have a look at the following packages
ITSA
see http://www.jstatsoft.org/v23/i05
and Rmetircs (fseries).
good luck.
AA.
- Original Message -
From: "Deepak Jadhav" <[EMAIL PROTECTED]>
To:
Sent: Wednesday, March 12, 2008 10:56 AM
Subject: [R] Help in estimating HURST
Hi,
Can u please tell me which all packages do i need to install to
estimate the hurst parameter in R. I have tried installing all the possible
options but still it doesnt work.
basically i want to use 9 functions to estimate hurst parameter like
aggvarfit, rsfit, etc.
i will be very thankfu
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