr(>|t|) X 0.8030667 0.05039722 15.93474 4.643595e-17 Parameter Settings: n levels minnpts cut.off1 cut.off2 227656 50 3 5 316 Description: Sun May 6 22:07:43 2012 by user: There were 14 warnings (use warnings() to see them) -- Thanks, Barun Saha JPA IIT, Kharagpur http://pothi.com/pothi/book/barun-saha-swapner-kheya http://delay-tolerant-networks.blogs...

...ried to estimate the Hurst effect, none of the nine procedures gave me an answer close enough to the real value, which is 0.5 (n=1000). So, would you please advice, 1. which is the best method to estimate the H among the 9 mehods, R/S, higuchi or Whittle? 2. how to choose the levels (default=50), minnpts, cutoff values or if there is any other issues to consider? Would you please send your code if you can get the right estimate for the attached dataset? 3. I also simulated multiple sequences, but some of the estimated results have H>1, how would you explain this, and how to correct it. 4. if...