Modern Management Review
(dawna nazwa: Zarządzanie i Marketing)
19 (3/2012), DOI: 10.7862/rz.2012.zim.7
The identification of the long-term dependence in the sale of commodities
Krystyna Skoczylas
DOI: 10.7862/rz.2012.zim.7
Abstract
The paper presents the algorithm and interpretation of Hurst exponent. It has been used during the analysis of sales in selected enterprise. The Hurst exponent was calculated empirically and theoretically, then the data was compared to verify if the analyzed time series have long memory.
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About this Article
TITLE:
The identification of the long-term dependence in the sale of commodities
AUTHORS:
Krystyna Skoczylas
AUTHORS AFFILIATIONS:
The Faculty of Management, Rzeszow University of Technology
JOURNAL:
Modern Management Review
19 (3/2012)
KEY WORDS AND PHRASES:
Hurst exponent, R/S method, sale of commodities
FULL TEXT:
http://doi.prz.edu.pl/pl/pdf/zim/32
DOI:
10.7862/rz.2012.zim.7
URL:
http://dx.doi.org/10.7862/rz.2012.zim.7
COPYRIGHT:
Publishing House of Rzeszow University of Technology Powstańców Warszawy 12, 35-959 Rzeszow