Am 23.03.2021 um 00:22 schrieb Periklis Gogas:
Hello, I am going to use the Hurst exponent estimation. Does Gretl produce confidence intervals? Also, which method it employs? DFA?
Please check out the reference for the "hurst" command, where it says that the $result accessor also provides a standard error for the estimate. There's also some discussion of the method. You may also find the contributed "gen_hurst" package useful (written by Joachim Reinhardt). Spoiler: DFA is possible there I think. cheers sven _______________________________________________ Gretl-users mailing list -- gretl-users@gretlml.univpm.it To unsubscribe send an email to gretl-users-le...@gretlml.univpm.it Website: https://gretlml.univpm.it/postorius/lists/gretl-users.gretlml.univpm.it/
