[Gretl-users] Re: Hurst and confidence intervals
On Sat, 27 Mar 2021, Periklis Gogas wrote:
Dear Sven,
Sorry I am not an expert on Gretl.
From the info you provided I now found in the info included with the
package how to select the R/S that is a default or the DFA algorithm.
So, I can get the Hurst from the menu item Variable > Hurst exponent.
Also, fro console by typing:
> include gen_hurst.gfn
> h_rs = gen_hurst(djclose, 0)
Also, I noticed that when I go to packages here:
[image: image.png]
and double click on the package I get a menu like this:
[image: image.png]
Is anywhere in the normal Gretl menu like the Variable > Hurst exponent
item?
Or I always need to go to packages and double click this?
The current gen_hurst package does not offer a "GUI hook" to attach
to the Variable menu so, yes, you need to go to the packages window
to activate the dialog. A GUI hook could be added quite easily.
Allin