 
   
   Dear R users,
   
  The function lmacfPlot( ) in fBasics, returns a list including the Hurst Exponent. I get sometimes a value for Hurst Exponent using lmacfPlot bigger than 1 which is theoretically incorrect. What could be reason ?
   
  From the related documents, I could not find how the Hurst Exponent in lmacfPlot is estimated. Could you please say how it is estimated here?
   
  Thank you so much for help.
   
  Amir
   
   

 
---------------------------------

always stay connected to friends.
	[[alternative HTML version deleted]]

