1 def Hurst(data): 2 n = 6 3 data = pd.Series(data).pct_change()[1:] 4 ARS = list() 5 lag = list() 6 for i in range(n): 7 m = 2 ** i 8 size = np.size(data) // m 9
Hurst指数python实现
最新推荐文章于 2025-02-15 22:11:32 发布

1 def Hurst(data): 2 n = 6 3 data = pd.Series(data).pct_change()[1:] 4 ARS = list() 5 lag = list() 6 for i in range(n): 7 m = 2 ** i 8 size = np.size(data) // m 9