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: <r-help@r-project.org> Sent: Wednesday, March 12, 2008 10:56 AM Subject: [R] Help in estimating HURST parameter > 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 thankful if u could be of some help. > > > > -- > Regards, > > Deepak Jadhav. > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide > http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.