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How to estimate standard errors?

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tilfani oussama
tilfani oussama 2018-5-6
回答： tilfani oussama 2018-5-6
I'm using a code to estimate a hurst coefficient MFDFA procedure, Hurst coefficient is the slope of logFq(s) vs log(s) for q=2, i use polyfit function like this:
for nq=1:length(q),
C = polyfit(log2(scale),log2(Fq(nq,:)),1);
Hq(nq) = C(1);
Aq(nq)= C(2) ;
qRegLine{nq} = polyval(C,log2(scale));
end
How can i improve this estimation by giving also the error terms of Aq and Hq?
Bests

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tilfani oussama
tilfani oussama 2018-5-6
ALso my question is only about SE of coefficient estimated in the simple

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