[R] Confidence interval for Whittle method

Hello, How could we get the confidence interval when using the whittleFit method from fArma package? -- Thanks, Barun Saha __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R

Re: [R] Value of Hurst exponent (R/S) method 1

Hello All, I'm coming across multiple data sets for which the R/S estimate of H is greater than 1. Could someone please explain this to me? On Mon, May 7, 2012 at 4:13 PM, Barun Saha barun.sah...@gmail.com wrote: Hello, I'm using fArma package to estimate the value of Hurst exponent using R

[R] Value of Hurst exponent (R/S) method 1

overflow 3: In (1:m) * Y[m] : NAs produced by integer overflow 4: In (1:m) * Y[m] : NAs produced by integer overflow 5: In (1:m) * Y[m] : NAs produced by integer overflow 6: In lsfit(log10(M), log10(RS), wt) : 37 missing values deleted -- Thanks, Barun Saha JPA IIT, Kharagpur http://pothi.com

[R] Steps to determine Hurst exponent

35 316 Description: Sun May 6 22:07:43 2012 by user: There were 14 warnings (use warnings() to see them) -- Thanks, Barun Saha JPA IIT, Kharagpur http://pothi.com/pothi/book/barun-saha-swapner-kheya http://delay-tolerant-networks.blogspot.com/p/one-tutorial.html

[R] Help on time series Hurst exponent

the timestamps. I'm also interested to estimate the Hurst exponent for the above series. I've installed the fArma package. Again, I'm not sure how to use the above series there. Could someone please help me on this? -- Thanks, Barun Saha JPA IIT, Kharagpur http://pothi.com/pothi/book/barun-saha

Re: [R] Help on time series Hurst exponent

name) Michael On Wed, Apr 25, 2012 at 9:54 AM, Barun Saha barun.sah...@gmail.com wrote: 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