S statistic 1.0

Date Added: May 30, 2013 | Visits: 425

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Computes Lo's (1991) R/S statistic, as well as the earlier version due to Hurst (1951)

Requirements: No special requirements

Platforms: Matlab

Keyword: Computes, Earlier, Hurst, Lo039s, Statistic, Version

Users rating: 0/10

License: Shareware

Size: 10 KB

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LO'S MODIFIED RESCALED RANGE STATISTIC/HURST'S R/S STATISTIC RELATED

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