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updated almost 7 years ago

hurst parameter estimate by Chu Chen

This routine estimate the long-range dependence of a sequence with several methods. (fractals, hurst parameter, longrange dependence)

RS(sequence,isplot)

absval(sequence,isplot,moment)

aggvar(sequence,isplot)

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updated 10 years ago

Variance Ratio Test by Alexandros Leontitsis

Calculates the Variance Ratio Test (finance, modeling, analysis)

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