How to estimate a local x-dependent Hurst exponent.

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

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