This sample shows how to estimate a local x-dependent Hurst exponent H(x) over partially overlapping subsets of the analyzed series.

  1. Select data series 'Data' on left panel [Points].
  2. Select menu item <Analysis><Transformation>.
  3. The dialog appears.
  4. Click Hurst Exp.
  5. Select item 'Calculate Hurst Exp by RSC method'.
  6. Select item 'Apply to Log return R instead to raw data'.
  7. Set sliding window size 64 and step value 4.
  8. Click Apply and close the dialog.