Hi all, Does anyone know if Lo's modified R/S statistic is implemented in R? I found "rsFit" function from fArma package (LrdModelling), but I guess this is to calculate the classical R/S statistic. Thank you, M. -- View this message in context: http://www.nabble.com/Lo%27s-modified-R-S-tp24318771p24318771.html Sent from the R help mailing list archive at Nabble.com.