Thank you! I tried to use the $result but I am not sure how to do it... ie when I use it and where...
PG *Periklis Gogas <http://www.econ.duth.gr/personel/dep/gkogkas/index.en.shtml>* Professor Economic Analysis and International Economics Department of Economics Democritus University of Thrace Euro Area Business Cycle Network - Fellow <http://www.eabcn.org/person/periklis-gogas> The Rimini Centre for Economic Analysis - Fellow <http://www.rcfea.org/component/option,com_frontpage/Itemid,1/> The Society for Economic Measurement - Member <http://sem.society.cmu.edu/home.html> Institute for Nonlinear Dynamical Inference (INDI) - Charter Fellow <http://icemr.ru/institute-for-nonlinear-dynamical-inference/> On Tue, Mar 23, 2021 at 11:19 AM Sven Schreiber <sveto...@gmx.net> wrote: > 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/ >
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