Rescaled Range Analysis

Versione 1.0.0.0 (1,83 KB) da Alexandros Leontitsis
Calculates the rescaled range analysis.
4.5
(12)
10,1K download
Aggiornato 6 gen 2004

Nessuna licenza

Accorting to the references the Rescaled Range Analysis can reveal non-periodic cycles time series. It has found many applications on the financial time series, although the underlying theory is not convincing. This m-file contains the basic algorithm and 4 proposed variations. The estimation of the Hurst exponents is up to the user.

Cita come

Alexandros Leontitsis (2024). Rescaled Range Analysis (https://www.mathworks.com/matlabcentral/fileexchange/4325-rescaled-range-analysis), MATLAB Central File Exchange. Recuperato .

Compatibilità della release di MATLAB
Creato con R13
Compatibile con qualsiasi release
Compatibilità della piattaforma
Windows macOS Linux
Categorie
Scopri di più su Geology in Help Center e MATLAB Answers

Community Treasure Hunt

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

Start Hunting!

Versione Pubblicato Note della release
1.0.0.0