[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 _______________________________________________ Gretl-users mailing list -- gretl-users(a)gretlml.univpm.it To unsubscribe send an email to gretl-users-leave(a)gretlml.univpm.it Website: https://gretlml.univpm.it/postorius/lists/gretl-users.gretlml.univpm.it/