I�m not sure of how to calculate the R and S-statistic.
If I have a timeserie like this:
10-20-25-30-40.... =X(t)
The first R/S: - just two values.
avg of X(1) and X(2) = 15
S= of X(1) and X(2) =(10-15)+(20-15) =sqrt(50)=7.1
R=max deviation from mean - min deviation from mean = 5-(-5) = 10
R/S= 10/7.1 =1.4
But how do I proceed now?
Do I repeat the process for X(1)-X(2)-X(3) or X(2) -X(3)?
If I have a serie of N values, how many R/S can be calculated? N-1 or ?
Many Thanks, Jan
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