Dear R users,
The function lmacfPlot( ) in fBasics, returns a list including the Hurst
Exponent. I get sometimes a value for Hurst Exponent using lmacfPlot bigger
than 1 which is theoretically incorrect. What could be reason ?
From the related documents, I could not find how the Hurst Exponent in
lmacfPlot is estimated. Could you please say how it is estimated here?
Thank you so much for help.
Amir
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