[Gretl-users] Re: Hurst and confidence intervals

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: 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? On Sat, Mar 27, 2021 at 4:01 PM Sven Schreiber <svetosch(a)gmx.net&gt; wrote: So the hurst exponent I select from the Variable menu is different than that gen_hurst? If so, how do I run the gen_hurst one? I tried this and did not work: [image: image.png] I don't know what Anis-Lloyd is, so it could or could