3hurst

  Hurst指数是描述非函数长周期的重要指标。它有别于传统单位根检验，可以发现时间序列存在的超长周期性，可以用于判断市场风险，但运算相当繁琐，单独利用Excel计算费时又费力，作者在充分理解Hurst指数内涵和应用的基础上，利用Excel的宏语言VBA编写宏程序轻松实现Hurst指数的计算，通过这一工作也希望能使Hurst指数能够得到广泛的应用。(Hurst index is to describe the function of the long period of non-important indicator. It is different from the traditional unit root tests, time series can be found in the presence of the long periodicity, can be used to determine market risk, but the operation rather cumbersome, separate consuming and laborious calculations in Excel, the authors fully understand the meaning and application of the Hurst exponent based on the use of Excel macros written in VBA macro language easily Hurst index calculation, also hopes to make this work through the Hurst exponent can be widely used.)