Displaying 3 results from an estimated 3 matches for "saha04".
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saha048
2012 Apr 25
1
Help on time series & Hurst exponent
Hello,
I'm an absolute beginner with R. I'm hoping to do some time-series analysis
on my data. The data looks like
#time value
18 153
20 426
70 7
83 130
84 7
and so on where time could be in seconds or hours or days (not all at the
same time). How could I import such a file to R and do some simple stuff
(say plot the values)? As per the tutorials on time series, I could use the
ts()
2012 May 07
1
Value of Hurst exponent (R/S) method > 1
Hello,
I'm using fArma package to estimate the value of Hurst exponent using R/S
method. However, for a certain set of data I get H ~ 1.8. How do I
interpret this?
Following are the output that I get for this set:
> mean(data[,2])
[1] 400.5433
> sd(data[,2])
[1] 1139.786
>
> rsFit(data[,2], levels = 64)
Title:
Hurst Exponent from R/S Method
Call:
rsFit(x = data[, 2], levels
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?
>