hurst.zip_Hurst系数_hurst系数法_变异系数_变异系数法

clc; clear; x=xlsread('01.xlsx','C2:C64'); [M,N]=size(x); for i=1:M y(i)=mean(x(1:i)); for j=1:i F(j)=sum(x(1:j)-y(i)); s0(j)=x(j)-y(i); % s(j)=std(s0(j)); end % Fmax(i)=max(F); % Fmin(i)=min(F); R(i)=max(F)-min(F); S(i)=std(s0,1); RS1(i)=R(i)/S(i); lnRS(i)=log(RS1(i)); lni(i)=log(i); end H=polyfit(lni(2:M),lnRS(2:M),1); yv = H(1)*lni(2:M) + H(2); figure %画图 plot(lni(2:M),lnRS(2:M), 'k--'); xlabel('lnN','FontName','TimesNewRoman','FontSize',12); ylabel('ln(R/S)','FontName','TimesNewRoman','Fontsize',12); hold on plot(lni(2:M), yv, 'k'); legend('ln(R/S)—lnN','H');% \it 表示斜体 % text(2.5,1.5,'\b')