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Lo's modified rescaled range statistic/Hurst's R/S statistic 1.0

  Date Added: May 30, 2013  |  Visits: 222

Lo's modified rescaled range statistic/Hurst's R/S statistic

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