Azzera filtri
Azzera filtri

How to estimate standard errors?

1 visualizzazione (ultimi 30 giorni)
tilfani oussama
tilfani oussama il 6 Mag 2018
Risposto: tilfani oussama il 6 Mag 2018
I'm using a code to estimate a hurst coefficient MFDFA procedure, Hurst coefficient is the slope of logFq(s) vs log(s) for q=2, i use polyfit function like this:
for nq=1:length(q),
C = polyfit(log2(scale),log2(Fq(nq,:)),1);
Hq(nq) = C(1);
Aq(nq)= C(2) ;
qRegLine{nq} = polyval(C,log2(scale));
end
How can i improve this estimation by giving also the error terms of Aq and Hq?
Bests

Risposte (1)

tilfani oussama
tilfani oussama il 6 Mag 2018
ALso my question is only about SE of coefficient estimated in the simple

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by