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
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