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Notices
MY
Molida Yi (not verified)
9th October 2014 | 12:02pm

Dear Jason,

Your explanation is very easy to understand. I am a master student and doing my final thesis which is studied about " Dynamic characteristics analysis of Malaysian crude palm oil price using fractal theory".

I am not so sure whether I need to use original data or return data in order to find Hurst exponent value. I have some problems related to the process of data analysis. Would you mind kindly to give your suggestion?

1. To find Hurst exponent, I should use original data or return data.
2. Do you know the code for plot the fluctuation of the price in matlab?
3. How to plot the log(R/S)n and longn and linear regression in matlab?
4. How to find V-statistic (Vn) in order to find memory term and plot the picture in matlab?

I really apologize to disturb your time.

I am looking forward to hearing from you as soon as possible.

Thanks and Best Regards,

Molida