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5402
2012 May 06
0
Steps to determine Hurst exponent
...wing 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 3 7653
3 4 2969
4 5 6215
5 6 2596
6 7 2434
7 8 1380
8 9 937
9 10 2047
10 11 712
>
> rsFit(data[,2])
Title:
Hurst Exponent from R/S Method
Call:
rsFit(x = data[, 2])
Method:
R/S Method
Hurst Exponent:
H beta
0.8030667 0.8030667
H...